考虑受益性的固定成本分摊DEA纳什讨价还价模型

研究了固定成本在决策单元间的分摊问题.假设已知固定成本投入前后 两个连续周期内的决策单元投入/产出,将待分摊的固定成本均等计入决策单元 的各项投入要素中.以此假设为建模前提,首先给出考虑分摊固定成本的决策单元 超CCR有效性评价模型;继而构建决策单元相对受益识别模型,它面向投入产出的 要素变化量和分摊的固定成本;在此基础上提出了同时考虑决策单元有效性和受益 性的基于DEA纳什讨价还价合作博弈理论的固定成本分摊模型. 算例分析结果表明 本文提出的固定成本分摊方法是可行且可接受的.     

基于DEA与整体满意度最大化的排放量分摊

初始排放许可的分摊是设计排放交易系统的核心问题. 基于数据包络分析（data envelopment analysis）方法确定能够使得所有参与方在分摊后达到有效状态（帕累托有效）的排放量分摊方案集,确定各参与方的排放量分摊区间. 在此基础上定义各参与方对分摊方案的满意度效用函数,并建立分摊模型,最终的最优分摊方案能够保证所有参与方在分摊后达到有效状态（帕累托有效）且整体满意度最大. 最后通过2009年139个国家或地区的相关数据验证此方法是可行的,对于节能减排,实现社会经济的可持续发展具有现实意义.     

基于DEA和核心解的固定成本分摊方法研究

结合DEA(data envelopment analysis)和联盟博弈方法研究了固定成本分摊问题.首先证明了如果将分摊成本作为新的投入,则所有决策单元个体和整体将是DEA有效.在该结论的基础上,结合DEA和联盟博弈理论,定义了联盟博弈的特征函数,提出了三种基于核心解的固定成本分摊方案,并通过算例验证了这些方法的合理性.     

一种考虑子公司竞合关系的跨国公司固定成本分摊方法

跨国公司固定成本分摊结果直接关系到跨国公司、子公司以及子公司所在地税务机关的利益,因此如何合理分摊跨国公司固定成本引起相关各方的关注.本文从跨国公司的特点出发,提出一种考虑子公司间竞争和合作(竞合)关系的跨国公司固定成本分摊方法.首先,以被广泛认可的公平交易原则为基础刻画成本分摊约束集,并指出其与数据包络分析中的有效成本分摊集是一致的.其次,在公平交易原则约束下,根据先最大化集体利益进而最大化个体利益的思路,设计相应的跨国公司成本分摊模型.最后,利用2013年某跨国石油公司的数据对方法进行验证.结果发现决策单元(DMU)规模影响在成本分摊结果得到体现,有利于分摊方案被DMU接受;同时发现联盟策略并不能保证所有DMU都能够获得比中立策略更优的成本分摊结果,但DMU联盟策略在大部分情况下有益于改善其分摊结果;此外发现迟钝型DMU更适合采取中立策略,而敏感型DMU则适合采取竞合策略.研究为解决跨国公司固定成本分摊问题提供了一种可行的思路,可为相关决策者提供有效的决策支持.     

New approach to determine common weights in DEA efficiency evaluation model

Data envelopment analysis (DEA) is a mathematical programming approach to appraise the relative efficiencies of peer decision-making unit (DMU), which is widely used in ranking DMUs. However, almost all DEA-related ranking approaches are based on the self-evaluation efficiencies. In other words, each DMU chooses the weights it prefers to most, so the resulted efficiencies are not suitable to be used as ranking criteria. Therefore this paper proposes a new approach to determine a bundle of common weights in DEA efficiency evaluation model by introducing a multi-objective integer programming. The paper also gives the solving process of this multi-objective integer programming, and the solution is proven a Pareto efficient solution. The solving process ensures that the obtained common weight bundle is acceptable by a great number of DMUs. Finally a numeral example is given to demonstrate the approach.     

r-逆DEA问题的一种计算方法

当被评价的决策单元的其输入向量增加后,其效率指数为原来的r倍时,极大化其输出向量,称这一问题是面向输出的r-逆DEA问题,它是通常的逆DEA问题的推广.通过构建两个特殊的线性规划模型,得到了r-逆DEA问题的一类特殊形式解的求法,并用数值实例加以说明.     

ALLOCATING REPAIRABLE SYSTEM＇S RELIABILITY SUBJECT TO MINIMAL TOTAL COST - AN INTEGER PROGRAMMING APPROACH

Reliability allocation problem is commonly treated using a closed-form expression relating the cost to reliability. A recent approach has introduced the use of discrete integer technique for un-repairable systems. This research addresses the allocation problem for repairable systems. It presents an integer formulation for finding the optimum selection of components based on the integer values of their Mean Time to Failure （MTTF） and Mean Time to Repair （MTTR）. The objective is to minimize the total cost under a system reliability constraint, in addition to other physical constraints. Although, a closed-form expression relating the cost to reliability may not be a linear; however, in this research, the objective function will always be linear regardless of the shape of the equivalent continuous closed-form function. An example is solved using the proposed method and compared with the solution of the continuous closed-form version. The formulation for all possible system configurations, components and subsystems are also considered.     

