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STOCHASTIC COMPARISONS IN A PRICE-QUANTITY SETTING FIRM WITH UNCERTAIN DEMAND AND EMERGENCY PROCUREMENT

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Journal of Systems Science and Systems Engineering 2013年第4期22卷 401-420页

作者： Minghui XU Xiaolin XU Yi-hui ZHOU school of economics and Management Wuhan University school of business Nanjing University department of Biostatistics University of North Carolina

We consider a newsvendor problem with price-dependent demand, in either additive or multiplicative format. The newsvendor has two modes of purchasing： regular ordering at the beginning of the selling season and emergency ordering （if the realized demand exceeds the initial order quantity） at the end of the selling season. By stochastic comparisons, we systematically investigate the effects of demand magnitude and demand randomness on pricing and ordering quantity decisions as well as expected profit of the newsvendor, under both usual stochastic order （first order stochastic dominance） and convex order （less variable）. Our key findings include：（i） in contrary to the case where price is exogenous, a stochastically larger demand shock may even lead to a lower order quantity; （ii） a stochastically larger demand shock leads to a higher price for the additive demand case, but may lead to a lower price for the multiplicative demand case; （iii） a stochastically larger demand shock leads to a higher expected profit for both demand models; （iv） in general, a less variable demand leads to a higher expected profit for both demand models; and furthermore, a less variable demand shock has no effect on price for the additive demand model, but leads to a higher price for the multiplicative demand model. The implications of all these findings for pricing and order quantity are discussed in detail.

关键词： Price-dependent newsvendor stochastic comparison demand uncertainty pricing emergency supply option

Backstepping Approach to the Adaptive Regulator Design for a One-Dimensional Wave Equation with General Input Harmonic Disturbance

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Journal of Systems Science & Complexity 2017年第2期30卷 253-279页

作者： GUO Wei SHAO Zhi-Chao department of Applied Mathematics School of StatisticsUniversity of International Business and EconomicsBeijing 100029China

This paper considers the parameter estimation and stabilization of an unstable one-dimen- sional wave equation with matched general harmonic disturbance at the controlled end. The back- stepping method for infinite-dimensional system is adopted in the design of the adaptive regulator. It is shown that the resulting closed-loop system is asymptotically stable. Meanwhile, the estimated parameter is shown to be convergent to the unknown parameter as time unes tn ~n^nitv

关键词： Backstepping method distributed parameter system disturbance rejection stability.

STATE DERIVATIVE-FREE VARIABLE STRUCTURE MODEL REFERENCE ADAPTIVE CONTROL OF LINEAR PARABOLIC SYSTEMS

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Journal of Systems Science & Complexity 2013年第6期26卷 957-967页

作者： JIA Chaohua SHAO Zhi-Chao school of Mathematics and Systems Science Beihang University department of Applied Mathematics School of StatisticsUniversity of International Business and Economics

The problem of constructing a model dimensional parabolic system is considered in this reference adaptive control law for an uncertain 1- article. The controller designed here involves only the plant state but no its derivatives. A priori bounds on the plant＇s uncertain parameters are used to propose switching laws which serve as an adaptive mechanism. The exponential decay to zero of the state error with any prescribed rate is guaranteed by choosing a controller parameter correspondingly. Numerical studies are also presented to illustrate the applicability of the control law.

关键词： Distributed parameter systems model reference adaptive control parabolicsystems.

The Convergence of Set-Valued Scenario Approach for Downside Risk Minimization

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Journal of Systems Science & Complexity 2016年第3期29卷 722-735页

作者： JI Xiaodong ZHU Shushang department of economics College of BusinessHebei Normal University department of Finance and Investment Sun Yat-Sen Business SchoolSun Yat-Sen University

Scenario approach is a widely used tool in portfolio risk management,however,it often runs into dilemma when determining the distribution of asset returns with insufficient information,which will be used to simulate the *** the quality of generated scenarios are not guaranteed even when the distribution of asset returns is known exactly.A set-valued scenario approach was proposed by Zhu,et al.(2015)as a possible *** a necessary supplement of the results proposed by Zhu,et al.(2015),this paper theoretically investigates the convergent property of the numerical solution based on the set-valued scenario approach under the condition that the underlying distribution is known.

关键词： Convergence downside risk portfolio risk management set-valued scenarios.

