A practical assessment of risk-averse approaches in production lot-sizing problems

ABSTRACT

This paper presents an empirical assessment of four state-of-the-art risk-averse approaches to deal with the capacitated lot-sizing problem under stochastic demand. We analyse two mean-risk models based on the semideviation and on the conditional value-at-risk risk measures, and alternate first and second-order stochastic dominance approaches. The extensive computational experiments based on different instances characteristics and on a case-study suggest that CVaR exhibits a good trade-off between risk and performance, followed by the semideviation and first-order stochastic dominance approach. For all approaches, enforcing risk-aversion helps to reduce the cost-standard deviation substantially, which is usually accomplished via increasing production rates. Overall, we can say that very risk-averse decision-makers would be willing to pay an increased price to have a much less risky solution given by CVaR. In less risk-averse settings, though, semideviation and first-order stochastic dominance can be appealing alternatives to provide significantly more stable production planning costs with a marginal increase of the expected costs.     

天然气产业链下游市场风险评价模型探讨

随着我国天然气主干管网的逐步形成，天然气产业链下游市场正在进入快速成长阶段，建立风险预警系统的重要性开始显现，而风险评价模型是其基础工作之一。文章在天然气产业链下游区域市场风险评价指标体系的基础上，综合运用层次分析法和灰色系统理论，建立了对天然气产业链下游区域市场风险评价的模型，并以各区域市场的用气量占全国总用气量的比重为权重，建立起完整的市场风险评价模型，可为评价天然气产业链下游市场整体市场风险时参考。     

一个基于PE分层技术的电子政务网络平台

电子政务网络建设的主要目标就是建立一个开放的、基于标准的统一网络平台，并在该平台上实现政府不同部门之间的信息交换和资源共享，同时保证各部门信息的独立和安全。通过介绍电子政务网络建设中的主流技术——MPLSVPN，提出了一种基于该技术原理的PE分层技术，详细讨论了基于该分层技术的电子政务网络平台的实现过程和主要技术，并对其性能参数进行了测试与分析。     

The Precedence Effect in Three Species of Birds (Melopsittacus undulatus, Serinus canaria, and Taeniopygia guttata).

The perceived locations of paired auditory images, simulating direct sounds and their echoes, have been recently studied in budgerigars (Melopsittacus undulatus; M. L. Dent & R. J. Dooling, 2003a, 2003b). In this article, the authors extend those experiments to include measurements of the precedence effect using a discrimination paradigm in two additional bird species: canaries (Serinus canaria) and zebra finches (Taeniopygia guttata). Although time courses of summing localization, localization dominance, and echo thresholds were similar across all species, budgerigars had slightly higher overall levels of discrimination. The results from these experiments add further support that the precedence effect in birds is similar to that found in other animals and that the ability to suppress echoes that might degrade localization and auditory object perception may be a general property of the vertebrate auditory system. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

灰色关联分析法在油气管道半定量风险评价中的应用

肯特(W．kent Muhlbauer)管道风险评价法是一种半定量风险评价法,但是该方法在我国还处在起步阶段,其理论基础和应用技术都很不完善。为了有效处理评分中存在的主观性和不确定性因素,已经把模糊综合评判法引入到管道风险评价中。但是,传统的相对风险值计算还不够准确,为此介绍了灰色关联分析在油气管道半定量风险评价中的应用。通过对影响管道风险的评价指标(因素)体系的综合分析,确定了灰色综合评价的层次结构模型。构建了由第三方破坏指数、腐蚀指数、设计指数、错误指数、介质危险指数5大指标体系构成的管道系统风险综合评价指标体系,并采用层次分析与专家打分相结合的方法计算权重。在油气管道半定量风险评价中应用灰色关联分析法,可以使评价结果更准确。     

An evaluation system of the setting up of predictive maintenance programmes

Predictive Maintenance can provide an increase in safety, quality and availability in industrial plants. However, the setting up of a Predictive Maintenance Programme is a strategic decision that until now has lacked analysis of questions related to its setting up, management and control. In this paper, an evaluation system is proposed that carries out the decision making in relation to the feasibility of the setting up. The evaluation system uses a combination of tools belonging to operational research such as: Analytic Hierarchy Process, decision rules and Bayesian tools. This system is a help tool available to the managers of Predictive Maintenance Programmes which can both increase the number of Predictive Maintenance Programmes set up and avoid the failure of these programmes. The Evaluation System has been tested in a petrochemical plant and in a food industry.     

基于物元分析和层次分析的选厂综合性能评估

利用物元分析法和层次分析法的特点，将物元分析和层次分析法有机的结合起来建立选厂性能综合评估模型，建立的评估模型表明该评估方法能够克服传统方法中参评人员的主观不确定性和认识上的模糊性，可用于选厂有关指标的综合评估。     

A Detection-Theoretic Model of Echo Inhibition.

A detection-theoretic analysis of the auditory localization of dual-impulse stimuli is described, and a model for the processing of spatial cues in the echo pulse is developed. Although for over 50 years "echo suppression" has been the topic of intense theoretical and empirical study within the hearing sciences, only a rudimentary understanding of its mechanisms has emerged. In this article, psychometric functions and results from matching studies are used in developing a model that specifies the perceived position of the echo pulse as a normal deviate, with an expectation that is a logistic function of the echo delay and a variance that depends on interaural time difference. Loss of information in the echo event is quantified as a decline in the efficiency with which the binaural system receives information from the lag impulse. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

用模糊综合评判法评估钢制储罐的寿命

针对影响钢制储罐寿命的因素具有复杂性、非确定性以及时变性的特点,提出了用动态二级模糊综合评判的方法对其寿命进行评估,建立了评估的数学模型和评估流程。在对某石油库油罐的寿命分析中,考虑到保留所有评判因素的影响,采用了乘、加型模糊算子,并用层次分析法来确定评价指标权重。计算结果表明,该方法能够解决储罐寿命评估中的一些复杂因素的处理问题,具有一定的实际工程意义。