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系统工程学报

系统工程学报

北大核心

CSCD

CSTPCD

Journal of Systems Engineering
本学报是由中国系统工程学会主办、天津大学承办的全国中文核心刊物，主要刊登系统工程和管理工程领域高质量的论文，内容包括复杂系统理论与应用、控制理论与应用、系统建模与预报、优化理论、决策与对策、金融工程、生产计算机与高度、供应链、电子商务、管理信息系统、交通系统工程、可靠性分析及相关的人工智能技术等。本刊适合于从事系统工程和管理工程的研究员、高校师生阅读。
  • 发文量：2147
  • 被引量：1523
  • H指数：3
  • 开始收录时间：1989,4(1)
  • CNKI综合因子：1.097
  • 维普期刊影响因子： 0.94
  • 万方期刊影响因子：1.05
  • 创刊时间：1985
  • 国内刊号/CN：12-1141/O1
    国际刊号/ISSN：1000-5781
  • 发行周期：双月刊
    邮发代号：6-95
  • 主管单位：中国科协
    主办单位：中国系统工程学会
系统工程学报-联系信息
  • 主编：唐万生
  • 电话：022-27403197
  • 邮箱：jsetju@263.net;jse@tju.edu.cn
  • 地址：天津市南开区卫津路92号天津大学
  • 邮编：300072
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系统工程学报 >2023年第5期

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  • 摘要：本刊是中国系统工程学会会刊（双月刊），主要刊登系统工程理论、方法和应用诸方面的学术论文、综述及研究简报等文章，来稿要求未在其它公开发行的刊物或正式出版的会议论文集上发表．来稿应注意如下事项：
  • 摘要：在对多出口场所紧急疏散过程的研究中着重考虑个体在决策时的主观智能作用,通过引入目标方向密度概率,出口影响因子概率,移动方向校正因子,建立了基于元胞自动机的多出口人员疏散模型.通过对教室中学生的疏散行为的模拟仿真,表明所建模型在考虑上述三个因素时,模拟疏散的过程和结果更加合理,模型具有较好的实用性.%This paper considers the occupant's intelligence effect on decision-making in the study of the multi-exit urgent evacuation process. The multi-exit occupant evacuation model based on cellular automaton is established with the introduction of the probability of the target direction's density, the probability of the exit's influential factor and the movement direction's correction factor. The analog simulation of the student's evacuation behavior in the classroom proves that the analog evacuation process is more reasonable and practical when the three above mentioned factors are considered in the process of modeling.
  • 摘要：The Steiner tree problem is a typical NP-hard problem in combinatorial optimization. A quantum-inspired ant colony algorithm (QACA) for solving Euclidean Steiner minimum tree (ESMT) problem is proposed hereof based upon the combination of ant colony optimization and quantum computing. With the ant colony algorithm (ACA), quantum bits, quantum logic gates and the Grover's algorithm combined, the capacity as well as the velocity of the algorithm for global search undergoes significant improvability. The computational comparisons of a series of numerical examples show that the QACA has a better performance than the ACA for solving the ESMT problem.%Steiner最小树问题是组合优化中一个经典的NP难题,本文在蚁群算法的基础上结合量子计算提出一种求解欧氏Steiner最小树问题的量子蚁群算法.将量子比特、量子逻辑门以及Grover量子算法引入到蚁群算法中去,有效提高了算法的全局搜索能力,搜索速度也有显著的提高.一系列数据实例计算与比较表明,量子蚁群算法较蚁群算法在Steiner最小树问题的求解上具有更好的性能.
  • 摘要：Aimed at combination weighting in multiple attribute decision making, this paper proposes a novel approach for combining different weighting vectors. The proposed approach considers the randomness of weights themselves and the consistency among weighting vectors, constructs a constrained nonlinear model. On the basis of analyzing and learning from the existing methods, the paper presents an improved particle swarm optimization algorithm for the model. In addition, given the decision making matrix, a method for evaluating the reasonableness of combined weights is discussed. Finally, an example is conducted and the results show the proposed approach is effective and is more reasonable than two other combination approaches.%针对多属性决策中的组合赋权问题,提出了一种新的多属性决策权重集结方法.该方法综合考虑权本身具有的随机性以及权向量之间的一致性要求,建立约束非线性优化模型.在分析和借鉴现有方法的基础上,设计一种改进粒子群优化算法进行求解.在决策矩阵已知的情况下,讨论不同组合赋权方法的合理性评价问题.最后,将本文提出的方法与已有组合赋权方法进行比较,结果表明该方法有效且比另外两种组合赋权方法更加合理.
