存货影响销售率且理论需求为线性时变函数时的EOQ模型

本文建立了理论需求率为线性时变递增函数且无短缺量拖后和短缺量完全拖后时的EOQ模型,并对无短缺量拖后时模型最优解的存在及唯一性进行了讨论,为库存系统的管理决策提供了理论依据。     

一种需求和采购价均为时变的EOQ模型

本文提出了一种需求和采购价均为时变的EOQ模型,证明了该模型的总库存成本目标函数在给定条件下为凸函数,给出了寻求最佳采购次数及服务水平的算法,并对该模型进行了数值仿真和灵敏度分析。     

回收物流库存控制研究

本文探讨了包含回收品的库存系统。回收物流库存中既有一般生产过程的新产品,也有经再制造的回收品,使其最优库存策略非常复杂,论文推导出不同控制方式下的EOQ模型,以确定最优生产和再制造批量。此外,还对求得的最优批量进行适当的调整,以确保在循环周期中的定货次数为整数。该模型形式、结构简单易于在实践中应用。     

基于产品时间价值的闭环供应链库存策略研究

许多被回收产品的价值会随着时间推移迅速减少,因此如何尽可能地利用库存策略减少此类产品价值的损失就成为了非常值得研究的问题.本文将EOQ模型拓展到闭环供应链中,基于产品的时间价值推导出了允许缺货和不允许缺货两种情况下回收品和成品库存的最优策略,并讨论了产品价值的流失对库存策略的影响.     

限额条件下的库存管理决策分析

在企业资金有限的情况下,常常会对总库存投资水平设定限额.采购经理和库存管理人员就不能完全依照经济订货批量(EOQ)基本模型来安排采购与库存管理了,在应用模型计算的结果作为决策依据之前,必须在新的条件下采取适当的措施对EOQ基本模型加以修正.     

指数时变需求的变质品两仓库EOQ模型

大部分两仓库模型均考虑需求为常数或线性时变的情况,而实际库存系统的需求率并非都是如此.建立了一种指数时变需求条件下变质物品的两仓库经济订购批量模型,对模型的最优解进行了分析.主要参数的灵敏度分析表明,需求率影响因子和自有仓库最大容量对库存控制策略影响最大,在实际工作中必须对它们进行严格控制.     

考虑消费者效用与保鲜的生鲜农产品EOQ模型

针对生鲜农产品新鲜度随时间减小的特点,构造受生鲜农产品新鲜度和零售价格影响的消费者时变效用函数,分析了消费者在不同时刻够买生鲜农产品的效用和数量的变化,并基于此建立了消费者偏好影响需求的生鲜农产品EOQ模型;以提高消费者效用为目的,分析了两种不同保鲜情形下零售商的最优订货决策和最优保鲜投入。研究发现,零售商的最优保鲜投入并不能使消费者效用最大化,满足消费者对生鲜农产品新鲜度的要求必须依靠政府的宏观调控。     

提前期、构建成本和短缺量拖后率均可控的EOQ模型

传统库存模型通常将提前期和构建成本视为不可控制。事实上可以通过追加投资缩短提前期和降低构建成本。缺货期间,为减少订单丢失量和补偿顾客的损失,供应商会给予一定的价格折扣。现实库存系统中,容易得到需求的期望值和标准差,但较难得到其分布规律。基于此,考虑短缺量拖后率与价格折扣和缺货期间库存水平相关,提出了一种需求为任意分布且提前期和构建成本均可控的EOQ模型,证明了模型存在唯一最优解,给出了一种寻优算法。数值仿真分析表明,一般情况下,压缩提前期和降低构建成本能降低订购批量和安全库存,降低库存总成本;短缺量拖后系数和缺货概率对库存总成本影响较大,企业应尽量降低缺货概率,尤其在短缺量拖后系数较小时。     

有限时域与采购价格上升情形下的最优订货策略

研究了有限时域下采购商面对价格上升时的订货策略问题.在分析问题的基础上提出一种新的最优采购策略,并分析了价格上升幅度对订货量的影响,以经典EOQ模型的总成本为基准,比较了本文提出的策略与文献已有策略在成本节约上的差异.本文对库存总成本的计算方法更加精确;分析表明在有限时域背景下采购商的临时订货量决定于价格上涨的幅度、在库库存以及时段长度.     

