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LIUYan HUYi-jun 《武汉大学学报:自然科学英文版》2004,9(4):399-403
We consider a risk model with a premium rate which varies with the level of free reserves. In this model, the occurrence of claims is described by a Cox process with Markov intensity process, and the influence of stochastic factors is considered by adding a diffusion process. The integro-differential equation for the ruin probability is derived by a infinitesimal method. 相似文献
13.
Zhongsheng WANG Zhigang ZENG Xiaoxin LIAODepartment of Control Science Engineering Huazhong University of Science Technology Wuhan Hubei P. R. China 《系统科学与系统工程学报(英文版)》2003,12(2):204-209
Some stability criteria are obtained for a class of uncertain systems with time-delay usingLyapunov functional and analytic techniques. It is easy to check the criteria by making use of theboundedness of the uncertainties. 相似文献
14.
Ju-liang ZHANG Jian CHENDepartment of Management Science EngineeringSchool of Economics Management Tsinghua University Beijing China. 《系统科学与系统工程学报(英文版)》2003,12(3):360-371
This paper investigates the impact of a secondary market, where retailers can buy and sell excessinventories, on the supply chain. We develop a two-period model with a single manufacturer and tworetailers. At the beginning of the first period the retailers order and receive products from themanufacturer, but at the beginning of the second period, they can trade surplus products betweenthemselves in the secondary market. We investigate the impact of the correlated dependence ofretailers' demand on both the quantity effect and the allocation effect under the secondary market.Lastly,we study potential strategies for the manufacturer to increase sales with the existence of thesecondary market. 相似文献
15.
FROM MANUFACTURING SCHEDULING TO SUPPLY CHAIN COORDINATION:THE CONTROL OF COMPLEXITY AND UNCERTAINTY
Peter B.LUH 《系统科学与系统工程学报(英文版)》2003,12(3):279-297
With time-based competition and rapid technology advancements, effective manufacturingscheduling and supply chain coordination are critical to quickly respond to changing marketconditions. These problems, however, are difficult in view of inherent complexity and variousuncertainties involved. Based on a series of results by the authors, decomposition and coordination byusing Lagrangian relaxation is identified in this paper as an effective way to control complexity anduncertainty.A manufacturing scheduling problem is first formulated within the job shop context withuncertain order arrivals, processing times, due dates, and part priorities as a separable optimizationproblem. A solution methodology that combines Lagrangian relaxation, stochastic dynamicprogramming, and heuristics is developed. Method improvements to effectively solve large problemsare also highlighted. To extend manufacturing scheduling within a factory to coordinate autonomicmembers across chains of suppliers, a decentralized supply chai 相似文献
16.
人性假设与企业人力资源管理 总被引:5,自引:0,他引:5
人性假设是许多社会科学领域研究的出发点 ,企业也常常从自己的人性假设出发形成企业人力资源管理的理念。基于不同的人性假设 ,中国古代哲学、近现代西方经济学和管理学分别提出了对社会治理和企业治理的看法。在总结与分析的基础上 ,我们提出一种“混沌人”的假设。 相似文献
17.
MATLAB环境下振动力学虚拟教学实验软件的开发 总被引:1,自引:0,他引:1
以MATLAB作为工作语言和开发环境,开发了一个在MATLAB平台下的振动力学教学和实验软件,该课件包含了振动力学课程中的主要内容。本文介绍了软件开发的思路、方法及其特点。 相似文献
18.
Li XIE Lihua XIE 《系统科学与复杂性》2007,20(2):262-272
We consider the stability of a random Riccati equation with a Markovian binary jump coefficient. More specifically, we are concerned with the boundedness of the solution of a random Riccati difference equation arising from Kalman filtering with measurement losses. A sufficient condition for the peak covariance stability is obtained which has a simpler form and is shown to be less conservative in some cases than a very recent result in existing literature. Furthermore, we show that a known sufficient condition is also necessary when the observability index equals one. 相似文献
19.
Lanju XU 《系统科学与复杂性》2007,20(1):30-40
In the present paper, we focus on constructive spherical codes. By employing algebraic geometry codes, we give an explicit construction of spherical code sequences. By making use of the idea involved in the proof of the Gilbert-Varshamov bound in coding theory, we construct a spherical code sequence in exponential time which meets the best-known asymptotic bound by Shamsiev and Wyner. 相似文献
20.