  • 摘要：This article builds an asset-liability portfolio optimization model to control the bank interest rate risk with directional-duration and directional convexity. It carries on the idea of directional duration, which is the first order derivative of the price of assets or liabilities to interest and will not be affected by the moving interest rates for different timing. One of the contributions of this article is that it comes up with directional convexity, which is the second order derivative of the price of assets or liabilities to interest, and broadens the way of asset-liability matching. Another is the expression of directional convexity, which is ignored by current research and which clearly represents the effects of interest rate and its changes to the discounted cash flows. The last is that it solves the problem of interest rate immunization for different interest rate changes and timing through directional duration and directional convexity.%通过方向久期和方向凸度的免疫条件来控制资产配给中的利率风险,建立了银行资产负债组合优化模型.本文通过资产或负债价格对利率一阶导数受不同时段利率变动的影响而形成方向久期的思路,提出其二阶导数也受不同时段利率变动影响形成方向凸度的概念.通过资产或负债的凸度受不同时段利率变动的影响关系给出方向凸度的表达式,反映了即期利率及其变动对贴现现金流的影响,改变了现有研究忽略利率变化对凸度的影响的状况.通过方向久期和方向凸度的双重免疫建立优化模型,解决了无论利率在不同时段的变化量是否相同均可进行风险免疫问题.
  • 摘要：Bid-sections partition of literature resources has a great impact on improving the bid-procurement performance of literature resources and promoting the efficient use of the limited funding. In this paper, factors affecting of bid-sections partition of literature resources are first analyzed, then, according to the analysis and the characteristics of bid-sections partition, a K-prototypes clustering algorithm is brought into this issue, and thirdly the bid-sections partition model for literature resource procurements is established. The empirical analysis is made through the procurement data of foreign journals of some university and the results show that the proposed model is feasible and practical.%文献资源招标采购标段划分对提高文献资源招标采购绩效,促进高效利用有限资金投入具有重要的意义.本文针对文献资源标段划分影响因素展开分析,根据文献资源标段划分的特点,引入了基于偏好思想的分段测度方法,构建了文献资源招标采购标段划分方法模型,并以某大学外文原版期刊采购为例,进行了实证分析,结果表明所建模型具有可操作性和实用性.
  • 摘要：针对一类具有不确定性和外扰动的非线性系统,提出一种新型快速动态终端滑模反步控制方法.滑模控制与反步控制结合,使系统对匹配和非匹配不确定性均具有鲁棒性；动态滑模很好地避免了滑模控制器中的抖振；新型快速终端滑模的收敛速度在任意点均快于现有的标准快速终端滑模.再采用放宽条件的非线性干扰观测器对系统复合干扰进行逼近,并设计自适应鲁棒项,进一步提高控制性能.基于李雅普诺夫理论证明了系统稳定性.最后,将该控制方案用于具有大扰动和不确定性的非线性系统,仿真结果证明了控制方案的有效性和优越性.%For a class of nonlinear system with uncertainties and disturbance, a new fast dynamic terminal sliding mode Backstepping control scheme is proposed. The sliding mode control is combined with Backstepping control to obtain robustness for system with matched uncertainties and unmatched uncertainties. Dynamic sliding mode has perfectly avoided the chattering in sliding mode controller. New fast terminal sliding mode has faster convergence speed than normal fast terminal sliding mode at any points. Where after, nonlinear disturbance observer with relaxed conditions is used to approximate the compound disturbance and adaptive robust control term is added to improve control performance. The stability of system is proved by Lyapunov theorem. Finally, simulation has proved the validity and advantage under the control scheme.
