Dynamic inventory control with limited capital and short‐term financing

For most firms, especially the small‐ and medium‐sized ones, the operational decisions are affected by their internal capital and ability to obtain external capital. However, the majority of the literature on dynamic inventory control ignores the firm's financial status and financing issues. An important question that arises is: what are the optimal inventory and financing policies for firms with limited internal capital and limited access to external capital? In this article, we study a dynamic inventory control problem where a capital‐constrained firm periodically purchases a product from a supplier and sells it to a market with random demands. In each period, the firm can use its own capital and/or borrow a short‐term loan to purchase the product, with the interest rate being nondecreasing in the loan size. The objective is to maximize the firm's expected terminal wealth at the end of the planning horizon. We show that the optimal inventory policy in each period is an equity‐level‐dependent base‐stock policy, where the equity level is the sum of the firm's capital level and the value of its on‐hand inventory evaluated at the purchasing cost; and the structure of the optimal policy can be characterized by four intervals of the equity level. Our results shed light on the dynamic inventory control for firms with limited capital and short‐term financing capabilities.Copyright © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 184–201, 2014     

支持社会技术系统构造的程序设计模型和语言

互联网上越来越多软件系统呈现出社会与技术交融、环境多样和开放、系统动态和演化等特点,如何支持这类复杂软件系统的构造是软件工程面临的一项重要挑战。通过将社会技术系统视为多Agent组织,把社会组织学的概念和思想引入到面向Agent程序设计范畴,提出了以Agent、组织、角色和职位为核心的基于组织程序模型来支持社会技术系统的开发;通过对多Agent组织不同层次动态性的识别和分析,设计了一组程序设计机制来实现社会技术系统的动态演化;包括角色绑定和组合机制、基于角色的交互机制以及组织的自我管理机制。基于上述模型和机制,提出了社会技术系统程序设计语言OragentL,给出了OragentL程序在组织、角色和组合三个层次的语法形式定义,介绍了OragentL的编译器及其运行支撑环境OragentBurg,并通过案例分析和演示展示了研究成果的有效性。     

基于ANP的多目标网络目标重要度评估方法＊

针对多目标网络中重心的抽象性及不易打击的特点,分析影响重心的关键要素及其依赖关系,提出了基于改进网络分析法的多目标网络重心模型,利用该模型分析目标相对于重心的重要度。研究了该模型涉及的两个关键技术,即改进判断矩阵以提高决策的速度和克服决策的主观性,利用协调理论确定要素之间的依赖关系。以分析某地区多目标网络的过程为例,验证了该模型的有效性和合理性。     

目标规划的求解

目标规划的求解可采用图示法、单纯形法、分级法等,文中用Excel演示单纯形法和分级法。     

新型装备维修任务分配与保障资源规划分析方法研究

新型装备列装部队,对部队维修保障能力建设提出了更高更新的要求。为加速新型装备战斗力形成,急需一套科学、合理的方法用以确定装备维修任务和规划维修保障资源配置。针对这一问题,本文紧密结合我军实际,构建了新型装备维修任务分配与保障资源规划分析方法体系,规范了新型装备维修分析流程,并对分析过程中的关键技术进行了研究,最后开发了计算机辅助决策分析系统。     

线性规划问题新解——改进大M法

借鉴两阶段法的求解思路,在用单纯形法求解线性规划问题时,对大M法进行改进,提出一种新的算法.这种改进后的算法可以有效克服原来两种算法的不足,既能降低理解难度,又能提高算法的效率,保证算法的全局收敛性.     

军队人力资源培训问题的整数线性规划模型

文章研究了军队人力资源培训问题,并基于时间和费用两个指标,建立了一个满足培训时间约束且费用最省的0-1整数线性规划模型,给出了基于Lagrange松驰分解的模型求解算法。在算法中,采用一种简单可行的Lagrange乘子更新方法代替传统的次梯度法。另外,文章证明了算法获得最优解的两个充分条件,计算实例初步表明给出的算法是行之有效的。     

Dynamic lot‐sizing model with production time windows

We consider a dynamic lot‐sizing model with production time windows where each of n demands has earliest and latest production due dates and it must be satisfied during the given time window. For the case of nonspeculative cost structure, an O(nlogn) time procedure is developed and it is shown to run in O(n) when demands come in the order of latest production due dates. When the cost structure is somewhat general fixed plus linear that allows speculative motive, an optimal procedure with O(T⁴) is proposed where T is the length of a planning horizon. Finally, for the most general concave production cost structure, an optimal procedure with O(T⁵) is designed. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

On valuing appreciating human assets in services

This paper derives optimal policies for when to hire, train, and lay off employees in service organizations when worker productivity appreciates deterministically or stochastically under constant, monotonic, and cyclic service demand. The model, an extension of the machine replacement problem from the engineering economy literature, uses infinite horizon linear programming to produce optimal personnel planning strategies and dual prices that characterize the workforce's economic value. The effect of employee attrition is also considered. In its valuation of human assets, unlike pure accounting approaches that only try to measure, this paper proposes an approach to capture the interaction between firm decisions pertaining to human resources and human resource value. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Robust tower location for code division multiple access networks

Designing Code Division Multiple Access networks includes determining optimal locations of radio towers and assigning customer markets to the towers. In this paper, we describe a deterministic model for tower location and a stochastic model to optimize revenue given a set of constructed towers. We integrate these models in a stochastic integer programming problem with simple recourse that optimizes the location of towers under demand uncertainty. We develop algorithms using Benders' reformulation, and we provide computational results. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2007