基于CVaR约束的多产品订货风险决策模型

过去随机环境下多产品订货往往以期望值作为唯一决策准则,没有将风险控制纳入决策范畴,与实际决策过程不相符合.为给具有不同风险偏好的决策者提供合适的决策分析工具,文章在分析投资组合和产品组合存在某种相似性的基础上,借鉴金融工程领域广泛应用的条件风险值方法,建立多产品最优订货决策模型,并对模型进行了检验,发现它完全符合决策者的直觉要求.而且,由于所建的模型最终可以表示为一个线性规划问题,因此即使是大规模的产品组合问题也可以借助工具软件求解.     

基于EOQ的集成供应成本分摊问题研究

第三方物流的集成供应是降低供应链成本的有效途径,而集成供应成本在各供应商企业之间的分摊是需要解决的核心问题.本文详细阐述了第三方物流的集成供应问题,基于合作博弈理论建立了第三方物流集成供应的成本分摊模型.在采用夏普利值法对该模型进行求解的过程中,针对夏普利值法难以赋值的问题,引入集成供应的经济订货批量模型,有效解决了了第三方物流供应成本分摊问题.最后,用算例对该方法进行了说明.     

Exponential random graph model specifications for bipartite networks—A dependence hierarchy

In this paper, we review the development of dependence structures for exponential random graph models for bipartite networks, and propose a hierarchy of dependence structures within which different dependence assumptions may be located. Based on this hierarchy, we propose a new set of model specifications by including bipartite graph configurations involving more than four nodes. We discuss the theoretical significance of the various effects that the extended models afford, and illustrate application of this hierarchy of models to several bipartite networks related to the political mobilization in Brazil in the early 1990s (Mische, 2007).     

“Sensory Ordering” in Nurses' Clinical Decision‐Making: Making Visible Senses,Sensing, and “Sensory Work” in the Hospital

The objective of this article is to present a study on the constitutive role of senses in clinical decision‐making. The methodology is based on a series of focus groups with nurses in various hospital departments. Based on a narrative approach, our study examines “sensory work” in clinical decision‐making in order to reveal its specificity in the clinical work of nurses. Nurses shared stories—in focus groups—about the influence of senses in clinical decision‐making. The analysis of clinical narratives helped to identify various situations revealing the “sensory work” that underlines clinical decision‐making. We put the emphasis on the spectrum of sensory activities and the interactions occurring during a clinical decision‐making. One specific contribution of our study is to make visible the “sensory ordering” at work as constituted by interactions between nurses during a clinical assessment.     

Drivers and Performance Outcomes of Supplier Innovation Generation in Customer–Supplier Relationships: The Role of Power‐Dependence

While innovations generated by supply channel relationships, as opposed to individual partners, play an increasingly important role in the success of all supply chain partners, there has been a dearth of research in the literature on how supply chain relationships cultivate the process of such innovation generation. We explore supplier market knowledge acquisition, relationship learning, systems collaboration, and technological uncertainty as antecedents of supplier innovation generation, which is in turn hypothesized to positively affect the relationship performance of the supplier. Furthermore, supplier dependence on the buyer is investigated as a moderator of the effects of such antecedents on supplier innovation generation. Empirical tests, which used a sample of 236 Taiwanese executives, supported most of the hypotheses, and some implications of the results are discussed.     

Sticky Landscapes and Smooth Experiences: The Biopower of Tourism Mobilities in the Öresund Region

As landscapes become ordered according to certain sets of economic, political, ecological or social practices and discourses, other possible orderings become limited in their potential. This article illustrates this with an example taken from the field of tourism and place marketing. The empirical focus is golf experiences in Scania, Sweden, bookable by individual consumers over the Internet. The ordering of what is termed the ‘golfscape’ is unfolded with the help of an assemblage of arguments taken from writings on mobility, biopower and subjectification, post‐foundational views of the materiality of the social and recent conceptualisations of the socio‐cultural and spatial impact of tourism. The booking sequence, i.e. the interaction between consumer and booking software, is analyzed as a series of negotiations, techniques and technologies of control and enactments of power. It is concluded that mobility studies can benefit from a Foucauldian power perspective when explaining practices of mobility and spatial fixation.     

On a perturbed dual risk model with dependence between inter-gain times and gain sizes

The dual risk model may be used to model the revenue process of a company with constant expense rate and occasional gains. In this paper, we consider a dual risk model with both inter-gain times and expense rates depending on the size of previous gain. Also, we assume the process is perturbed by a Brownian motion. Exact solutions for the Laplace transform and the first moment of the time to ruin with arbitrary gain-size distribution are obtained. Applications with numerical illustrations are provided to examine the impacts of the dependence structure and perturbation.     

Extension and the disposal of the world: Double‐crossing systems,culture, self and language

Long indexed by sociological ideas of structure, the notion of extension is yet disparate and poorly disseminated – as evidenced by popular motifs such as ‘the world is at our disposal’ eschewing notions of emplacement and embeddedness and instead championing choice and individualised agency. On the assumption that this lacunae relates in part to paradigm debates over incommensurability, the proposal in this inaugural lecture is to explore double‐crossing as a methodological device by which to draw insights on extension from major ‘gatherings’ of Euro‐American thought, while respecting the orderings, institutional arrangements, situations and networks each approach imposes. In retracing the ‘disposal’ of the world through four theoretical perspectives germane to sociology – namely systems, culture, self and language – the objective is to illustrate the methodology of double crossing. Drawing on both my work on social and cultural theory and my field studies in market leaders, I first show how moving back and forth between the older and newer ground within each perspective helps to elicit what gets unsighted from either view. Secondly, inasmuch as the usual way of ‘making a clearing’ is argued as caught ‘in reaction’ from extant theory (ending up say talking of parts instead of wholes or consumption in place of production), I advance the methodology of double‐crossing by excavating the recessive arrangements and ordering implicit in each perspective and so illuminate the different ways extension is affected by how world is imagined and experienced.     

More Powerful Control of the False Discovery Rate Under Dependence

In a breakthrough paper, Benjamini and Hochberg (J Roy Stat Soc Ser B 57:289–300, 1995) proposed a new error measure for multiple testing, the FDR; and developed a distribution-free procedure to control it under independence among the test statistics. In this paper we argue by extensive simulation and theoretical considerations that the assumption of independence is not needed. Along the lines of (Ann Stat 32:1035–1061, 2004b), we moreover provide a more powerful method, that exploits an estimator of the number of false nulls among the tests. We propose a whole family of iterative estimators that prove robust under dependence and independence between the test statistics. These estimators can be used to improve also classical multiple testing procedures, and in general to estimate the weight of a known component in a mixture distribution. Innovations are illustrated by simulations.