  • 摘要：随着产品平台,模块化和柔性生产技术的发展,如何选择产品族产品项目,优化产品族规模成为企业面临的重要问题.通过引入产品替代性和产品效用相对距离,刻画了产品项目的变化对于消费者选择和产品族整体消费量的影响；结合产品之间的生产协作性分析了产品族成本结构；以产品族利润最大化为目标,构建了基于消费者选择和成本作用的产品族规模优化模型,并进行了数值模拟.算例结果表明:产品替代程度和生产协作程度对产品族产品项目选择有显著影响；在产品项目个数确定的情形下,未发现生产协作程度对产品项目选择的影响.%With the development of product platform, modularization and flexible manufacturing, it becomes increasingly important for firms to select proper product items from a product family and to optimize product family scales. Product substitutability and relative distances of product utilities are introduced to depict the influence of the product item changes on consumer choice and consumption of the product families. Product family cost structures are analyzed with production synergy ratios between products. Based on the interactions of consumer choice and production cost, this paper proposes a product family scale optimization model for profit maximization, and makes a numerical simulation. The results show that the degrees of product substitutability and production synergy ratio have significant effects on product item selection from the product family. The production synergy ratio can not affect product item choice given the number of product items.
  • 摘要：构建了一个上游为一个垄断中间投入品生产企业,下游为存在质量差异且进行古诺竞争的双寡头纵向结构,考察纵向结构对下游企业创新激励的影响.研究表明:上游投入品生产企业对下游企业实行歧视性定价,以保证不同产品质量企业存在；在纵向分离结构下,一个下游企业产品质量的提高会降低其竞争企业的创新激励；在纵向一体化结构下,竞争企业质量提高会降低一体化企业的创新激励,而一体化企业质量提高会增加竞争企业的创新激励；与纵向分离结构相比,纵向一体化结构提高一体化企业的创新激励,抑制竞争企业的创新激励.%This paper establishes a vertical structure with an upstream monopoly and two downstream duopolies. Downstream firms compete in quantity and their products are vertically differentiated. Such a model is structured to examine the impact of vertical structures on downstream innovation incentives. This study shows that the upstream monopoly will implement a discrimination price. Quality improvements of downstream firms are reciprocally inhibited under vertical separation. Under vertical integration, the quality improvement of the competitive firm will depress the integrated firm's innovating. On the contrary, the quality improvement of the integrated firm will enhance the innovation of the competitive firm. Compared with vertical separation, vertical integration accelerates downstream innovation of the integrated firm but decelerates the innovation of the competitive firms.
  • 摘要：This paper presents and compares the optimal effort levels under the integrated and decentralized VMI supply chain, respectively, based on the relationship between the demand and retailer effort level being multiplicative. The optimal effort level under the Stackelberg game dominated by retailers is less than that under the integrated VMI, but more than that under the Nash game. The mechanism, in which the retailer undertakes part of the unmarketable cost and in which the supplier partakes the effort cost, is applied to coordinate the VMI supply chain of Nash game. The approach can perfectly coordinate the VMI. Each ratio of the retailer and supplier revenue gained from the integrated VMI is equal to the one which accounts for the effort and unmarketable cost of the VMI.%考虑需求与零售商努力水平满足相乘型时,首先研究了集成VMI和分散VMI决策下的最优努力水平.通过比较得出:零售商领导的Stackelberg动态博弈下零售商最优努力水平小于集成VMI下零售商最优努力水平,但大于Nash静态博弈下零售商最优努力水平.其次,对Nash静态博弈下VMI供应链,提出采用零售商承担供应商部分滞销成本,供应商分担零售商部分努力成本的协调方法,该方法在Nash静态博弈下VMI能达到完美协调,且零售商和供应商获得集成VMI收益的比例等于供应商和零售商各自在VMI中承担的努力水平和滞销成本的比例.
  • 摘要：Traditional researchs on Internet pricing often employ normative methods under the assumption of completely rational decision-makers. However, it is difficult for both Internet service providers (ISP) and customers to make rational decisions because of the incomplete information and bounded cognitive abilities in the real world. Considering the bounded rationality by employing the retention rate, this paper constructed congestion pricing policies for Internet services with customer impatience under both social welfare maximization and ISP's revenue maximization using uncooperative game, respectively. The effects of the two different pricing policies on ISP's revenues were analyzed. Numerical examples were performed to show the changes of ISP's revenue differences and pricing strategies, respectively.%传统网络服务价控策略研究属于规范性范畴,是在用户完全理性的理想假设下展开研究.由于有限的信息及认知能力等的约束,网络服务提供商(Internet Service Provider,ISP)及用户很难做出理性的决策.通过引入用户保留率,将用户对系统服务的响应时间的忍耐考虑到网络服务价控策略之中,运用博弈理论分别给出了基于社会福利最大化与ISP收益最大化下的网络服务拥塞价控策略,并分析了其对用户效用和ISP收益的影响；应用算例比较了基于社会福利最大化与ISP收益最大化下的ISP收益及价控策略变化情况,并对其原因进行了分析.
