Literature review of material flow control mechanisms

We review mechanisms which control the flow or material into and within a manufacturing line. These material flow control (MFC) mechanisms address the problem of when to release material into a manufacturing line and when workcentres should be authorized to produce. The MFC mechanisms reviewed include: Kanban, CONWIP, workload regulating, starvation avoidance, BORA, maximum load limit, MRP, the base stock system, workload control, and production authorization cards.     

A model for integrated production-packaging systems

The problem of determining the economic packaging frequency of jointly replenished items has received a lot of attention from researchers. This problem is usually encountered while packaging the products after completing manufacture. Nevertheless, production batch quantities certainly influence the manufacturing cycle time of products and hence the economic packaging quantities for jointly replenished items. Therefore, realizing the importance of the relationship between production batch quantities and packaging quantities     

A simple procedure for price break models

This note deals with the problem of determining the economic order quantity of an inventory item having quantity discounts. A simple procedure is suggested which very often reduces the number of computations required for obtaining the economic operating policy.     

Inferring an Augmented Bayesian Network to Confront a Complex Quantitative Microbial Risk Assessment Model with Durability Studies: Application to Bacillus Cereus on a Courgette Purée Production Chain

The Monte Carlo (MC) simulation approach is traditionally used in food safety risk assessment to study quantitative microbial risk assessment (QMRA) models. When experimental data are available, performing Bayesian inference is a good alternative approach that allows backward calculation in a stochastic QMRA model to update the experts’ knowledge about the microbial dynamics of a given food‐borne pathogen. In this article, we propose a complex example where Bayesian inference is applied to a high‐dimensional second‐order QMRA model. The case study is a farm‐to‐fork QMRA model considering genetic diversity of Bacillus cereus in a cooked, pasteurized, and chilled courgette purée. Experimental data are Bacillus cereus concentrations measured in packages of courgette purées stored at different time‐temperature profiles after pasteurization. To perform a Bayesian inference, we first built an augmented Bayesian network by linking a second‐order QMRA model to the available contamination data. We then ran a Markov chain Monte Carlo (MCMC) algorithm to update all the unknown concentrations and unknown quantities of the augmented model. About 25% of the prior beliefs are strongly updated, leading to a reduction in uncertainty. Some updates interestingly question the QMRA model.     

基于订单持续期的投资者订单提交策略研究

运用ACD模型,采用2003年12月深成指43只成份股共计1 825 415条的逐笔委托记录,通过对订单持续期的实证检验分析了中国证券市场投资者的订单提交策略,研究发现:1)价差假说、深度假说、波动性假说、交易强度假说、信息透明度假说和订单积极性假说被证实,说明市场微观特性、市场状况、信息和订单提交者成交愿望等都影响投资者的订单提交策略;2)涨跌假说得到支持,说明股票价格涨跌影响该股票的订单持续期;撤单是机构投资者制定订单提交策略的重要手段.     

考虑采购资金约束的供应链期权柔性契约

在销售商存在采购预算资金约束下,对供应链期权柔性契约进行了研究.首先,利用非线性规划中的Kuhn-Tucker条件分析了采购资金对销售商的订货决策的影响,并得出了不同资金稀缺程度下的订货策略;其次,讨论了供应商的产量决策问题,并得出了供应商的最优产量安排;再次,研究了供应链的合作问题,并给出了实现供应链合作的具体条件;最后,通过数值分析对研究结论进行了验证和说明.     

供应链核心企业订单分配下供应商群体减排行为演化

环保消费者认为供应链中的核心企业要对其供应商的环境表现负责。供应商群体的环境表现影响核心企业的市场吸引力,这驱动核心企业激励其供应商群体减排。本研究为供应链核心企业设计一种同时考虑供应商批发价格和减排量的订单分配方法。基于Multi-Agent思想构建了一个包含供应商群体、核心企业、消费者群体的计算实验模型,并借助计算机动态模拟多主体在多周期的决策和交互过程,从宏观角度探索供应商群体减排行为的演化路径,并从微观上剖析内在影响机理。实验结果显示,该订单分配方法能获得既激励供应商群体减排又提高核心企业自身收益的效果;当消费者群体环境意识的分布一定时,核心企业的激励作用有限;核心企业的订单分配是激励供应商群体减排的直接手段,环保消费者的购买行为是推动供应商群体减排的根本动力。这些结论对现实中供应链核心企业制定订单分配规则和政府制定环境政策具有一定的管理启示。     

基于约束满意的供应链应急制造采购策略研究

针对紧急需求与采购成本之间的冲突,研究了模糊时间要求和模糊物资需求下多供应商和单一制造商构成的供应链的应急制造采购问题.建立了供应链应急制造采购的多目标、多约束组合优化模型,提出了一种由约束满意优化模型转换、搜索算法、满意度函数和满意度要求调整方法构成的交互式满意决策方法.运用该方法能够获得体现决策者偏好的满意采购策略,实现以合理成本满足应急需求的目的.通过模拟算例解释了交互式满意决策的过程.     

基于时变高阶矩模型的贵金属市场风险测度研究

以黄金为代表的贵金属及其金融衍生品的交易量不断增长,逐渐成为与股票和债券平行的投资和避险工具,但关于贵金属市场风险测度的研究却比较缺乏.以上海和伦敦市场的黄金和白银交易价格为样本,基于常数高阶矩模型和时变高阶矩模型建立风险测度模型,计算出不同模型的风险价值和预期损失;采用严谨的后验分析方法,在多头和空头两种头寸共10种分位数水平下对不同模型的风险测度精确性进行后验分析.研究结果表明,在测度风险价值时,时变高阶矩模型的风险测度精确性略优于常数高阶矩模型,带有杠杠效应的时变高阶矩模型优于不带杠杆效应的时变高阶矩模型;综合对比分析不同风险测度模型的后验分析结果可知,对于准确测度贵金属市场的风险,GJR-GARCHSK模型是一个相对合理的选择.