风险规避下基于双向期权的供应链融资与协调

为了探讨供应商、银行和零售商组成的供应链的均衡解和协调机制,建立了基于双向期权契约的各参与主体的收益模型,其中,零售商存在资金约束且具有风险规避特征。分析了风险规避零售商的最优采购策略以及供应链协调的条件。研究表明:随着风险规避度的增大,零售商的实物产品订购量和期权订购量增大;在风险规避系数一定的情况下,银行利率与零售商的实物订购量正相关而与期权订购量负相关;零售商的实物订购量与看涨期权执行价格和看跌期权执行价格正相关;期权订购量与看跌期权执行价格负相关;在零售商风险规避度一定的情况下,双方调整期权批发价格、看涨期权执行价格和实物批发价格能有效协调供应链。     

模糊需求下基于CVaR的供应链定价与协调

为了研究模糊需求下成员具有风险规避行为供应链的定价策略和协调机制,基于市场需求不确定的现实,将需求模糊化处理,构建了具有风险规避制造商和零售商的供应链决策模型,得到最优决策的显示解,设计了基于Shapley值的收益共享契约协调机制。研究结果表明,当市场需求的模糊程度发生变化以及制造商和零售商对风险规避的程度较大时,最优价格决策随市场需求减少可能性的增加而降低,随市场需求增加可能性的增加而保持不变;风险规避程度较大的制造商和零售商在规避风险的同时会丧失在市场需求可能增加情形下提高价格从而获得高收益的机会;风险规避的决策者会选择风险规避的对手作为合作伙伴;基于Shapley值的收益共享契约能够让模糊需求下的供应链达到完美协调。     

不确定环境下具有损失厌恶偏好零售商的供应链协调

为实现供应链的整体绩效最大,以零售商面临的供应与需求不确定性为前提,探讨由损失厌恶零售商和风险中性供应商组成的供应链契约协调设计问题。研究表明,损失厌恶零售商在批发价契约下的订货量小于系统最优订货量;供应商通过"回购+弹性数量"的组合式契约激励零售商增加订购量、实现供应链协调;当契约参数被限制时,其协调能力优于单一的回购或弹性数量契约。通过数值分析验证了该协调机制的有效性,阐明了零售商的风险厌恶程度和供应不确定因素对协调参数及供应链绩效的影响。     

考虑随机参照价格的供应链定价策略

为探讨消费者参照价格效应对供应链定价策略的影响,构建了一个由风险中性制造商和风险厌恶零售商组成的供应链模型。通过博弈论方法研究具有确定性参照价格和随机参照价格情况下的一致性定价策略,给出了集中模型和分散模型的均衡解。在此基础上,探讨了相关参数对企业决策和渠道效率的影响,并设计了收益共享协调契约。最后,将模型拓展到差异化定价策略,并揭示了两种定价策略的差异。     

三级供应链应对突发需求的联合契约协调

为解决突发事件造成市场需求发生变化时供应链通过联合契约实现系统协调的问题,采用收益共享—数量折扣(RS-QD)联合契约,对由一个供应商、一个制造商和一个零售商组成的三级供应链系统应对突发需求的协调问题进行研究。首先推导出RS-QD联合契约下三级供应链达到协调时应满足的条件,进一步研究突发需求对整个供应链系统协调产生的影响,并对原有RS-QD联合契约进行参数调整,使改进后的RS-QD联合契约具有抗突发性,最后给出算例分析。研究结果表明:在正常的随机市场需求下,RS-QD联合契约能够实现三级供应链的协调;但在突发情况下,原有的联合契约将不再发挥协调作用。重新设计了新的RS-QD联合契约,使其具有抗突发需求性,进而实现三级供应链系统在突发需求情形下的系统协调。     

多对一供应链收入共享契约中的采购优化

为研究多对一供应链结构中基于契约协商的采购优化策略问题及其对改善供应链绩效的影响,针对该供应链结构中零售商具有内生保留利润的特点,建立了以制造商为主方、零售商为从方的Stackelberg主从对策模型;给出了在制造商提供契约条款的对称博弈中,零售商采购策略存在唯一最优解、制造商问的博弈存在唯一对称纳什均衡最优解的证明;讨论了收入共享契约下分散供应链决策同集中供应链决策的关系,限定了该结构中供应链协调的条件.最后,通过仿真实验分析验证了契约参数及产品的可替代性对供应链绩效的影响.     