  • 摘要：In consideration of the difficulties of quantitative analysis of human influence on runoff, an observability-controllability model of periphery (OCMP) is employed in this paper The elasticity coefficients of the model are deduced based on the fractal theory. A concrete formula for system boundary is established. A case study of quantitative analysis of human influence on runoff in the Jing River basin is performed. Results demonstrate that the human activity intensity in the watershed before 1970s is smaller, and increases afterwards. There exists a law that the intensity becomes larger when the runoff amount is smaller, and vice versa. Compared with the traditional methods, the OCMP needs few data and produces more rational and reliable results. It provides an effective tool for quantitative analysis of human influence on runoff.%针对人类活动对径流影响定量分析中存在的问题,利用系统周界观控模型,根据分形理论推导出模型的弹性系数,建立系统周界的具体计算式,并应用于泾河流域人类活动对径流影响的定量分析中,结果表明:人类活动对径流的影响强度在20世纪70年代以前较小,之后逐渐增强,且具有径流大时则相对较小而径流小时则相对较大的变化规律；较之传统方法,该模型所需资料较少、结果合理可靠,可为定量分析人类活动对径流的影响提供一种简便有效的方法.
  • 摘要：本刊是中国系统工程学会会刊（双月刊），主要刊登系统工程理论、方法和应用诸方面的学术论文、综述及研究简报等文章．来稿要求未在其它公开发行的刊物或会议论文集上发表．来稿应注意如下事项：
  • 摘要：为检测重大风险事件对我国股票市场影响的非对称效应,运用贝叶斯MCMC推断技术对我国上证综指和深证成指进行了实证研究.研究结果显示:基于t-分布的门限随机波动模型比基于正态分布的随机波动模型能更加合理地刻画经济事件、政治事件和自然灾难对我国股票市场收益和波动影响的非对称特性.并且发现,经济事件、政治事件和自然灾难对我国股票市场收益和波动的影响均具有显著的非对称性.相对而言,政治事件对股票市场收益的影响存在正向杠杆效应,而经济事件和自然灾难却存在反向杠杆效应；经济事件和政治事件对股票市场波动的冲击存在正向杠杆效应,而自然灾难则存在反向杠杆效应.此外,除在牛市环境下利好经济事件和利空经济事件对股票市场收益和波动的影响具有反向杠杆效应之外,其它风险事件在熊市和牛市环境下对收益和波动的影响均具有正向杠杆效应.%For investigating the asymmetry of impact of major risk events on ChTo investigate the asymmetry of the impacts of major risk events on Chinese stock market, this paper studies the SSE composite index and SZSE component index using the threshold stochastic volatility (THSV) model with student distribution approach developed based on Bayesian MCMC technique. The empirical results show that the THSV model with student distribution are more comprehensive than with normal distribution for describing the asymmetry of the impacts of economic events, political events and natural disasters on the returns and volatilities in Chinese stock market. There are prominent asymmetries of impact of economic events, politic events and natural disasters on the returns and volatilities. Correspondingly, there are positive leverage effects in political events and reversed leverage effects in both economic and natural disaster events on returns. And there are positive leverage effects in both economic and political events and reversed leverage effects in natural disaster events on volatilities. In addition, other risk events all have a positive leverage effect on returns and volatilities in both bull and bear markets, except the reversed leverage effect of good and bad economic events on both returns and volatilities in bull markets.
