价格随机条件下的应急双向期权数量弹性契约

旨在用期权应对批发价格波动的风险,用数量弹性契约来应对市场价格和市场需求随机波动带来的风险,探索双向期权数量弹性契约协调供应链的内在规律。将双向期权契约与数量弹性契约相融合,协调批发价、市场价格和市场需求均随机波动的供应链,寻找最优的供应链决策,并进行了算例仿真。研究结果表明：在批发价格波动时,采用双向期权弹性契约比采用基准数量弹性契约效果更好。双向期权弹性契约可以协调批发价格和市场价格均随机的供应链。     

基于期权及保险的农产品供应链的协调优化研究

针对种植业的农产品供应链因受自然风险的影响而难以协调且利润低下,首次将期权契约和农业保险综合应用实现农产品供应链的协调与优化。首先引入期权契约,建立集中决策和分散决策下的供应链利润模型,论证了期权的协调效用;然而针对自然风险的管理,期权尤显不足,因此引入农业保险,建立农业保险和期权契约共同作用的供应链利润模型,论证了农业保险的低保费和高理赔可以弥补期权在自然风险问题上的不足,并实现供应链系统的优化;最后通过数值算例对模型的合理性进行了验证并给出决策策略建议。研究表明:基于期权及农业保险,能够有效地实现自然风险下种植业农产品供应链的协调和系统的优化。     

政府干预下考虑双重行为偏好特征的闭环供应链决策与协调

将供应链成员双重行为偏好特征考虑到政府奖惩干预下的闭环供应链决策模型中,采用均值-标准差风险度量准则探讨了决策者行为偏好对闭环供应链最优决策和协调性的影响。结论表明：公平关切行为只是闭环供应链系统内部利润分配的一种手段,零售商和回收商公平关切行为会促使制造商出让部分利润,从而有利于自身利润的提高;回收商风险偏好行为影响回收转移价和回收价,当供应链成员以效用最大化为决策目标时,回收商越喜好风险,对制造商越不利,越厌恶风险,对零售商越不利;有效协调区域受到双重行为偏好特征的影响,供应链成员过度公平关切以及过度喜好风险或过度规避风险都将使收益共享-费用分担契约难以实现供应链协调,当供应链成员的行为偏好在各成员可接受的合理范围内,收益共享-费用分担契约能够实现闭环供应链Pareto改善。     

具有风险偏好的供应链期权契约协调模型

在需求随机的条件下,研究了由一个风险中性的供应商和一个风险偏好的销售商组成的供应链的协调问题。首先建立了基于M-CVaR(均值条件风险价值)和期权契约的决策模型,分别推出了销售商和供应链整体的最优订购策略,然后分析了销售商的风险规避度及悲观系数对其风险偏好和最优订购量的影响,最后给出了销售商在不同风险偏好(风险规避、风险中性和风险喜好)下供应链的协调条件,并通过算例分析了主要参数对销售商订购策略及供应链双方收益的影响。研究表明:①M-CVaR风险测度下,采用期权契约时销售商的最优现货订购量和最优期权订购量存在并且唯一;②随着销售商的悲观系数由1向0逐渐递减或风险规避度由0向1逐渐增加,其风险偏好由风险规避转为风险中性再转为风险喜好且最优总订购量逐渐增加;③当销售商表现出风险中性或销售商的悲观系数等于1时,供应链的协调条件只有一种情况,当销售商表现出风险规避或风险喜好时,供应链的协调条件根据销售商的悲观系数的大小分为三种情况。     

价格随机条件下看涨期权折扣契约的应急供应链协调研究

在突发事件造成市场需求与市场价格均随机波动的条件下,将期权与数量折扣契约融合,形成一种新的期权折扣契约,并用看涨期权折扣契约模型来协调供应链。通过海塞矩阵判断得知供应链存在最优决策,并进行算例分析。结果表明：当突发事件引起市场需求增加时,看涨期权折扣契约和数量折扣契约均能有效地提升供应链收益,且看涨期权折扣契约提升的幅度更大;当突发事件引起市场需求缩小时,2种契约均不能扭转整个供应链收益大幅下降的局面,且看涨期权折扣契约下降的幅度更大。为获取超额利润,决策者必须充分获取市场信息并对市场需求进行准确的预测才能使新的契约机制更有效。在新的前提条件下,看涨期权折扣契约模型能有效地协调供应链并提高整个供应链系统的绩效。该契约实现了风险共担和收益双赢,在一定程度上提升了供应链的柔性。     