基于超模博弈的多零售商价格竞争的均衡分析

研究了单个供应商和多个零售商组成的供应链环境下,多零售商间价格竞争的均衡行为.供应商与零售商通过收益共享契约进行交易,需求随机且价格敏感,零售商间进行价格竞争.引入了超模博弈理论,证明了零售商间的价格竞争一定存在纯策略纳什均衡,分析了均衡结果的一些特点,给出了存在唯一均衡价格的条件,并通过比较静态分析,得出了零售商定价随契约参数变化的规律.最后,通过一个算例对相关命题进行了验证.     

需求信息不对称下基于期权的供应链协作机制的研究

通过批发价格契约分析了信息不对称导致供应链效率下降的机理，运用信号博弈理论设计相应的期权契约，激励具有信息优势的零售商，通过其期权购买量向供应商传递真实的市场需求信息，并据此优化供应商的产能和价格决策，以及零售商的期权购买策略，最终达到供应链的协作。最后，对各决策模型和协调过程分别进行了详细的仿真分析，验证了期权契约在需求信息不对称条件下的供应链协调过程中的有效性，并探讨了进一步的研究方向。     

价格随机的应急数量折扣契约三级供应链协调

当突发事件造成市场需求发生大幅波动、市场价格也随着市场供求关系的变化而随机波动时,寻找采用数量折扣契约实现三级供应链协调的最优决策。建立应对随机价格条件下突发事件的数量折扣契约模型。通过分析该模型可知,无论暴发何种突发事件,基准的数量折扣契约下的三级供应链均无法实现协调;对批发价进行适当调整后的数量折扣契约能协调应对突发事件。给出了应对随机价格条件下突发事件的供应链订货与定价最优策略,并与应对稳定价格条件下突发事件和无突发事件两种情景的相关内容进行了比较。通过算例对该策略进行了验证。     

突发需求下零售商占优型三级供应链协调分析

在突发需求情形下,采用回购契约研究由一个制造商、一个分销商和一个零售商组成的三级供应链系统的协调问题,其中零售商占据主导地位。首先推导出三级供应链系统达到完全协调时满足的条件,然后重新设计了突发需求下供应链达到完全协调时的抗突发性回购契约函数。通过算例验证了模型的有效性。分析表明,只有零售商、制造商和分销商的利润函数分别为供应链系统总利润函数的仿射函数时,分散决策下的供应链系统运用回购契约才可以实现集中决策下的最优利润。突发需求会破坏原有系统的协调性。重新设计的抗突发性回购契约函数给出了突发需求下供应链系统的最优订货量函数,并且可以实现供应链系统在突发需求情形下的完全协调。     

Minimal Realization of Linear Graph Models for Multi-physics Systems

An engineering system may consist of several different types of components,belonging to such physical"domains"as mechanical,electrical,fluid,and thermal.It is t...     

INTEGRAL EQUATION METHOD＇S APPLICATION IN HOLE-EDGE STRESS OF COMPOSITE MATERIAL PLATE WITH DIFFERENT SHAPED HOLES

The strength of composite plate with different hole-shapes is always one of the most important but complicated issues in the application of the composite material. The holes will lead to mutations and discontinuity to the structure. So the hole-edge stress concentration is always a serious phenomenon. And the phenomenon makes the structure strength decrease very quickly to form dangerous weak points. Most partial damage begins from these weak points. According to the complex variable functions theory, the accurate boundary condition of composite plate with different hole-shapes is founded by conformal mapping method to settle the boundary condition problem of complex hole-shapes. Composite plate with commonly hole-shapes in engineering is studied by several complex variable stress fimction. The boundary integral equations are founded based on exact boundary conditions. Then the exact hole-edge stress analytic solution of composite plate with rectangle holes and wing manholes is resolved. Both of offset axis loadings and its influences on the stress concentration coefficient of the hole-edge are discussed. And comparisons of different loads along various offset axis on the hole-edge stress distribution of orthotropic plate with rectangle hole or wing manhole are made. It can be concluded that hole-edge with continuous variable curvatures might help to decrease the stress concentration coefficient; and smaller angle of outer load and fiber can decrease the stress peak value.     

Non-monotonic material contrast in scanning ion and scanning electron images

30 keV Ga⁺ focused ion beam induced secondary electron (iSE) imaging was used to determine the relative contrast between several materials. The iSE signal compared from C, Si, Al, Ti, Cr, Ni, Cu, Mo, Ag, and W metal layers does not decrease with an increase in target atomic number Z₂, and shows a non-monotonic relationship between contrast and Z₂. The non-monotonic relationship is attributed to periodic fluctuations of the stopping power and sputter yield inherent to the ion–solid interactions. In addition, material contrast from electron-induced secondary electron (eSE) and backscattered electron (BSE) images using scanning electron microscopy (SEM) also shows non-monotonic contrast as a function of Z₂, following the periodic behavior of the stopping power for electron–solid interactions. A comparison of the iSE and eSE results shows similar relative contrast between the metal layers, and not complementary contrast as conventionally understood. These similarities in the contrast behavior can be attributed to similarities in the periodic and non-monotonic function defined by incident particle–solid interaction theory.     