  • 摘要：各类频发的突发事件经常导致需求扰动,使供应链网络难以正常运作和应对.分析了批发价合同和提前订货策略下生产商之间、零售商之间的竞争行为,得到供给市场和零售市场的均衡模型；由价格平衡和供需平衡条件得到需求市场均衡模型；进而建立了多商品流三层供应链网络均衡的变分不等式模型.当突发事件导致需求扰动时,原供应链网络均衡状态难以维持,供需矛盾将引起需求市场价格波动,导致供应链运作风险和社会福利损失.假定生产商提供回购合同、并允许零售商二次订货,分析了需求扰动后供给市场、零售市场和需求市场均衡的变化,建立了可应对需求扰动的供应链网络均衡模型.仿真算例验证了模型的合理性和有效性.%It is difficult for supply chain network to operate normally and cope with the demand disruption led by the frequent unexpected events. The competition behaviors of multiple manufacturers and multiple retailers are analyzed respectively under the assumption that the manufacturers offer wholesale price contract and retailers make advance order, and the equilibrium models of supply market and retail market are put forward respectively; the equilibrium model of demand market is set up according to the balance conditions of supply and demand in price and quantity; then the variational inequality model of three-level supply chain network with multi-commodity is set up. When market demand is disrupted by an unexpected event, the original equilibrium state of supply chain network can't be kept. The fluctuation of price at demand market led by the contraction between supply and demand will result in the operational risk of supply chain network and the loss of social welfare. Assume that manufacturers offer buy-back contract and retailers have an opportunity to replenish inventory, this paper analyzes the equilibrium states of supply market, retail market and demand market with disrupted demand respectively, and puts forward the supply chain network equilibrium model coping with demand disruption. Example simulation proves the reasonableness and validity of models.
  • 摘要：公司集团终极控制人通过金字塔结构超额控制上市公司,在管理体制上采取集权和分权两种形式.终极控制人和CEO出于自身利益的最大化目标,可以通过若干途径影响公司集团内部资本配置效率.通过构建演化博弈模型,分析初始状态及各参数变化对内部资本配置行为的影响,为公司集团管理体制的选择提供一个经济学解释.研究结果表明,在不同的管理环境下终极控制人有不同的最优管理体制.企业的产出效率、激励机制、集权程度、管理成本以及CEO的非现金偏好度都将影响博弈的结果.%The ultimate controller of a corporate group controls listed companies through the pyramid structure and takes two forms of centralization and decentralization in the management system. To maximize their own interests, the ultimate controller and CEO affect the efficiency of internal capital allocation in several ways. Attempting to provide an economic explanation on how to select the management system of corporate group, we build an evolutionary game model and analyze the impact of the initial state and the parameters on the behavior of internal capital allocation. The results show that the ultimate controller has different optimal management systems under different management environments. Output efficiency of enterprises, incentives, degree of centralization, management costs, and the non-cash preferences of a CEO all affect the result of the game.
  • 摘要：针对在二维空间中,由变量均值偏移量较小但协方差不变所导致地故障类重叠,并因此降低故障识别率的问题,提出一种基于主成分分析(PCA)修整和线性判别分析(LDA)的新方法(PLDA).该方法通过减弱不同故障类的重叠主成分对分类的影响,达到提升LDA故障识别率的目的.对24种具有代表性故障组合的模拟样本运用10次10倍交叉验证,试验结果表明PLDA算法的平均故障识别率为94.6％,远高于传统的核化LDA算法和LDA算法的60.0％和61.9％.%In two space dimensions, faults tend to overlap each other as a result of a small shift of mean of variables with the same covariance. Moreover, overlapping could reduce the rate of identifying faults. To overcome this problem, a new algorithm, called PLDA, was proposed by integrating PCA-shaping and LDA. This algorithm declined the influences of overlapping principal-components of different fault classes on classification in order to increase the rate of LDA. The result of a validation of 24 kinds of representative simulation combinations by using 10-times and 10-fold cross validations reveals the average recognizing rate of fault is 94.6 %, compared to rates of 60.0% and 61. 9% of KLDA and LDA respectively.
  • 摘要：Consistence problems are investigated for heterogeneous multi-agent systems composed of first-order agents and second-order agents. Consistent convergence for the heterogeneous multi-agent systems is studied with stationary consistence algorithm without time delay, and the sufficient and necessary consistence condition under fixed directed topology is derived by using graph theory and matrix analysis method. With interconnection topology switched between connected digraphs, stationary consistence problem is analyzed for the heterogeneous multi- agent systems under leader-following network and leaderless network, respectively, and sufficient delay-dependent consistence conditions are obtained for the multiple agents under stationary consistence algorithms with time-varying input delay by using Lyapunov stability theorem and linear matrix inequality. Finally, simulations are presented to demonstrate the correctness of the results.%研究由一阶自主体和二阶自主体构成的异质多自主体系统的一致性问题.考察连接拓扑为固定有向图的异质多自主体系统在无时延静态一致性算法下的收敛问题,利用图论和矩阵分析方法得到了系统渐近收敛一致的充要条件；在假设连接拓扑在有向连通图之间动态切换条件下,分别研究领导-跟随连接拓扑和无领导连接拓扑下异质多自主体系统的静态一致性问题,并采用Lyapunov定理和线性矩阵不等式得到了系统在具有时变输入时延的一致性算法作用下渐近收敛一致的时延依赖条件.最后,仿真结果验证了结论的正确性.
