Oligopolistic contracting: Channel coordination under competition

We study contracts between a single retailer and multiple suppliers of two substitutable products, where suppliers have fixed capacities and present the retailer cost contracts for their supplies. After observing the contracts, the retailer decides how much capacity to purchase from each supplier, to maximize profits from the purchased capacity from the suppliers plus his possessed inventory (endowment). This is modeled as a noncooperative, nonzero‐sum game, where suppliers, or principals, move simultaneously as leaders and the retailer, the common agent, is the sole follower. We are interested in the form of the contracts in equilibrium, their effect on the total supply chain profit, and how the profit is split between the suppliers and the retailer. Under mild assumptions, we characterize the set of all equilibrium contracts and discuss all‐unit and marginal‐unit quantity discounts as special cases. We also show that the supply chain is coordinated in equilibrium with a unique profit split between the retailer and the suppliers. Each supplier's profit is equal to the marginal contribution of her capacity to supply chain profits in equilibrium. The retailer's profit is equal to the total revenue collected from the market minus the payments to the suppliers and the associated sales costs.     

基于博弈论的装备科研、购置、维修经费比例关系优化分析

通过不同时期国家战略部署、科研发展情况及经济承受能力对装备经费分配的影响分析,采用博弈的方法,建立了装备科研、购置和维修费之间的比例关系优化模型,给出了寻求纳什均衡点的迭代算法,并进行了仿真计算.仿真结果证明了该方法的可行性与正确性.     

基于模糊事件的入侵检测模型

对模糊入侵事件进行了描述,分析了模糊入侵事件间的相似性,提出了基于模糊ECA规则的入侵检测知识表示方法,并阐述了模糊ECA规则的分析过程,以解决入侵行为的不确定性。     

装备采办中的讨价还价博弈模型

竞争性谈判是一种重要的武器装备采办方式,军方与承包商之间的谈判是一个重复博弈过程,双方谈判的本质是讨价还价。分析了轮流出价的讨价还价模型,对轮流出价博弈的子博弈精炼均衡进行了论述;在轮流出价模型的基础上建立了同时出价的讨价还价模型,并对2种模型的特点进行了分析;通过案例对2个模型的均衡结果进行了对比。分析结果显示：同时出价的讨价还价模型更能有效解决实际问题,更具有现实意义。     

An integrated electric power supply chain and fuel market network framework: Theoretical modeling with empirical analysis for New England

In this article, we develop a novel electric power supply chain network model with fuel supply markets that captures both the economic network transactions in energy supply markets and the physical network transmission constraints in the electric power network. The theoretical derivation and analysis are done using the theory of variational inequalities. We then apply the model to a specific case, the New England electric power supply chain, consisting of six states, five fuel types, 82 power generators, with a total of 573 generating units, and 10 demand market regions. The empirical case study demonstrates that the regional electric power prices simulated by our model match the actual electricity prices in New England very well. We also compute the electric power prices and the spark spread, an important measure of the power plant profitability, under natural gas and oil price variations. The empirical examples illustrate that in New England, the market/grid‐level fuel competition has become the major factor that affects the influence of the oil price on the natural gas price. Finally, we utilize the model to quantitatively investigate how changes in the demand for electricity influence the electric power and the fuel markets from a regional perspective. The theoretical model can be applied to other regions and multiple electricity markets under deregulation to quantify the interactions in electric power/energy supply chains and their effects on flows and prices. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

Information security: Designing a stochastic‐network for throughput and reliability

Todas information and communication network requires a design that is secure to tampering. Traditional performance measures of reliability and throughput must be supplemented with measures of security. Recognition of an adversary who can inflict damage leads toward a game‐theoretic model. Through such a formulation, guidelines for network designs and improvements are derived. We opt for a design that is most robust to withstand both natural degradation and adversarial attacks. Extensive computational experience with such a model suggests that a Nash‐equilibrium design exists that can withstand the worst possible damage. Most important, the equilibrium is value‐free in that it is stable irrespective of the unit costs associated with reliability vs. capacity improvement and how one wishes to trade between throughput and reliability. This finding helps to pinpoint the most critical components in network design. From a policy standpoint, the model also allows the monetary value of information‐security to be imputed. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

Approximating the nondominated frontiers of multi‐objective combinatorial optimization problems

Finding all nondominated vectors for multi‐objective combinatorial optimization (MOCO) problems is computationally very hard in general. We approximate the nondominated frontiers of MOCO problems by fitting smooth hypersurfaces. For a given problem, we fit the hypersurface using a single nondominated reference vector. We experiment with different types of MOCO problems and demonstrate that in all cases the fitted hypersurfaces approximate all nondominated vectors well. We discuss that such an approximation is useful to find the neighborhood of preferred regions of the nondominated vectors with very little computational effort. Further computational effort can then be spent in the identified region to find the actual nondominated vectors the decision maker will prefer. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

基于网络和主机相结合的入侵检测技术

首先介绍了基于主机和基于网络的两种入侵检测系统的功能原理 ,在分析这两种系统功能原理的基础上 ,提出了基于网络和主机相结合入侵检测系统的工作流程和工作原理 ,进而阐明了当系统检测到有入侵情况下的应对措施 ,采用人工神经网络的入侵检测算法 ,提高了对入侵类型的判别能力 ,保证应对措施的正确 ,确保了系统的安全性。     

Optimal switchover times between two activities utilizing the same resource

The “gold‐mining” decision problem is concerned with the efficient utilization of a delicate mining equipment working in a number of different mines. Richard Bellman was the first to consider this type of a problem. The solution found by Bellman for the finite‐horizon, continuous‐time version of the problem with two mines is not overly realistic since he assumed that fractional parts of the same mining equipment could be used in different mines and this fraction could change instantaneously. In this paper, we provide some extensions to this model in order to produce more operational and realistic solutions. Our first model is concerned with developing an operational policy where the equipment may be switched from one mine to the other at most once during a finite horizon. In the next extension we incorporate a cost component in the objective function and assume that the horizon length is not fixed but it is the second decision variable. Structural properties of the optimal solutions are obtained using nonlinear programming. Each model and its solution is illustrated with a numerical example. The models developed here may have potential applications in other areas including production of items requiring the same machine or choosing a sequence of activities requiring the same resource. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 186–203, 2002; DOI 10.1002/nav.10008