Robust and stable flow shop scheduling with unexpected arrivals of new jobs and uncertain processing times

In real scheduling problems, some disruptions and unexpected events may occur. These disruptions cause the initial schedule to quickly become infeasible and non-optimal. In this situation, an appropriate rescheduling method should be used. In this paper, a new approach has been proposed to achieve stable and robust schedule despite uncertain processing times and unexpected arrivals of new jobs. This approach is a proactive–reactive method which uses a two-step procedure. In the first step an initial robust solution is produced proactively against uncertain processing times using robust optimization approach. This initial robust solution is more insensitive against the fluctuations of processing times in future. In the next step, when an unexpected disruption occurs, an appropriate reactive method is adopted to deal with this unexpected event. In fact, in the second step, the reactive approach determines the best modified sequence after any unexpected disruption based on the classical objective and performance measures. The robustness measure is implemented in the reactive approach to increase the performance of the real schedule after disruption. Computational results indicate that this method produces better solutions in comparison with four classical heuristic approaches according to effectiveness and performance of solutions.     

对国际原油价格持续走高的几点看法

分析了2005年上半年国际原油价格持续走高的原因，对下半年油价走势进行了预测。     

引进设备与技术的价格确定

探讨了引进设备与技术的价格计算方法，对当前尚未明确的取费基数及计算公式进行了确认，对国外运输费、国外运输保险费、关税等从属费用的计取进行了规范。     

Implicit Bayesian Inference Using Option Prices

Abstract. A Bayesian approach to option pricing is presented in which posterior inference about the underlying returns process is conducted implicitly via observed option prices. A range of models allowing for conditional leptokurtosis, skewness and time‐varying volatility in returns are considered, with posterior parameter distributions and model probabilities backed out from the option prices. Models are ranked according to several criteria, including out‐of‐sample predictive and hedging performance. The methodology accommodates heteroscedasticity and autocorrelation in the option pricing errors, as well as regime shifts across contract groups. The method is applied to intraday option price data on the S&P500 stock index for 1995. While the results provide support for models that accommodate leptokurtosis and skewness, no one model dominates when all criteria are considered.     

原材料价格波动下钢铁生产库存多期优化模型

考虑钢铁企业钢材生产受钢材需求和生产变动成本波动的双重影响,在预测基础上,建立钢材生产库存多期动态优化模型。由于模型涉及多种钢材及多个时段,属于大规模问题,求解困难,且为了避免粒子群算法陷入局部最优,提出采用模拟退火与粒子群组合智能算法对模型进行求解。最后通过钢铁企业L的案例,结果表明算法具有较强的收敛性和适用性,模型可用于解决钢铁企业多期生产实际问题。     

如何建立石化企业信息数据库--中石化股份有限公司巴陵分公司价格信息系统分析

针对中石化巴陵分公司价格信息系统实施案例进行分析，从用户需求、系统目标、系统体系结构、操作界面和系统特点等方面进行剖析，说明了从Internet这个庞大的信息库中迅速、准确地提取资料，并建立信息数据库的方法和重要性。     

2006年国际原油价格变化趋势分析

近年来,国际石油价格一直保持高位运行状态。2006年国际石油市场的发展趋势将表现出需求强劲、OPEC影响力进一步减弱、各种不确定性政治和自然事件依然存在、基金积极参与以及美国主宰石油政治的特点,国际油价也因之将保持较高水平。以2002年年末至2006年年初的WTI原油价格数据为基础,构建ARIMA模型并对2006年度的油价走势进行分析和预测。预测结果显示,2006年WTI月平均油价运行区间为(60￣70)美元b/bl。     

考虑建议零售价的双渠道供应链批发价格模式选择

对由制造商网络直销渠道和零售商传统渠道构成的双渠道供应链系统进行研究。首次在建议零售价背景下研究了批发价格模式选择问题,运用制造商主导的Stackelberg博弈,得出了供应链各成员的价格均衡策略。综合考虑零售商谈判能力和和消费者对渠道的偏好度,对比分析了不同批发价谈判模式下的制造商利润、零售商利润和供应链利润。结果表明,制造商可通过建议零售价调整市场价格;从供应链总体或者零售商角度,以直销价格为基准确定批发价格是最优的;制造商倾向于单独确定批发价格,但当零售商谈判能力较弱,且网络渠道基本市场份额偏大时,也可接受以网络直销价为基准确定批发价格。     

油价临界点理论、方法及应用初探

提出油价临界点概念,解决如何在波动油价下,选择具有一定规模的石油项目。通过油价临界点的应用,石油公司能够准确判断石油项目的投资机会,科学调整石油项目的经营规模,合理把握国际油价波动的影响,为提高项目抗风险能力提供科学依据。