随机Fuzzy子集理论初步

本文认为现行的Fuzzy子集理论有缺点,不能真实、准确地描述现实世界,因此有必要进行改进。我们将用随机Fuzzy子集理论中的随机隶属过程代替Fuzzy子集理论中的隶属函数,将客观世界中的确定性现象、随机现象和模糊现象结合起来进行研究。     

A case study in non-centering for data augmentation: Stochastic epidemics

In this paper, we introduce non-centered and partially non-centered MCMC algorithms for stochastic epidemic models. Centered algorithms previously considered in the literature perform adequately well for small data sets. However, due to the high dependence inherent in the models between the missing data and the parameters, the performance of the centered algorithms gets appreciably worse when larger data sets are considered. Therefore non-centered and partially non-centered algorithms are introduced and are shown to out perform the existing centered algorithms.     

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.     

Intelligent Procedures for Intra‐Day Updating of Call Center Agent Schedules

For nearly all call centers, agent schedules are typically created several days or weeks before the time that agents report to work. After schedules are created, call center resource managers receive additional information that can affect forecasted workload and resource availability. In particular, there is significant evidence, both among practitioners and in the research literature, suggesting that actual call arrival volumes early in a scheduling period (typically an individual day or week) can provide valuable information about the call arrival pattern later in the same scheduling period. In this paper, we develop a flexible and powerful heuristic framework for managers to make intra‐day resource adjustment decisions that take into account updated call forecasts, updated agent requirements, existing agent schedules, agents' schedule flexibility, and associated incremental labor costs. We demonstrate the value of this methodology in managing the trade‐off between labor costs and service levels to best meet variable rates of demand for service, using data from an actual call center.     

Stochastic Optimization for Natural Disaster Asset Prepositioning

A key strategic issue in pre‐disaster planning for humanitarian logistics is the pre‐establishment of adequate capacity and resources that enable efficient relief operations. This paper develops a two‐stage stochastic optimization model to guide the allocation of budget to acquire and position relief assets, decisions that typically need to be made well in advance before a disaster strikes. The optimization focuses on minimizing the expected number of casualties, so our model includes first‐stage decisions to represent the expansion of resources such as warehouses, medical facilities with personnel, ramp spaces, and shelters. Second‐stage decisions concern the logistics of the problem, where allocated resources and contracted transportation assets are deployed to rescue critical population (in need of emergency evacuation), deliver required commodities to stay‐back population, and transport the transfer population displaced by the disaster. Because of the uncertainty of the event's location and severity, these and other parameters are represented as scenarios. Computational results on notional test cases provide guidance on budget allocation and prove the potential benefit of using stochastic optimization.     

环境政策与企业生产技术效率——以造纸企业为例

理解环境保护与经济发展的关系是制定切实可行的环境政策的基础。在微观层面,环境政策的实施会影响污染企业的技术选择和生产效率,从而影响企业的经济绩效。这种影响制约着企业,甚至地方政府在污染控制方面的力度。该文采用造纸企业的调查数据,利用随机前沿生产函数的方法,分析了造纸企业的技术效率及其影响因素,同时在影响因素中引入COD收费率指标分析环境政策对企业效率的影响。分析结果显示,我国造纸行业在1999—2003年,在国家加大环境政策执行力度的背景下,取得了明显的效率改进,环境政策对不同类型的企业有不同的影响。这些结果为进一步改进环境政策提供了依据。     

Design of Stockless Production Systems

In make‐to‐stock production systems finished goods are produced in anticipation of demand. By contrast, in stockless production systems finished goods are not produced until demand is observed. In this study we investigate the problem of designing a multi‐item manufacturing system, where there is both demand‐ and production‐related uncertainty, so that stockless operation will be optimal for all items. For the problem of interest, we focus on gaining an understanding of the effect of two design variables: (i) manufacturing speed—measured by the average manufacturing rate or, equivalently, the average unit manufacturing time, and (ii) manufacturing consistency—measured by the variation in unit manufacturing times. We establish conditions on these two variables that decision makers can use to design stockless production systems. Managerial implications of the conditions are also discussed.     

城商行经营效率及其影响因素实证分析——基于53家城商行面板数据的随机前沿模型

根据2009—2011年国内53家城商行相应数据可构建计算城商行经营效率的随机前沿模型。样本城商行总资产占当年城商行总资产的比重达到了70%,样本商行分布于国内29个省、市、自治区、直辖市,由此可得出影响城商行经营效率的影响因素。实证研究结果发现:2009—2011年间,随着跨区域经营的大力推进、引进战略投资者、公司治理机制改革的深入以及资产质量控制的提升,国内城商行经营效率呈现出明显的改进趋势,第一大股东非国有股、引进战略投资者、跨区域经营、降低不良贷款率、降低第一大股东的持股比例等均对城商行的经营绩效产生显著的积极影响。     

Optimal Ordering Policies for Stochastic Inventory Problems with Observed Information Delays

Information delays exist in an inventory system when it takes time to collect, process, validate, and transmit inventory/demand data. A general framework is developed in this paper to describe information flows in an inventory system with information delays. We characterize the sufficient statistics for making optimal decisions. When the ordering cost is linear, the optimality of a state‐dependent base‐stock policy is established even when information flows are allowed to cross over time. Additional insights into the problem are obtained via a comparison between our models and the models with stochastic order lead times. We also show that inventory can substitute for information and vice versa.     

Zenga Distribution and Inequality Ordering

The aim of this article is to establish an ordering related to the inequality for the recently introduced Zenga distribution. In addition to the well-known order based on the Lorenz curve, the order based on I(p) curve is considered. Since the Zenga distribution seems to be suitable to model wealth, financial, actuarial, and, especially, income distributions, these findings are fundamental in the understanding of how parameter values are related to inequality. This investigation shows that for the Zenga distribution, two of the three parameters are inequality indicators.