  • 摘要：Based on the option pricing model, the paper uses smooth pasting to evaluate the debt value and probability of default under the condition of imitative variance. The conclusion are that the probability of default under conditions of invariable variance is less than under mutative variance. Furthermore, the probability of default will decrease with the risk-free rate, which means that the reduction of interest may lead to the rise of non-performing asset ratio.%以期权定价模型为基础,运用平滑粘贴条件求解了变方差条件下的负债价值及违约概率.研究表明方差不变条件下获得的违约概率低于变方差条件下的违约概率.随着无风险收益率的上升,债务违约概率将会减小,这说明政府降低利息率可能会导致银行不良资产比率上升.
  • 摘要：Based on a three-stage pollution abatement DEA model, this paper analyzes the efficiency of environmental investment and its regional differences in China by a data of 30 provinces from the year of 2004 to 2008. The results demonstrate that the discrepancy and cumulative effect of investment efficiency lead to increasing enlargement of regional differences in pollution abatement. The pollution abatement differences between the eastern and middle areas mainly lie in pure technical efficiency, whereas the western area is restricted by insufficient investment, low pure technical efficiency and scale efficiency. Meanwhile, the convergence of environmental investment efficiency only presents significant characteristics in the middle areas.%在包含污染治理的DEA三阶段模型基础上运用30个省市的数据对2004年-2008年我国区域环境治理投入效率进行研究.结果表明,区域环境治理差异在区域间投入效率差距以及累积效应的影响下呈逐渐扩大趋势.东中部效率差异更多体现在纯技术效率上,而西部除受到投入总量限制,还受到纯技术效率和规模效率低下的约束.同时,环境治理投入效率仅在中部出现收敛.
  • 摘要：In this paper, an improved filter procedure, named the iterated extended Kalman auxiliary particle filter (APF-IEKF), is proposed. The proposed algorithm consists of an auxiliary particle filter that uses an iterated extended Kalman filter to generate the importance proposal distribution. The simulation results show that the new procedure improves the distribution of the weights in the case of accurate measurement, which mitigates the effects of particle degeneracy problem. The experimental results also illustrate that the improved particle filter is superior to the existing niters and that it has less running time than the unscented Kalman particle filter(PF-UKF). Additionally, the performance of these algorithms is compared and some reasons of performance improving of each algorithm are analyzed.%用迭代扩展卡尔曼滤波方法来生成辅助粒子滤波的重要性密度函数,得到了一种新的改进的滤波算法:迭代扩展卡尔曼辅助粒子滤波.仿真结果表明,该算法在观测量较精确的情况下改善了粒子权值分布,减轻了粒子退化现象,该算法不仅要优于已有的滤波方法,而且比无忌卡尔曼粒子滤波运行时间短.分析了各算法改进的原因及适应情况.
  • 摘要：Aimed at the lacking of green product(GP) innovation caused by the payoff uncertainty, the procedures of GP's development among peer enterprises is discussed. Based on China's realities, the spread of GP is divided into three stages: the innovation stage, diffusion stage and popularization stage. Applying the game theory to discuss peer manufacturers' competition during the GP's spread, the strategic behaviors of both innovative enterprises and competitive enterprises at each stage are obtained. By the analysis of parameters such as inverse-demand coefficient and product's marginal cost, the prerequisites and measures to promote the GP's innovation and diffusion are proposed. The results manifest that under certain internal and external conditions, the innovator of GP has the first-mover advantage, and the peer manufacturers' competition is the main motivation and effective channel to promote GP's development and to enhance the customer welfare.%针对收益不确定性而导致的绿色产品创新动力不足问题,结合现实国情,将绿色产品的发展分为创新期、推广期和普及期三个阶段,采用博弈论和最优化理论探讨了绿色产品创新和扩散过程中制造企业间的博弈行为,得到了创新企业和竞争企业在不同阶段的决策结果.基于对市场逆需求系数等参数的分析,提出了推动绿色产品创新及其扩散的前提条件和相关措施.研究表明:在一定的企业内外部条件下,绿色产品创新者具有先动优势,同行企业间的博弈竞争是推动绿色产品发展的重要动力和有效渠道,并推动消费者福利不断增加.