Robust Assignment of Airport Gates with Operational Safety Constraints

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International Journal of Automation and computing 2016年第1期13卷 31-41页

作者： Shuo Liu Wen-Hua Chen Jiyin Liu department of Aeronautical and Automotive Engineering Loughborough University school of business and economics Loughborough University

This paper reviews existing approaches to the airport gate assignment problem （AGAP） and presents an optimization model for the problem considering operational safety constraints. The main objective is to minimize the dispersion of gate idle time periods （to get robust optimization） while ensuring appropriate matching between the size of each aircraft and its assigned gate type and avoiding the potential hazard caused by gate apron operational conflict. Genetic algorithm is adopted to solve the problem, An illustrative example is given to show the effectiveness and efficiency of the algorithm. The algorithm performance is further demonstrated using data of a terminal from Beijing Capital International Airport （PEK）.

关键词： Gate assignment problem operational safety constraints robust optimization conflict avoidance genetic algorithm.

Recursive Filter with Partial Knowledge on Inputs and Outputs

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International Journal of Automation and computing 2015年第1期12卷 35-42页

作者： Jinya Su Baibing Li Wen-Hua Chen department of Aeronautical and Automotive Engineering Loughborough University school of business and economics Loughborough University

This paper investigates the problem of state estimation for discrete-time stochastic linear systems, where additional knowledge on the unknown inputs is available at an aggregate level and the knowledge on the missing measurements can be described by a known stochastic distribution. Firstly, the available knowledge on the unknown inputs and the state equation is used to form the prior distribution of the state vector at each time step. Secondly, to obtain an analytically tractable likelihood function, the effect of missing measurements is broken down into a systematic part and a random part, and the latter is modeled as part of the observation noise. Then, a recursive filter is obtained based on Bayesian inference. Finally, a numerical example is provided to evaluate the performance of the proposed methods.

关键词： Bayesian inference Kalman filter missing measurements state estimation unknown inputs

COORDINATING PRICING AND INVENTORY DECISIONS IN A BOUNDED PRODUCTION SYSTEM WITH UNCERTAIN YIELD

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Journal of Systems Science and Systems Engineering 2010年第4期19卷 481-495页

作者： Juliang ZHANG Yongjian LI Minghui LAI department of Logistics Management School of Economics and Management Beijing Jiaotong University business school Nankai University Tianjin 300071 China

Most inventory researches assume that production level can fluctuate arbitrarily. However, large fluctuation of the production level in many firms may be much costly. This paper addresses the coordinating pricing and inventory control problem in a bounded production system with uncertain yield, in which the production level is constrained between a maximum and minimum level in each period and the price can be adjusted dynamically. We show that the optimal policy is the interval base-stock-list-price policy. Also, we study the impact of the production bounds and uncertainty of the yield on the production system. Numerical experiments are also performed to study the impact of parameters on the system.

关键词： Production system dynamic pricing inventory control uncertain yield

Reflection of Shock Fronts in a van der Waals Fluid

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Chinese Annals of Mathematics,Series B 2013年第6期34卷 927-956页

作者： Shuyi ZHANG Yaguang WANG business Information Management school Shanghai University of International Business and Economics department of Mathematics Shanghai Jiao Tong University

In this paper,the reflection phenomenon of a vapor shock front(both sides of the front are in the vapor phase)in a van der Waals fluid is *** the1-dimensional case and the multidimensional case are *** authors find that under certain conditions,the reflected wave can be a single shock,or a single subsonic phase boundary,or one weak shock together with one subsonic phase boundary,which depends on the strength of the incident *** is different from the known result for the reflection of shock fronts in a gas dynamical system due to Chen in 1989.

关键词： Shock Subsonic phase boundary Reflection Boundary value problem

Pfaffian Solutions and Resonant Interaction Properties of a Coupled BKP Lattice

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Communications in Theoretical Physics 2014年第8期61卷 235-244页

作者：赵海琼虞国富 business Information Management school Shanghai University of International business and economics department of Mathematics Shanghai Jiao Tong University

In this paper, we give a coupled lattice equation with the help of Hirota operators, which comes from a special BKP lattice. Two-soliton and three-soliton solutions to the coupled system are constructed. Furthermore,resonant interaction of the two-soliton solution is analyzed in detail. Under some special resonant condition, it is shown that low soliton can propagate faster than high one. Finally, the N-soliton solution is presented in the Pfaffian form.

关键词： Hirota method BKP equation soliton interaction Pfaffian identity