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DYNAMIC CVAR WITH MULTI-PERIOD RISK PROBLEMS

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Journal of Systems Science & Complexity 2011年第5期24卷 907-918页

作者： Zhiqing MENG Min JIANG qiying hu College of Business and Administration Zhejiang University of Technology Hangzhou 310023 China School of Management Fudan University Shanghai 200433 China

This paper studies multi-period risk management problems by presenting a dynamic risk measure. This risk measure is the sum of conditional value-at-risk of each period. The authors model it by Markov decision processes and derive its optimality equation. This equation is further transformed equivalently to an analytically tractable one. The authors then use the model and its results to a multi-period portfolio optimization when the return rate vectors at each period form a Markov chain.

关键词： α-CVaR multi-period optimality equation optimal policy.

A Bounded Commitment in Vertical Collaborations of New Product Development

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Journal of Systems Science and Information 2021年第2期9卷 154-174页

作者： Zehui GE Zhengkun REN qiying hu Yiheng JIA School of Economics and Management University of Science and Technology BeijingBeijing 100083China School of Management Fudan UniversityShanghai 200433China

Uncertainty is a main source of opportunistic behaviors in research and development cooperations,which challenges strategic decisions ranging from investments to *** avoid opportunism arising in cooperations,commitments(either formal contracts or informal communications)are generally made in advance by members of an ***,how does a commitment encourage R&D investments and ultimately enhance the total performance,without loss of flexibility in ex post operations?This study attempts to answer this by investigating a bounded commitment in the context of vertical collaborations in a supply *** this exploratory study,a 3-stage game model is used(by backward induction)to examine a two-echelon supply chain under a bounded commitment in *** analysis shows that upstream R&D investment is stimulated more and that both members are better off under the bounded *** the same time,when the relative bargaining power between the supplier and the manufacturer falls into an appropriate area,it is possible to reach a bounded commitment,and the manufacturer is more sensitive to this ***,the bounded commitment restrains opportunistic behaviors,but there is no strong sign that an increase in the ratio of the order outside the chain to the inside one can make firms better.

关键词： new product development R&D cooperation supply chain management commitment opportunistic behavior

农村老年慢性病患者健康贫困脆弱风险指标体系构建

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护理学杂志 2024年第7期39卷 99-103页

作者：黎晓艳邹继华胡其英徐林燕高井全赵磊陶然丽水学院医学院护理学系浙江丽水323000 庆元县中医院医教科

目的构建农村老年慢性病患者健康贫困脆弱风险指标体系。方法通过文献研究、半结构式访谈、实地调研、专家咨询及层次分析法,确定农村老年慢性病患者健康贫困脆弱风险指标及各指标权重。结果2轮专家咨询问卷回收率分别为100%、94.1%,专... 详细信息

目的构建农村老年慢性病患者健康贫困脆弱风险指标体系。方法通过文献研究、半结构式访谈、实地调研、专家咨询及层次分析法,确定农村老年慢性病患者健康贫困脆弱风险指标及各指标权重。结果2轮专家咨询问卷回收率分别为100%、94.1%,专家权威系数分别为0.918、0.928,肯德尔和谐系数分别为0.201、0.242(均P<0.05)。最终形成的农村老年慢性病患者健康贫困脆弱风险指标体系包括6个一级指标、19个二级指标、78个三级指标。结论构建的农村老年慢性病患者健康贫困脆弱风险指标体系具有较高的可靠性、合理性,可为农村老年慢性病患者健康贫困脆弱风险识别和应对提供参考。

关键词：农村老年人慢性病健康贫困脆弱性健康风险指标体系

A DYNAMIC OPTIMAL ADVERTISING MODEL FOR NEW PRODUCTS

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Journal of Systems Science & Complexity 2003年第1期16卷 85-94页

作者： DU Rong hu qiying School of Economics anil Management Xidian University Xi'an 710071

Many dynamic optimal control models for advertising make efforts to solve the problem of determining optimal advertising expenditures and other variables of interest over time for a firm or several competing firms,However,after analyzing the extant literature,one can find that few dynamic optimal advertising models available consider the problem within the product diffusion ***,the established models involving product diffusion are inspired by the Bass model,which has been out of *** paper poses a dynamic optimal advertising model for new products,which considers the product diffusion based on the relative newly developed generalized version of the Bass *** this paper,the optimal control model is used to derive the optimal advertising expenditure policy,which gives some implications to advertising practice.

关键词： Advertising model optimal control diffusion.

Who Benefits from Altruism in Supply Chain Management?