  • 摘要：Considering that the real world is uncertain with fuzziness and randomness, stochastic analysis and fuzzy set theory are employed to study the pricing of European barrier options in fuzzy and stochastic environments. Since the methods used to price all kinds of European barrier options are almost the same, the paper only takes European up-and-out call options as an example to illustrate. By assuming that the underlying asset price follows a fuzzy stochastic process, the call barrier option's fuzzy price and the pricing formula in the sense of possibility mean value are derived.%考虑到现实世界的不确定性包含随机性和模糊性,运用随机分析和模糊集理论研究了模糊随机环境中的欧式障碍期权定价问题.由于各种欧式障碍期权的定价方法和思路基本相同,因此仅以向上敲出看涨障碍期权为例说明如何定价.通过假设标的资产价格服从模糊随机过程,得到了向上敲出看涨障碍期权的模糊价值和其在可能性均值意义下的定价公式.
  • 摘要：探讨了以极小化最大个人风险为目标的minimax最优投资组合双目标规划决策模型.以绝对偏差l∞风险函数作为风险测度,考虑了投资上限有界与不允许卖空约束下基于minimax准则的证券组合选择问题.利用Lagrange乘子法和KKT条件,得到最优投资策略的解析式,并用数值算例进行了验证.%In this paper, a minimax model on optimal portfolio selection problems is proposed, where the objective is to minimize the maximum individual risk. Using the absolute deviation 1∞ function as the risk measure, we consider an portfolio selection problem based on the minimax criterion when the upper limit of investment is bounded and short selling is not permitted. By applying the Lagrange multiplier method and the Karush-Kuhn-Tucker conditions, the closed-form expression of the optimal portfolio strategy is derived. Moreover, a numerical example and some analysis are also provided to illustrate the results derived in the present paper.
  • 摘要：应用复杂网络理论,结合信息的不对称性,社会财富不断增长以及边际效应等特点,分析了我国财富分布的不均衡性.理论分析和仿真试验表明,财富分布服从混合型分布,即中低收入者服从指数分布,高收入者服从帕累托分布,与我国现实社会中的财富分布形式相吻合.仿真分析还发现随着结构参数值的增大,社会财富聚集速度不断加快,通过计算基尼系数得到社会财富分配的不均衡性也在逐渐增大,但其增加的速率是逐渐降低的.%Based on the complex network theory, this paper analyzes the inequality of China's wealth distribution considering features of informational asymmetry, wealth increasing, the marginal effect and so on. According to the theoretical analysis and simulation results, this paper concludes that the wealth distribution follows a mixed form distribution in our model, which is an exponential wealth distribution with a power law tail in accordance with the empirical data. This can describe the wealth distribution of our society exactly. By simulation, this paper summarizes that, with the increasing of structural parameters, the condensation speed of our social wealth is accelerated. Through the computing of the Gini index, this paper draws the conclusion that the inequality of wealth distribution is increasing, but at a decreasing rate.
  • 摘要：运用复杂系统元胞自动机原理和多Agent理论,研究突发传染病事件的演化机理.通过对突发传染病事件特征分析,建立其传递演化模型,并对甲型H1N1事件进行了模拟仿真.结果表明,突发传染病事件的内在原因是内部能量的积聚,演化过程是由内部个体相互之间发生传递作用使得能量不断积聚到突然大规模释放的过程.内部的传递效率、潜伏期以及基因长度都对演化产生较大影响,如果能降低这种作用,或采用免疫接种和隔离等手段阻止传递的可能性和缩小传递范围,就能有效地阻止突发事件的发生.%Using cellular automata and multi-Agents of complexity system theory, this paper discusses the evolution mechanism of the emergency epidemics. And through the analysis of the characteristics of the emergency, it establishes an emergency transfer evolution model and takes A/H1N1 influenza event for simulation. Research results show that the internal cause of the emergency is the accumulation of internal energy and the evolution is a process from a continuous accumulation of energy to abrupt mass release. Such factors as internal transfer efficiency, latent period and gene length, greatly affect the evolution. Only if these impacts could be reduced, or the possibility of the transmission and scope of transfer could be lessened by isolation and immunization, can the incident be hindered effectively.