具有风险偏好的供应链收入共享契约协调模型

针对一个由风险中性供应商和具有风险偏好的零售商构成的两级供应链系统,建立了由悲观系数和风险厌恶程度两个风险参数描述的基于均值-CVaR决策准则的供应链收入共享契约模型。推导了不同风险偏好(风险厌恶、风险中性和风险喜好)下的零售商最优订货量,分析了不同风险偏好参数下的零售商订货变化情况,给出了基于收入共享契约的最佳协调机制,并讨论了各成员运作策略和绩效随系统参数的变化情况。最后,通过数值计算验证了收入共享契约的有效性。结果表明,收入共享契约不仅能够协调风险中性条件下的供应链,对于考虑不同风险偏好态度的供应链同样能够实现完全协调。与风险中性情况不同,考虑风险偏好下的供应链成员利润将受契约参数和风险参数两方面影响。     

数量折扣契约对三阶层供应链的协调

研究了数量折扣契约对三阶层供应链的协调问题.首先针对供应链系统的全局协调.得出了契约参数以及最优订购量;引入利润分配系数,得出实现供应链完美协调的条件.通过数值实验得出如下结论:三阶层供应链的数量折扣契约下,制造商和零售商的批发价格不仅与各自的利润分配系数相关.而且随着订购量的变化而变化;实现全局协调的基础上,系统的完美协调取决于利润分配系数的取值.     

期权定价市场化情况下的供应链协调机制

通过对期权定价市场化情况下的供应链协调过程的研究,构建出期权定价市场化情况下的供应链决策机制模型.并对供应链期权契约双方的决策机制和决策过程进行深入分析,计算出使供应链整体利润优化化的供应商和零售商最优定价策略和最优采购决策,最后通过数例分析对结果进行验证.     

大宗商品的供应链期权契约影响因素研究

供应链中大宗商品的期权定价通常采用Black-Scholes期权定价模型,但该模型没有考虑资金时间成本、现货价格波动风险和期权期限三方面因素对期权定价的影响.所以在传统的供应链期权契约模型基础上引进市场利率、现货价格波动率和期权期限三个主要市场因素,对供应链期权契约模型进行扩展,更符合现代经济情况对期权定价的要求.经过模型推导进一步分析供应商主导型供应链期权契约的决策机制,计算出使供应链整体利润优化的供应商和零售商最优定价策略和最优采购决策,最后采用灵敏度分析的方法找到主要影响因素,计算出影响程度.     

基于M-CVaR和存货质押融资的供应链回购模型

在需求随机的环境下,研究由一个供应商和一个自有资金受限的零售商组成的二级供应链的协调问题。零售商需要通过存货质押的方式从银行获得融资,供应商采用包含回购价格和回购比例的契约来协调供应链。首先在存货质押融资模式和回购契约框架下构建了零售商的决策模型,推出了零售商的最优质押和订购决策,并分析了回购等主要参数对其最优决策的影响。然后分别在考虑和不考虑供应商风险偏好的情况下研究了集中决策时供应链整体的最优订购决策,得到了供应链在不同情形下的协调条件。最后,通过算例讨论了主要参数对供应链协调及期望收益的影响。研究表明:当参数满足特定关系时,回购契约可以实现存货质押融资下的供应链的协调;存货质押融资可以有效地解决零售商的资金约束问题,提升供应链的效益。     

Insertion of triangulated surfaces into a meccano tetrahedral discretization by means of mesh refinement and optimization procedures

In this paper, we present a new method for inserting several triangulated surfaces into an existing tetrahedral mesh generated by the meccano method. The result is a conformal mesh where each inserted surface is approximated by a set of faces of the final tetrahedral mesh. First, the tetrahedral mesh is refined around the inserted surfaces to capture their geometric features. Second, each immersed surface is approximated by a set of faces from the tetrahedral mesh. Third, following a novel approach, the nodes of the approximated surfaces are mapped to the corresponding immersed surface. Fourth, we untangle and smooth the mesh by optimizing a regularized shape distortion measure for tetrahedral elements in which we move all the nodes of the mesh, restricting the movement of the edge and surface nodes along the corresponding entity they belong to. The refining process allows approximating the immersed surface for any initial meccano tetrahedral mesh. Moreover, the proposed projection method avoids computational expensive geometric projections. Finally, the applied simultaneous untangling and smoothing process delivers a high‐quality mesh and ensures that the immersed surfaces are interpolated. Several examples are presented to assess the properties of the proposed method.     

