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91.
We examine capacity allocation mechanisms in a supply chain comprising a monopolistic supplier and two competing retailers with asymmetric market powers. The supplier allocates limited capacity to retailers according to uniform, proportional, or lexicographic mechanism. We study the impact of these allocation mechanisms on supplier pricing decisions and retailer ordering behavior. With individual order size no greater than supplier capacity, we show that all three mechanisms guarantee equilibrium ordering. We provide precise structures of retailer ordering decisions in Nash and dominant equilibria. Further, we compare the mechanisms from the perspective of the supplier, the retailers, and the supply chain. We show that regardless of whether retailer market powers are symmetric, lexicographic allocation with any priority sequence of retailers is better than the other two mechanisms for the supplier. Further, under lexicographic allocation, the supplier gains more profit by granting higher priority to the retailer with greater market power. We also extend our study to the case with multiple retailers. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 85–107, 2017 相似文献
92.
Augmented nested sampling for stochastic programs with recourse and endogenous uncertainty
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We propose a novel simulation‐based approach for solving two‐stage stochastic programs with recourse and endogenous (decision dependent) uncertainty. The proposed augmented nested sampling approach recasts the stochastic optimization problem as a simulation problem by treating the decision variables as random. The optimal decision is obtained via the mode of the augmented probability model. We illustrate our methodology on a newsvendor problem with stock‐dependent uncertain demand both in single and multi‐item (news‐stand) cases. We provide performance comparisons with Markov chain Monte Carlo and traditional Monte Carlo simulation‐based optimization schemes. Finally, we conclude with directions for future research. 相似文献
93.
研究了具有HollingⅡ功能性反应的纯时滞的两捕食者、一食饵生物系统,通过构造合理的Lyapunov函数讨论了系统的全局吸引性,并得到系统持续生存的充分条件。 相似文献
94.
在处理非线性滤波问题时,常用的几种通过模型近似或计算近似的滤波方法均在某种特定的情况下具有适用性.近年来随着计算机处理能力的快速发展,提出了序列蒙特卡罗滤波方法,因其在处理复杂的非线性和非高斯问题时表现出强大的潜力而引起广泛关注.详述了序列蒙特卡罗滤波算法的基本思想和原理,对其关键技术进行了归纳分析,并指出了该方法亟待解决的一些难点问题. 相似文献
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96.
We introduce the concept of a sequential double window procedure and compare the resulting acceptance test with both a fixed sample size method as well as with the Wald sequential probability ratio test. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2004 相似文献
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Ikuo Arizono Akihiro Kanagawa Hiroshi Ohta Kyouko Watakabe Kouji Tateishi 《海军后勤学研究》1997,44(6):591-603
Taguchi has presented an approach to quality improvement in which reduction of deviation from the target value is the guiding principle. In this approach any measured value x of a product characteristic X brings a loss to consumer in general, where the loss is expressed as a quadratic form with respect to the difference between the measured value x and the target value T of a product characteristic. Then, it is natural to reject the lot which may bring a large loss to consumer. This concept induces us to construct new variable sampling plans based on the Taguchi's loss criterion. In this article, a design procedure of the sampling plans for assuring the loss in the Taguchi's method is proposed. Some numerical results based on the proposed design procedures are illustrated. © 1997 John Wiley & Sons, Inc. Naval Research Logistics 44: 591–603 (1997) 相似文献
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为简化炸点均匀分布条件下对集群目标射击效率计算的表达式,采用"化四个象限积分为一个象限积分"的方法,导出射击幅员在正面和纵深上覆盖集群目标比值数学期望的积分表达式,在此基础上讨论对单个目标毁伤概率计算公式和对集群目标毁伤百分比计算的近似公式,导出射击幅员在正面和纵深上覆盖集群目标比值二阶矩的积分表达式,给出了对集群目标射击效率的算例。结论改进了对集群目标射击效率计算的方法。 相似文献