灰色市场下考虑非对称信息的制造商质量披露及定价策略

针对灰色市场条件下产品质量为非对称信息的情形,构建由一个制造商、一个灰色市场投机者和顾客组成的Stackelberg博弈模型,研究了制造商的质量披露及定价策略.研究表明,在产品质量和低价市场顾客支付意愿较低时,制造商的质量披露策略是向顾客隐藏质量信息,反之则向顾客披露质量信息;在定价策略方面,随着低价市场顾客支付意愿的提高,制造商可通过不断缩小高、低价两个市场的价格差与灰市投机者进行竞争.进一步地,通过与产品质量对称信息情形对比分析发现,虽然非对称信息情形下制造商具有信息优势,但制造商不一定能够获得更高的利润,且其利润并不总是受到灰市投机者的影响.最后,通过将模型进一步扩展到制造商进行质量研发,即质量为内生时的情形,结果表明上述研究结论具有较好的一致性和普适性,可为灰色市场下制造商质量披露与定价提供有益的管理启示.     

考虑全局资源闲置成本的分布式RCMPSPTT

在考虑资源转移时间的分布式多项目调度问题中,增加考虑资源闲置成本,对于多项目共享资源的协调决策具有重要影响.基于多Agent系统建立以单项目完工时间为优化目标的局部调度模型,并采用遗传算法求解初始局部调度计划;同时考虑项目延期成本、全局资源转移成本和闲置成本,以多项目总成本为优化目标建立全局协调决策模型,设计基于贪婪转移策略的序贯博弈谈判机制协调全局资源的分配和转移,并根据协调结果调整单项目局部进度计划;以MPSPLIB问题集开展实验研究.研究结果表明:协调时考虑全局资源闲置成本能更好的协调全局资源的分配和转移;与无博弈随机分配和转移的协调机制相比,基于贪婪转移策略的序贯博弈谈判机制可以有效地降低多项目总成本.     

3型FIR滤波器优化设计研究

详细研究了3型FIR线性相位滤波器的幅频响应与正弦基函数神经网络算法之间的关系,提出并证明了该模型算法的收敛性定理,给出了3型FIR带通滤波器、海尔伯特变换器和微分器的优化设计实例。研究结果表明提出的算法避免了求高价逆矩阵的困难,有效解决了3型FIR高价数字滤波器优化设计的瓶颈问题。计算机仿真结果表明了正弦基函数神经网络算法在3型FIR高价数字滤波器优化设计领域中的有效性。     

Optimal design study of high order FIR digital filters based on neural network algorithm

An optimal design approach of high order FIR digital filter is developed based on the algorithm of neural networks with cosine basis function . The main idea is to minimize the sum of the square errors between the amplitude response of the desired FIR filter and that of the designed by training the weights of neural networks, then obtains the impulse response of FIR digital filter . The convergence theorem of the neural networks algorithm is presented and proved, and the optimal design method is introduced by designing four kinds of FIR digital filters , i.e., low-pass, high-pass, bandpass , and band-stop FIR digital filter. The results of the amplitude responses show that attenuation in stop-bands is more than 60 dB with no ripple and pulse existing in pass-bands, and cutoff frequency of passband and stop-band is easily controlled precisely .The presented optimal design approach of high order FIR digital filter is significantly effective.     

SINGLE-PERIOD TWO-PRODUCT INVENTORY MODEL WITH SUBSTITUTION:SOLUTION AND PROPERTIES

In this paper, we study a single-period two-product inventory model with stochastic demands and downward substitution. The optimal order quantities are presented and some properties are provided. Comparing with newsboy model, we prove that both the profit and the fill rate can be improved by using the substitution policy.     

A STACKELBERG DIFFERENTIAL GAMES SOLUTION TO A PROBLEM OF OPTIMAL INTERTEMPORAL INVESTMENT AND TAX RATE DESIGN

Using the Stackelberg differential games(SDG) theory, we quantitatively study a problem of optimal intertemporal investment and tax rate design. Under some appropriate assumptions, the open-loop Stackelberg equilibrium solutions are obtained. Equilibrium solutions show that: 1. The optimal strategies derived from differential game and unilateral optimal control approaches are different; 2. It is not always the best strategy for the government to use a constant tax rate over the whole time period; 3. The admissible size of tax rate adjustment may have great effect on the government's optimal strategy; 4. SDG approach has no significant effect on the firm's optimal investment strategy.     

Method for Risky Multiobjective Group Decision-Making and Its Application

The multiobjective group decision-making problem under risk is common in reality. This paper focuses on the study about risky multiobjective group decision-making problem where the index value is not certain. We give indexes classifying method and index normalizing formula of this type problem. By building objective function that minimizes general weighted distance from every alternative to the relatively best and worst alternative, the optimal membership degree of every decision-maker to every alternative can be obtained, and by building another objective function that minimizes general weighted distance from the optimal membership degree of every decision-maker to every alternative to the group optimal alternative and the group inferior alternative, the optimal membership degree of every decision-maker to every alternative can be obtained, which are both based on probability theory and fuzzy theory. Aftermost a model is established which collects group preferences. This method provides a new idea and     

不确定下项目投资时点的优化模型研究

在项目收入流不确定的假设下，研究如何寻找最优投资时点问题，建立了问题的最优停止模型，利用高切原理求解一个自由边界问题，得到候选解，运用最优停止理论验证了其的确为最优解，显式地给出最优投资时点并进行了比较静态分析，研究结果修正了传统投资准则，特别包括了传统的Jorgenson投资准则作为其特殊情形，论文的方法不需要完全金融市场和市场无套利的假定。     

Logistic脉冲系统的最优脉冲控制

利用脉冲微分方程的周期性理论和最优控制原理,研究了Logistic周期脉冲系统的最优脉冲控制,给出了所研究系统的最佳控制周期和相应的最优捕获量.     

一类串级不确定非线性系统的最优滑模控制器设计

对一类串级不确定非线性系统提出了一种基于SDRE控制的最优滑模控制方法。该方法采用两环控制结构，外环控制器的设计采用基于依赖状态的Riccati方程最优控制，用以产生最优滑模面。内环控制器设计采用滑动模控制以减小控制系统对参数变化、模型误差、外部干扰的敏感。同时提出了两种求解依赖于状态的Riccati方程的方法，所设计的最优滑模控制器能使串级不确定系统具有鲁棒稳定性。最后通过一个仿真算例，验证了该控制方法的有效性。