  • 摘要：研究在价格和市场需求不确定的环境下,期权式契约在两阶段供应链协调中的应用.构建了不同信用违约条件下,供应链协调过程中各决策主体的决策模型.通过深入分析零售商的现货和期权最优组合订货策略和生产商的最优生产策略,得到期权式协调契约的详细设计规则,包括期权参数的取值范围以及价格参数之间的线性关系,证明了供应链中双方可以借助期权契约的价格政策达到双赢,促进风险分担,提高供应链的响应能力,实现完美协调.最后的算例验证了研究结论.%This paper researches the application of option contract in two-echelon supply chain coordination when consumer demand and retail price are uncertain. Under the different credit default situation, the manufacturer's and retailer's decision models are proposed, from which the retailer's portfolio procurement policy and the manufacturer's optimal output decision are derived. Then we reveal the conditions of successful coordination with option contract, including (i) the range of option price and exercise price (ii) the negative correlation between option price and exercise price. Our studies show the efficiency of option contract on the increasement of profit for two parties in supply chain, the enhancement of risk sharing, the improvement of supply chain responsiveness, and the realization of channel coordination. Finally, the research conclusions are validated by an example.
  • 摘要：针对属性值以区间直觉模糊数形式给出的多属性群决策问题,提出了两种融合信息更加全面的诱导型区间直觉模糊混合集结算子.利用提出的区间直觉模糊数的熵值度量方法来确定诱导变量,并结合基于支持度的数值依赖型集结算子,通过综合考虑位置、数据自身重要性及信息包含量,提出了诱导型区间直觉模糊混合平均(I-IIFHA)算子和诱导型区间直觉模糊混合几何(I-IIFHG)算子,分析了相关性质,进而给出一种区间直觉模糊多属性群决策方法,实例研究表明了所研方法的适应性与有效性.%In this paper, an induced interval-valued intuitionistic fuzzy hybrid averaging (I-IIFHA)operator and an induced interval-valued intuitionistic fuzzy hybrid geometric (I-IIFHG) operator are proposed for interval-valued intuitionistic fuzzy multi-attribute group decision makings to utilize information more completely. Besides the position weighting information, the proposed I-IIFHA and I-IIFHG can also consider the argument-dependent weighting information by introducing the support degree based aggregation operator and the order-inducing vector information derived from an entropy calculation method for interval-valued intuitionistic fuzzy numbers. The desired properties are also analyzed. Further, an approach for interval-valued intuitionistic fuzzy multi-attribute group decision making is constructed based on I-IIFHA and I-IIFHG and an illustrative example is given to show the feasibility and practicality of our method.
  • 摘要：The concept of time axes was proposed according to the different time points which were generated by dynamic information. Dynamic vehicle scheduling problems were changed into series problems of static vehicle scheduling. A vehicle scheduling model was established with the optimization objectives of rates and fuel. Setting mode of crossover rates and mutation rate in adaptive genetic algorithm was improved by the randomness and bias stability of the cloud model cloud droplet. Cloud adaptive genetic algorithm was designed to re-optimize the vehicle illustrated by an example.%根据动态信息产生的时间点不同提出时间轴概念,利用时间轴将动态车辆调度问题转化为一系列的静态车辆调度问题,建立考虑车载率和油耗的综合费用为优化目标的车辆调度模型.利用云模型云滴的随机性和稳定倾向性改进自适应遗传算法中交叉率和变异率设置方式,设计云自适应遗传算法对车辆调度问题进行实时再优化.最后,结合算例对模型和算法的有效性进行验证.
  • 摘要：This paper considers an optimal investment problem for a general insurer in the sense of maximizing the adjustment coefficient of the risk process. The risk process is modeled by a periodic risk process which is more practical than the classical Cramer-Lundberg model. When insurer can invest in multiple risky assets whose price processes are described by the geometrical Brownian motions, the exponential bound for ruin probability and explicit optimal strategy are obtained via the martingale approach. Finally, a numerical example is given for raw market data.%考虑周期风险模型下保险人的最优投资问题.假设保险人可投资于多种风险资产,投资目标是最大化风险过程的调节系数.当风险资产的价格过程服从几何布朗运动时,采用鞅方法给出保险人破产概率的指数型上界,得到了最优投资策略的解析解.最后根据国内股票市场的实际数据进行了实证分析.

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