带有AHP约束锥的DEA模型

首先引入ＡＨＰ约束锥概念,然后提出一个带有ＡＨＰ约束锥的ＤＥＡ 模型,这个模型不仅有一般ＤＥＡ模型的特点,而且能反映ＡＨＰ模型中决策者的偏好．论文还同时讨论了当判断矩阵为完全一致性时,ＤＥＡ 模型与ＡＨＰ模型之间的一些关系．     

关于利率对不同规模上市公司影响的讨论

根据ARCH－GARCH模型理论,利用GARCH模型及其各种推广形式研究了当前中国货币市场银行间同行业拆借利率对不同规模和上市公司的日平均收益率的影响,发现当前货币市场银行间同业拆借利率的波动对证券市场上不同规模的上市公司的日平均收益率产生不同的影响。对此现象在本文中给出了一些合理的经济解释和政策建议。     

A DEA Model with an AHP Restraint Cone

A concept of AHP restraint cone is firstly introduced, and then a DEA model with an AHP restraint cone is imposesed. This model not only remains all the characteristics of the conventional DEA model, but also reflects preference of the decision maker. Some relationships between DEA model and AHP method, on the condition that the judgement matrixes in AHP are completely consistent, is discussed in this paper. Finally, a case study is provided to evaluate 20 junior middle schools of a city in China.     

A LAGRANGIAN RELAXATION APPROACH FOR SUPPLY CHAIN PLANNING WITH ORDER／SETUP COSTS AND CAPACITY CONSTRAINTS

A heuristic approach is developed for supply chain planning modeled as multi-item multi-levelcapacitated lot sizing problems. The heuristic combines Lagrangian relaxation(LR) with local search.Different from existing LR approaches that relax capacity constraints and/or inventory balanceconstraints, our approach only relaxes the technical constraints that each 0-1 setup variable must takevalue 1 if its corresponding continuous variable is positive. The relaxed problem is approximatelysolved by using the simplex algorithm for linear programming, while Lagrange multipliers are updatedby using a surrogate subgradient method that ensures the convergence of the dual problem in case ofthe approximate resolution of the relaxed problem. At each iteration, a feasible solution of the originalproblem is constructed from the solution of the relaxed problem. The feasible solution is furtherimproved by a local search that changes the values of two setup variables at each time. By taking theadvantages of a special stru     

带有净收益约束的DEA方法

本文提出了一种带有净收益非负约束的ＤＥＡ模型,给出了相应线性规划可行域非空的必要条件和充分条件,在此基础上研究了最优解的存在性.     

用数据包络分析研究规模收益分析

有 n个决策单元 ,对其中任一决策单元的规模收益分析 .本文用数据包络分析给出了另一种对概念的描述及判断方法 .     

具有三角模糊要素的非径向DEA模型

在原有的非径向DEA模型基础上进行模糊扩展,建立了输入输出为三角模糊数的非径向DEA模型,并根据模糊规划取α-截集的方法求解模型.在相对已有模糊DEA模型更加合理、更强区分能力的效率测算基础上,定义决策单元的α-水平模糊DEA有效性,从而完成了对决策单元的分类.然后在给定α-水平下对模糊决策单元进行了排序.最后给出了一个算例.     

基于半自由处置变量的链型系统DEA模型

对网络数据包络分析(DEA)模型的一个特例即链型系统的DEA模型进行研究。传统DEA模型总是假设非有效的决策单元的所有输入(或输出)可以同比例改变以提高性能,但这并不符合所有的情形。在两阶段生产系统DEA模型中引入半自由处置变量,建立新模型。新模型将使非有效的决策单元和子决策单元可以根据管理需要有目的地分比例控制各输入和输出变量,一个简单的例子证明了模型比之传统方法更能发现非有效的决策单元并指明其性能改善的方向。最后,该方法被运用到商业银行效率评价的实践中。     

基于DEA方法的供应链效能评估

针对目前对供应链的投入产出效能只能进行定性分析和简单定量计算的情况,把供应链看作一个具有输入输出的系统,以供应链不同阶段的投入为输入指标,以客户对供应链的满意度为输出指标,利用数据包络分析(DEA)方法,建立了供应链投入产出效能评估的数学模型.以企业内部供应链为例,通过MATLAB进行了仿真计算,根据计算结果给出了改进供应链效能的相关建议.     

应用DEA方法对合肥地区工业行业效率的评价

本文应用数据包络分析ＤＥＡ（ＤａｔａＥｎｖｅｌｏｐｍｅｎｔＡｎａｌｙｓｉｓ）方法分析比较了地区工业各个行业在相同时期的投入与产出效率，将ＤＥＡ有效的行业作为一类，而对非ＤＥＡ有效的行业进行ＤＥＡ评价，可以得到地区工业行业按不同效率水平的分类。本文应用这种方法对１９９１年合肥地区的工业行业进行了实际应用，其结果可为地区工业发展的合理性及地区工业结构的调整提供依据。     

A Markovian approach to determining process means with dual quality characteristics

This paper studies a production system where products are produced continuously and whose specification limits are specified for screening inspection. In this paper, we consider dual quality characteristics and different costs associated with each quality characteristic that falls below a lower specification limit or above an upper specification limit. Due to these different costs, the expected total profit will greatly depend on the process parameters, especially a process mean. This paper develops a Markovian-based model for determining the optimum process means with the consideration of dual quality characteristics in a single-stage system. The proposed model is then illustrated through a numerical example and sensitivity analysis is performed to validate the model. The results showed that the optimum process mean for both quality characteristics have a significant effect on the performance of the system. Since the literature survey shows that dealing with multi-quality characteristics is extremely limited, the proposed model, coupled with the Markovian approach, provides a unique contribution to this field.     

DEA灵敏度分析的进一步探讨与应用

针对相对误差对 DEA方法的影响 ,利用线性规划方法 ,提出一种保持 DEA方法有效性分类的模型 ,然后分别得到有效单元和无效单元保持有效性分类的充分和必要条件 .在此基础上给出了最坏条件下 DMU保持有效性分类的充分条件 .最后通过一个测度创新型企业竞争力的例子对其进行灵敏度分析 ,验证所得到的结论 ,从而表明此方法是有效的.