Certification Institutions Expected to Update and Transfer Information on Present Standards

Standards are the basis for production enterprises to organize production, ex-factory inspection, trade (delivery) and technical exchanges, product certification, quality arbitration and supervision.……     

Flow calorimeter for enthalpy increment measurements on condensed gases

A flow calorimeter for enthalpy increment measurements on condensed gases is presented. A better knowledge of the properties of the liquefied natural gas is needed, and therefore a liquid loop has been designed for our flow calorimeter. The fluid loop in the calorimeter is designed in order to avoid the two-phase region, since two phases would give compositional disturbances in the measurements. The avoidance of the two-phase region is made possible by increasing the pressure of the test fluid after the measurement section, then heating the fluid at super-critical pressure past the critical point. Finally, the fluid is throttled to the low-pressure gas state at the inlet condition of the compressor that circulates the fluid. To perform the pressure increase, a new cryogenic pump has been designed. To evaluate the new equipment, measurements were taken on liquid ethane over the temperature range 146–256 K at pressure between 0.9 and 5.1 MPa.     

From Industry 4.0 to Research 4.0. Development of High Performance Fibers in the Light of Digitization

We associate a variety of innovations with the term ＂Industry 4.0＂. The pioneer of many 4.0 modifications forms the basisfor the trend towards the integrated di...     

Refrigerators Enter a New Era of Health Preservation Frestech initiates the establishment of China's first standard for household sterilization refrigerators

On November 30, 2007, the China Association for Standardization (CAS) held a press conference at Beijing Diaoyutai State Guest House. Leaders from the China Household Electric Appliance Research Institute, the China Household Electric Appliance Association, and the China Consumers' Association attended and made speeches.……     

Optimum-Simulation von Ernteprozessen

Zusammenfassung Bei der Gestaltung von Ernteprozessen — beispielsweise des Prozesses Mähdrusch, Körnertransport und -abnahme — als transportverbundene Fließarbeitsverfahren mit mindestens zwei verschiedenen Arbeitsmitteln gibt es einen großen Optimierungsspielraum. Solche Prozesse sind mehrstufige Bedienungsprozesse mit gemischter Anordnung der Bedienungseinrichtungen. Außerdem besitzen sie stark ausgeprägte räumliche Aspekte. Es wird vor allem gezeigt, welche Merkmale solcher Prozesse in Simulationsmodellen abgebildet sein müssen, welche Zielgrößen in Abhängigkeit von welchen Einflußgrößen unter Berücksichtigung welcher Prozeßbedingungen ermittelt werden sollten und wie der Bewertungsprozeß zur Ermittlung der gewünschten Informationen gestaltet werden muß.     

Roman iron and steel: A review

ABSTRACT

The production of ferrous metal increased during the Roman Late Republican period, Principate and Empire. The direct bloomery process was used to extract the metal from its ores using slag-tapping and slag-pit furnaces. The fuel was charcoal and an air blast was introduced by bellows-operated tuyères. Iron formed as a bloom, often as a spongy mass of metal, which contained impurities from the smelting process, including unreacted ore, fuel, slag and fragments from the furnace walls, while the metal was often inhomogeneous with varied carbon contents. Blooms were either smithed directly into bars or ingots or they were broken up, which also allowed the removal of gross impurities and a selection of pieces with similar properties to be made. These could then be forge-welded together and formed into characteristically shaped ingots. Making steel in the furnace seems to have been achieved: it depended on the ore and the furnace and conditions within it. Surface carburization was also carried out. Iron and steel were used extensively in construction and for tools and weapons. Fire welding was often used to add pieces of steel to make the edges of tools and weapons, which could be heat-treated by quenching to harden them.     

A study of centrifugal cast high boron high speed steel

In the present study a high‐boron high speed steel (HSS) roll material was designed. Many expensive alloy elements have been substituted by cheap boron alloy, and high‐boron high speed steel roll has been manufactured by centrifugal casting method. The microstructures, mechanical properties and wear resistance of centrifugal casting high‐boron high speed steel roll have been investigated by optical microscopy (OM), scanning electron microscopy (SEM), and X‐ray diffraction (XRD) analysis, hardness test, impact test and wear test. The results indicated that the solidification microstructures of high‐boron high speed steel roll consisted of M₂(B,C), (W,Mo)₂(B,C), M₃(B,C), M₂₃(B,C)₆ type borocarbides and martensite, a small amount of retained austenite. Borocarbides were continuously distributed over the grain boundary. After quenching from 1050 °C, local broken network appeared in partial borocarbides, and fine secondary borocarbide precipitated from the matrix. After tempering from 525 °C, the amount of precipitated borocarbide increased significantly. After heat treatment, the hardness of high‐boron high speed steel roll excelled 60 HRC, and its impact toughness excelled 8.0 J/cm². The single groove steel rolling amount of high‐boron high speed steel rolls increases by 500% than that of bainite cast iron roll, when the rolls are used in K₁ mill housing of bar mill.     

Thixotropy of Systems with Shear Thinning and Plastic Flow Behavior

The definition of the thixotropy is a decrease in viscosity with time in shear and a subsequent recovery of viscosity after the shear deformation is removed.We ...