Monitoring the market or the salesperson? The value of information in a multilayer supply chain

We study a supply chain in which a manufacturer relies on a salesperson to sell the products to the consumers. The sales outcome is determined by a random market condition and the salesperson's service level, both of which are privately observed by the salesperson. Apart from them, there are two types of resellers: a knowledgeable reseller observes the market condition, whereas a diligent reseller can monitor the service level. While delegating to a reseller enhances information acquisition, it may also result in double marginalization and inefficiency. We identify several operating regimes in which double marginalization can be eliminated via simple contracts and establish the benefit of monitoring the salesperson over monitoring the market. Our dominance result is not prone to our model characteristics regarding the complementarity of market condition and sales effort, the relative importance of adverse selection and moral hazard, and the contract form. We then generalize our model and re‐establish the dominance result in the presence of reseller's risk aversion or private monitoring expertise. We also quantify the performance gaps among different selling schemes under various scenarios. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

考虑抗拉强度的含外倾结构面岩质边坡稳定性分析

当前工程设计都是将边坡失稳破坏看成整体的剪切破坏即M-C剪切破坏,基本不考虑岩土体本身抗拉强度.而岩质边坡真实的破坏应该是张拉-剪切复合破坏,不应是传统不考虑抗拉强度的单一剪切破坏模式.利用FLAC3D软件,基于张拉-剪切复合破坏准则对岩体和结构面强度参数同时进行强度折减,与只考虑抗剪强度的情况进行比较来研究抗拉强度对...     

A branch‐and‐cut algorithm for the quay crane scheduling problem in a container terminal

The quay crane scheduling problem consists of determining a sequence of unloading and loading movements for cranes assigned to a vessel in order to minimize the vessel completion time as well as the crane idle times. Idle times originate from interferences between cranes since these roll on the same rails and a minimum safety distance must be maintained between them. The productivity of container terminals is often measured in terms of the time necessary to load and unload vessels by quay cranes, which are the most important and expensive equipment used in ports. We formulate the quay crane scheduling problem as a vehicle routing problem with side constraints, including precedence relationships between vertices. For small size instances our formulation can be solved by CPLEX. For larger ones we have developed a branch‐and‐cut algorithm incorporating several families of valid inequalities, which exploit the precedence constraints between vertices. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

On the asymptotic optimality of algorithms for the flow shop problem with release dates

We consider the nonpermutation flow shop problem with release dates, with the objective of minimizing the sum of the weighted completion times on the final machine. Since the problem is NP‐hard, we focus on the analysis of the performance of several approximation algorithms, all of which are related to the classical Weighted Shortest Processing Time Among Available Jobs heuristic. In particular, we perform a probabilistic analysis and prove that two online heuristics and one offline heuristic are asymptotically optimal. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005.     

Bayesian sampling plans for exponential distributions with interval censored samples

This article studies the problem of designing Bayesian sampling plans (BSP) with interval censored samples. First, an algorithm for deriving the conventional BSP is proposed. The BSP is shown to possess some monotonicity. Based on the BSP and using the property of monotonicity, a new sampling plan modified by the curtailment procedure is proposed. The resulting curtailed Bayesian sampling plan (CBSP) can reduce the duration time of life test experiment, and it is optimal in the sense that its associated Bayes risk is smaller than the Bayes risk of the BSP if the cost of the duration time of life test experiment is considered. A numerical example to compute the Bayes risks of BSP and CBSP and related quantities is given. Also, a Monte Carlo simulation study is performed to illustrate the performance of the CBSP compared with the BSP. The simulation results demonstrate that our proposed CBSP has better performance because it has smaller risk. The CBSP is recommended. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 604–616, 2015     

Newsvendor problems with sequentially revealed demand information

This article analyzes a capacity/inventory planning problem with a one‐time uncertain demand. There is a long procurement leadtime, but as some partial demand information is revealed, the firm is allowed to cancel some of the original capacity reservation at a certain fee or sell off some inventory at a lower price. The problem can be viewed as a generalization of the classic newsvendor problem and can be found in many applications. One key observation of the analysis is that the dynamic programming formulation of the problem is closely related to a recursion that arises in the study of a far more complex system, a series inventory system with stochastic demand over an infinite horizon. Using this equivalence, we characterize the optimal policy and assess the value of the additional demand information. We also extend the analysis to a richer model of information. Here, demand is driven by an underlying Markov process, representing economic conditions, weather, market competition, and other environmental factors. Interestingly, under this more general model, the connection to the series inventory system is different. © 2012 Wiley Periodicals, Inc. Naval Research Logistics 2012     

警报关联图：一种网络脆弱性量化评估的新方法

作为一种基于模型的脆弱性分析技术,攻击图能够识别网络中存在的脆弱性和它们之间的相互关系,分析出可能的攻击路径和潜在威胁.论文在攻击图的基础上提出了警报关联图的概念,利用攻击图中蕴含的脆弱性先验知识,将实时IDS警报信息映射到攻击路径,动态反映攻击进程和攻击者意图.在此基础上提出了一种基于警报关联图的网络脆弱性量化评估方法,通过计算警报关联边的权值对网络脆弱性进行动态分析,这种方法结合了静态的网络脆弱性先验知识和动态变化的攻击者意图,能有效反映网络脆弱性在动态攻击情况下的变化.     

A standardized scan statistic for detecting spatial clusters with estimated parameters

The scan statistic based on likelihood ratios (LRs) have been widely discussed for detecting spatial clusters. When developing the scan statistic, it uses the maximum likelihood estimates of the incidence rates inside and outside candidate clusters to substitute the true values in the LR statistic. However, the parameter estimation has a significant impact on the sensitivity of the scan statistic, which favors the detection of clusters in areas with large population sizes. By presenting the effects of parameter estimation on Kulldorff's scan statistic, we suggest a standardized scan statistic for spatial cluster detection. Compared to the traditional scan statistic, the standardized scan statistic can account for the varying mean and variance of the LR statistic due to inhomogeneous background population sizes. Extensive simulations have been performed to compare the power of the two cluster detection methods with known or/and estimated parameters. The simulation results show that the standardization can help alleviate the effects of parameter estimation and improve the detection of localized clusters. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

Irreducibility of joint inventory positions in an assemble‐to‐order system under (r,nQ) policies

In a typical assemble‐to‐order system, a customer order may request multiple items, and the order may not be filled if any of the requested items are out of stock. A key customer service measure when unfilled orders are backordered is the order‐based backorder level. To evaluate this crucial performance measure, a fundamental question is whether the stationary joint inventory positions follow an independent and uniform distribution. In this context, this is equivalent to the irreducibility of the Markov chain formed by the joint inventory positions. This article presents a necessary and sufficient condition for the irreducibility of such a Markov chain through a set of simultaneous Diophantine equations. This result also leads to sufficient conditions that are more general than those in the published reports. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011