Application of Feature Extraction through Convolution Neural Networks and SVM Classifier for Robust Grading of Apples

This paper proposes a novel grading method of apples,in an automated grading device that uses convolutional neural networks to extract the size,color,texture,an...     

分布动态载荷识别的抗噪处理

针对正交多项式频域法在用多种响应对矩形薄板进行载荷识别中抗噪性较差的问题,综合运用平均法、矩阵预处理和奇异值截断法等方法对之进行改善,并引入空间映射的思想,将该方法的应用范围拓展为复杂的模型.利用仿真算例,证实了该方法具有较好的抗噪性.     

基于MELTAC-N平台的核电厂安全级DCS环网研究与测试

针对工程实践中环网通讯相关问题的处理缺乏理论基础及国产化安全级DCS平台的开发缺乏成熟经验借鉴问题,对基于MELTAC-N平台核电厂安全级DCS环网的软硬件实现进行了研究。提出了安全级DCS环网双环网冗余设计、光切换开关设计等硬件设计方法,以及以RPR协议为基础,采用全数据收发策略的软件设计方法。在CPR1000安全级DCS平台上对安全级DCS环网的可靠性及实时性进行了评价,并进行了容错能力、响应时间及响应时间稳定性测试验证实验。结果表明,基于MELTAC-N平台安全级DCS环网软硬件设计具有较好的容错能力及响应时间稳定性。     

Short-Term Relay Quality Prediction Algorithm Based on Long and Short-Term Memory

The fraction defective of semi-finished products is predicted to optimize the process of relay production lines, by which production quality and productivity ar...     

End-to-End Multiview Gesture Recognition for Autonomous Car Parking System

The use of hand gestures can be the most intuitive human-machine interaction medium.The early approaches for hand gesture recognition used device-based methods....     

The laboratory simulation of abrasive wear

Abrasive wear has long been recognised as one of the most potentially serious tribological problems facing the operators of many types of plant and machinery; several industrial surveys have indicated that wear by abrasion can be responsible for more than 50% of unscheduled machine and plant stoppages. Locating the operating point of a tribological contact in an appropriate operational ‚map’︁ can provide a useful guide to the likely nature and origins of the surface degradation experienced in use, though care must be exercised in choosing the most suitable parameters for the axes of the plot. Laboratory testing of materials and simulations of machine contacts are carried out for a number of purposes; at one level for the very practical aims of ranking candidate materials or surface hardening treatments in order of their wear resistance, or in an attempt to predict wear lives under field conditions. More fundamentally, tests may be aimed at elucidating the essential physical mechanisms of surface damage and loss, with the longer term aim of building an analytical and predictive model of the wear process itself. In many cases, component surface damage is brought about by the ingress of hard, particulate matter into machine bearing or sealing clearances. These may be running dry although, more usually, a lubricant or service fluid is present at the interface. A number of standardised wear test geometries and procedures have been established for both two- and three-body wear situations, and these are briefly described. Although abrasive wear is often modelled as following an ‚Archard’︁ equation (i.e. a linear increase in material loss with both load and time, and an inverse dependence on specimen hardness) both industrial experience and laboratory tests of particularly lubricated contacts show that this is not always the case: increasing the hardness differential in an abrasively contaminated lubricated pair may not always reduce the rate of damage to the harder surface.     

Limits of topographic measurement by the scanning tunnelling and atomic force microscopes

Parameters describing the topographic character of a surface (height, surface wavelength, slope and curvature) can be derived from equivalent sinusoidal profiles. The response of a surface-measuring instrument may be modelled in terms of instrument parameters such as stylus radius, and scanning range and resolution. The performance of the instrument may then be mapped as a zone in amplitude-wavelength (AW) space to show the sinusoidal profiles it is capable of measuring. In a first-order analysis the STM and AFM are considered as equivalent to contact-stylus instruments with a notional stylus radius equal to the tip radius plus the gap. Comparisons between different instruments and types of instrument are readily made by mapping in AW space. The error arising from convolution of the sinusoidal profile with that of the finite tip may be quantified and plotted as contours in AW space.