库存成本变化的VMI供应链协调

提出了库存成本变化的经济订货批量(EOQ)模型，基于该模型研究了库存成本变化时供应商管理库存(VMI)系统的最优协议问题。在该系统中，订货商和供应商达成缺货成本共担协议：当缺货发生时，供应商需要向订货商支付缺货补偿。订货商和供应商分散决策，订货商通过设计协议来减少其成本，而供应商通过制定补货决策来缩小自身成本。通过与传统系统和整合系统的比较，得出了库存成本变化时VMI系统的最优补货决策和缺货成本共担协议。采用数值算例验证了分析结果。结果表明，当且仅当供应商预期成本等于整合系统的最小总成本与固定缺货罚金之和时，VMI系统与整合系统具有相同的补货决策和系统绩效，即能够实现供应链协调。     

Armitage-Doll Two-Stage Model: Implications and Extension

The objective of this paper is twofold: (1) to provide insight on the simplified MVK model of carcinogenesis (a model proposed by Moolgavkar and colleagues) by revealing the relationship between the Armitage-Doll two-stage model and the simplified MVK model; and (2) to extend the Armitage-Doll two-stage model to one with time-varying (piece-wise constant) parameters. It is shown that the simplified MVK model is a special case of the Armitage-Doll two-stage model, and many applications of the simplified MVK model involving intermittent exposures or exposures to different compounds in different time periods can be derived easily from the Armitage-Doll two-stage model with piece-wise constant parameters. The limitations of the Armitage-Doll two-stage model are discussed.     

操纵性应计利润模型检测盈余管理能力的实证分析

本文运用统计模拟方法,通过测试各模型产生第一类错误和第二类错误的频率,比较基本琼斯模型、修正琼斯模型等七种常用的截面操纵性应计利润模型在中国资本市场的检验效果.检测结果发现,基本琼斯模型、修正琼斯模型和无形资产琼斯模型相对较优,它们所犯第一类错误和第二类错误的频率较小,但在收入操纵检测上,修正琼斯模型检验能力更突出;现金流量琼斯模型、非线性琼斯模型检验盈余管理的能力较强,但存在较为严重的第一类错误,易夸大上市公司盈余管理的程度;前瞻性修正琼斯模型计算复杂,第一类错误明显,检验盈余管理能力相对修正琼斯模型没有明显提高;收益匹配琼斯模型在费用操纵的检验能力上明显较弱.综合考虑,本文认为在中国证券市场上,分年度分行业回归的截面修正琼斯模型在模型的设定和盈余管理的检验能力方面表现更佳,建议未来的盈余管理实证研究以该方法为主.     

Statistical Approach to Identify Threshold and Point of Departure in Dose–Response Data

The study presents an integrated, rigorous statistical approach to define the likelihood of a threshold and point of departure (POD) based on dose–response data using nested family of bent‐hyperbola models. The family includes four models: the full bent‐hyperbola model, which allows for transition between two linear regiments with various levels of smoothness; a bent‐hyperbola model reduced to a spline model, where the transition is fixed to a knot; a bent‐hyperbola model with a restricted negative asymptote slope of zero, named hockey‐stick with arc (HS‐Arc); and spline model reduced further to a hockey‐stick type model (HS), where the first linear segment has a slope of zero. A likelihood‐ratio test is used to discriminate between the models and determine if the more flexible versions of the model provide better or significantly better fit than a hockey‐stick type model. The full bent‐hyperbola model can accommodate both threshold and nonthreshold behavior, can take on concave up and concave down shapes with various levels of curvature, can approximate the biochemically relevant Michaelis–Menten model, and even be reduced to a straight line. Therefore, with the use of this model, the presence or absence of a threshold may even become irrelevant and the best fit of the full bent‐hyperbola model be used to characterize the dose–response behavior and risk levels, with no need for mode of action (MOA) information. Point of departure (POD), characterized by exposure level at which some predetermined response is reached, can be defined using the full model or one of the better fitting reduced models.     

Supply chain coordination with reverse logistics: A vendor/recycler-buyer synchronized cycles model

In this paper, we develop a synchronized cycles vendor-buyer coordination model where the single vendor is both a producer and recycler/remanufacturer, and there are multiple buyers. This model is an extension of the general single-vendor multi-buyer synchronization model to incorporate reverse logistics, and it includes costs associated with production, remanufacturing, transportation and holding inventory. The reverse logistics in the model is achieved by having the vendor pick up returned products from the buyers and then reprocess them for resale. Similar to the original synchronization model, the synchronization of our model is attained by coordinating the vendor's production cycle with both new products’ delivery cycles for transportation from the vendor to the buyers and used products’ pick-up cycles for transportation from the buyers to the vendor/recycler. A genetic algorithm is used for solving the problem. Numerical results show the benefits from this new synchronized cycles model compared to independent optimization with reverse logistics. Our findings further show that under low levels of returning products, the synchronized cycles coordination model with reverse logistics can reduce total system costs when compared with the independent optimization model without reverse logistics. Examples also show how the model with reverse logistics can perform economically better than the model without reverse logistics.     