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American Journal of Operations Research 2012年第1期2卷 59-72页

作者： Zehui Ge qiying hu Business School University of Shanghai for Science and Technology Shanghai China School of Management Fudan University Shanghai China

The significant effect of social preference on strategic behavior has been convinced by recent research. Along this stream of research, we study firms’ altruistic incentives in supply chains since the selfish rationality can’t deal with economic behaviors. We show that the performance of the supply chain in consideration of altruism is between those of scenarios under decentralization and under integration. We further shows that a manufacturer, as a leader, should find an egoistic retailer, while a retailer, as a follower, should find a manufacturer with altruistic liability, to form a good chain.

关键词： Supply Chain Management Coopetition Altruistic Preference Advertising/Sales Effort Pricing

A MATHEMATICAL PROGRAMMING MODEL FOR THE COEXISTENCE OF COMPETITIONS AND COOPERATIONS PROBLEMS

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Journal of Systems Science & Complexity 2005年第4期18卷 556-563页

作者： MENG Zhiqing hu qiying DANG Changyan College of Business and Administration Zhejiang University of Technology Zhejiang 310032 China. College of International Business & Management Shanghai University Shanghai 201800 China Department of Manufacturing Engineering & Engineering Management City University of Hong Kong Kowloon Hong Kong China.

We study in this paper a mathematical programming model for the coexistence of competitions and cooperations problems. We introduce a new solution concept, s-optimal solution for the problem, which always exists under compact and continuous conditions. It is shown that an s-optimal solution can be obtained by solving a nonlinear programming problem. Some examples are given to explain how to compute an s-optimal solution.

关键词： Coexistence of competitions and cooperations problems s-optimal solution mathematical programming.

THE BOREL STATE SPACE SEMI-MARKOVDECISION PROCESS WITH EXPECTED TOTAL REWARDS IN A SEMI-MARKOV ENVIRONMENT

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Systems Science and Mathematical Sciences 1999年第1期12卷 82-91页

作者： XU Chen(School of Science, Shenzhen University, Shenzhen 518060, China)hu qiying (School of Economy and Management, Xidian University, Xi’an 710071, China) 深圳大学广东深圳西安电子科技大学经济管理学院陕西西安

This paper investigates the Borel state space semi-Markov decision process (SMDP) with the criterion of expected total rewards in a semi-Markov environment. It describes a system which behaves like a SMDP except that the system is influenced by its environment modeled by a semi-Markov process. We transform the SMDP in a semiMarkov environment into an equivalent discrete time Markov decision process under the condition that rewards are all positive or all negative, and obtain the optimality equation and some properties for it.

关键词： Semi-Markov decision processes semi-Markov environment expected total rewards Borel state space.

DYNAMIC OPTIMAL STRATEGIES OF ADVERTISING EXPENDITURES FOR SOME NEW PRODUCTS

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DYNAMIC OPTIMAL STRATEGIES OF ADVERTISING EXPENDITURES FOR S...

完全和部分可观察离散事件系统状态反馈控制间的关系

The 4th International Conference on Management

作者： Du Rong, hu qiying Economics & Management School, Xidian University, Xi’an, China

There have been some dynamic optimal control models for advertising,which focus on theproblem of determining optimal advertising expenditures and possibly other variables of interest over-time for a firm or a group of competing ***,a careful analysis of the extant literature re-veals that few models available consider dynamic optimal advertising control for new product withinthe product diffusion ***,the few dealing with the product diffusion are inspiredby the Bass model which have been out of *** paper presents a dynamic optimal advertisingmodel for new product,which takes product diffusion into account based on the relative newly devel-oped generalized version of the Bass *** model is used to derive the optimal advertising ex-penditure strategy,which gives some implications to advertising practice.

关键词： Advertising Model Optimal Strategy Diffusion

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控制理论与应用 2000年第5期17卷 755-757,762页

作者：胡奇英徐晨西安电子科技大学经济管理学院西安710071 深圳大学理学院深圳518060

讨论完全和部分可观察离散事件系统状态反馈控制间的关系 ,首先讨论了控制方案集及最大控制方案在两个系统之间的关系 ,由此通过重新定义可观察谓词 ,较为简单地证明了谓词P可综合的充要条件是它既可控又可观察 .其次 ,我们在一定条件... 详细信息

讨论完全和部分可观察离散事件系统状态反馈控制间的关系 ,首先讨论了控制方案集及最大控制方案在两个系统之间的关系 ,由此通过重新定义可观察谓词 ,较为简单地证明了谓词P可综合的充要条件是它既可控又可观察 .其次 ,我们在一定条件下将部分可观察DES转化为一个完全可观察DES ,并探讨了两者之间的关系 .

关键词：离散事件系统状态反馈控制可观察性可控性