基于活动方法的瓶颈模型与拥挤收费问题研究

Vickrey提出的基于出行的瓶颈模型以出行作为分析单位,没有考虑出行与活动之间的相互关联.本文对Vickrey的瓶颈模型进行了拓展,提出了基于活动的瓶颈模型来研究通勤者早晨上班出发时间决策问题,模型考虑了通勤者对出行负效用与活动效用之间的权衡.在基于活动的瓶颈模型的基础上,分别研究了常数和线性边际活动效用下瓶颈动态拥挤收费和阶梯收费问题,并与传统的瓶颈模型的解进行比较.结果表明,当活动的边际效用为线性函数时,瓶颈处最优动态收费曲线不再呈分段线性关系,而是分段二次曲线;与基于活动的瓶颈模型相比,传统的基于出行的瓶颈模型将高估瓶颈处的排队延误、阶梯收费水平,以及早高峰的开始和结束时间;基于出行的瓶颈模型和常数边际活动效用下的瓶颈模型导致的最优阶梯收费是最优动态收费最大值的一半,并且刚好消除瓶颈处排队延误的一半;与线性边际活动效用下的瓶颈模型相比较,两者低估了阶梯收费能消除的瓶颈排队,从而低估了阶梯收费的效率.     

基于驱动因素控制的线性时变参数DLDGM(1,N)模型

针对传统GM(1,N)模型未考虑参数随时间变化的动态特征及未明确驱动因素作用机制的问题,首先引入线性时变参数以及驱动因素控制函数,构建基于驱动因素控制的线性时变参数DLDGM(1,N)模型,论证DGM(1,1)、NDGM(1,1)、TDGM(1,1)、DGM(1,N)、DCDGM(1,N)模型均是该模型在不同参数取值下的特殊形式;然后基于白化信息充分和匮乏的两种情况,给出驱动因素控制参数的识别方法;最后应用所提模型对河南省粮食产量进行预测,验证模型的有效性和实用性。     

Dose-Response Model for 13 Strains of Salmonella

Data from a human feeding trial with healthy men were used to develop a dose-response model for 13 strains of Salmonella and to determine the effects of strain variation on the shape of the dose-response curve. Dose-response data for individual strains were fit to a three-phase linear model to determine minimum, median, and maximum illness doses, which were used to define Pert distributions in a computer simulation model. Pert distributions for illness dose of individual strains were combined in an Excel spreadsheet using a discrete distribution to model strain prevalence. In addition, a discrete distribution was used to model dose groups and thus create a model that simulated human feeding trials. During simulation of the model with @Risk, an illness dose and a dose consumed were randomly assigned to each consumption event in the simulated feeding trial and if the illness dose was greater than the dose consumed then the model predicted no illness, otherwise the model predicted that an illness would occur. To verify the dose-response model predictions, the original feeding trial was simulated. The dose-response model predicted a median of 69 (range of 43-101) illnesses compared to 74 in the original trial. Thus, its predictions were in agreement with the data used to develop it. However, predictions of the model are only valid for eggnog, healthy men, and the strains and doses of Salmonella used to develop it. When multiple strains of Salmonella were simulated together, the predicted dose-response curves were irregular in shape. Thus, the sigmoid shape of dose-response curves in feeding trials with one strain of Salmonella may not accurately reflect dose response in naturally contaminated food where multiple strains may be present.     

跨地区企业投入产出模型研究

本文针对现代企业跨地区生产经营的特点,对经典企业投入产出模型进行扩展,引入地区变量,编制了跨地区企业投入产出表并建立了相应的跨地区企业投入产出理论模型。在此基础上,对跨地区企业投入产出表模型的特征进行系统总结,并比较了跨地区企业投入产出模型与地区间投入产出模型及经典企业投入产出模型的差异。     

具有平滑迁移的ARFIMA模型及其应用

本文基于描述长记忆性的ARFIMA模型和具有结构性转变的平滑迁移模型,提出了联合检验两种时间序列性质的STARFIMA模型,并给出了估计模型系数的估计方法和检验非线性的刀切似然比方法.应用我国通货膨胀率的时间序列数据,我们应用Logistic型STARFIMA模型进行经验分析时发现,STARFIMA模型具有比ARFIMA模型更好的模拟效果和精度,而且该模型分别捕捉到了以通货膨胀率自身和加速通货膨胀率为转移变量的结构性转变,并发现在引入结构转变之后的通货膨胀率序列的记忆性变强的特征.     

基于供应链金融的随机需求条件下的订货策略

本文将供应链金融中的融资问题融入到允许延迟支付的报童模型中,同时考虑了订货商的销售情况对偿还能力的影响,融资利息、销售收入利息以及支付信用期等现金管理要素,建立起订货商在连续随机需求条件下的库存管理模型,通过对模型的求解与灵敏度分析,对供应链金融模式下订货商的订货策略进行了深入探讨,得出了一系列有益的结论。所建立的模型同时为中小销售型企业提供一种新的资金获取以及确定订货策略的方法。