多部件采购外包的两阶段均衡投标策略

本文考虑一个由单个制造商和多个供应商群体组成的供应链——该制造商需要采购多个部件,对于每个部件在市场上均存在多个供应商。不同于传统的从各供应商群体分别采购各个部件,制造商考虑将所有部件的采购整体外包给某个供应商。在第一阶段,制造商使用一级价格密封投标的逆向拍卖来确定赢得整体采购合约的供应商。接下来,第一阶段投标的获胜者生产其所能供应的部件,并使用逆向拍卖向第一阶段中未获胜的其他竞标者采购其余部件。我们分析了供应商在两个阶段的均衡竞价策略,并比较了制造商在亲自逐件采购和外包整体采购两种情况下的期望采购成本。我们证明了在两种机制下制造商的总的期望采购成本相等。     

基于Fréchet Copula的欧式脆弱期权定价

运用Fréchet Copula和相关性测度Kendallτ来刻画脆弱期权行权概率与对手方违约之间的相关结构,并给出了欧式脆弱看涨期权价格的闭形式表达式.然后由Kendallτ和标的资产价格与执行价格比率的不同数值,对欧式脆弱看涨期权的价格进行了数值计算和敏感性分析.结果表明,随着τ值的增加和标的资产价格与执行价格比率的降低,欧式脆弱看涨期权的价值相应地呈下降趋势,这与理论结果和实际都是相符的.     

An estimation of distribution algorithm for lot-streaming flow shop problems with setup times

Lot-streaming flow shops have important applications in different industries including textile, plastic, chemical, semiconductor and many others. This paper considers an n-job m-machine lot-streaming flow shop scheduling problem with sequence-dependent setup times under both the idling and no-idling production cases. The objective is to minimize the maximum completion time or makespan. To solve this important practical problem, a novel estimation of distribution algorithm (EDA) is proposed with a job permutation based representation. In the proposed EDA, an efficient initialization scheme based on the NEH heuristic is presented to construct an initial population with a certain level of quality and diversity. An estimation of a probabilistic model is constructed to direct the algorithm search towards good solutions by taking into account both job permutation and similar blocks of jobs. A simple but effective local search is added to enhance the intensification capability. A diversity controlling mechanism is applied to maintain the diversity of the population. In addition, a speed-up method is presented to reduce the computational effort needed for the local search technique and the NEH-based heuristics. A comparative evaluation is carried out with the best performing algorithms from the literature. The results show that the proposed EDA is very effective in comparison after comprehensive computational and statistical analyses.     

The association between job skill discretion, decision authority and burnout

This paper reports on the relationship between dimensions of control (skill discretion and decision authority) and burnout (emotional exhaustion, depersonalization, and reduced personal accomplishment) among 164 human service workers. It examines the differential influence of job demands, control (skill discretion and decision authority) and social support (supervisor, co-workers, others) on each burnout dimension. Then it examines the moderating effects of higher skill discretion, higher decision authority, and higher social support on burnout. Low skill discretion was found to be associated with high emotional exhaustion and depersonalization and low personal accomplishment. The effects of decision authority were not statistically significant. High job demands were associated with high emotional exhaustion only. Social support (supervisor, co-worker, and others) was not associated with burnout when demographic variables and job characteristics were controlled for. Neither dimension of control moderated the impact of high job demands on burnout. Social support did not moderate the impact of high demands, low skill discretion, or low decision authority on any burnout dimension. The full model explained 44% of the variance in emotional exhaustion, 25% in depersonalization, and 42% in personal accomplishment. Despite its limitations, the study suggests that the Job Demand-Control model may provide a useful theoretical foundation for the study of burnout, but that the control dimensions need to be evaluated independently since they appear to be differentially related to the burnout dimensions.     

The Job Demands-Job Control Model and absence behaviour: results of a 3-year longitudinal study

Empirical results of earlier studies only marginally supported the relevance of Karasek's Job Demands-Job Control Model for absence behaviour. Since longitudinal studies with respect to these relations were largely lacking, a four-wave panel study was carried out using data from 1755 male employees of a technical maintenance firm in the public sector. Job demands, job control, physical working conditions, and the employee's age, education, and health were measured in one year and absenteeism in the same year and in the next 3 years. Data were analysed with linear regression and Poisson regression techniques. The Poisson regression technique was superior to the linear regression technique in explaining absence. Age, health and prior absence were the best predictors of later absence behaviour. With respect to the Job Demands-Job Control Model, the main findings of the study were (1) that job control was significantly associated with a low number of simultaneous and later absence days, and (2) that, contrary to expectations, job demands were also related to a low number of simultaneous and later absence days. These results hold when age, health, education, prior absence, and working conditions are controlled for. Job control and job demands did not predict later absence frequency. In the discussion it is suggested that a high level of job demands may not only be harmful for the well-being of employees but also work as 'a pressure to attend'.     

Assessing Antecedents of Socially Responsible Supplier Selection in Three Global Supply Chain Contexts

A number of highly publicized, controversial lapses in social responsibility within global supply chains have forced managers and scholars to reexamine long‐held perspectives on supplier selection. Extending Carter and Jennings’ department‐level study of purchasing social responsibility, our research assesses the role of supply managers’ ethical intentions and three key antecedents that drive socially responsible supplier selection. Comparing evidence from firms operating in China, the United States, and the United Arab Emirates, we identify three key drivers of supply managers’ ethical intentions and examine both their direct and indirect impacts on socially responsible supplier selection. We find differential support for the predictor relationships on supply manager ethical intentions across national contexts and mediated versus nonmediated models. These observations bear important implications for firms conducting global supply management.     

Looking Inside Glitch Mitigation Capability: The Effect of Intraorganizational Communication Channels

Manufacturers can reduce the occurrence of glitches in their operations by building capabilities to prevent them, yet mitigation capabilities are also needed to contain the effects of the glitches that will still inevitably occur every now and then. We examine the glitch mitigation capability of a production process from an information‐processing perspective and propose that (i) the impact of operational glitches on delivery performance is contingent on the formalization of intrafirm communication channels and (ii) this effect is stronger when formal communication channels are complemented with informal channels. We test our model in a sample of 163 make‐to‐order production processes and find support for the first hypothesis and partial support for the second hypothesis. The statistical analyses also reveal nonhypothesized empirical regularities, which we explore through an additional qualitative study based on 34 site visits and 30 interviews with production planners. The results have practical implications for the design of intraorganizational communication channels, and they also contribute to the research on organizational resilience and communications by showing that when coping with disruptions, the formal communication channels have advantages that are seldom discussed in the literature or recognized by practitioners.     

基于过程划分的可再生能源技术扩散模型

把握技术扩散的机理和主要特征是可再生能源发展规划和管理优化的基础。本文基于信息扩散、技术经济、社会认可度等因素对可再生能源技术的影响及其作用机理分析,根据投资者状态变化,将技术扩散过程划分为技术获悉、效益计算和技术认可三个阶段,构建了可再生能源技术扩散(即潜在投资者转变为最终投资者)过程的数理模型。探讨了可再生能源技术扩散的速度有限性、政策效率递减性以及区域差异性三个关键特征,结合算例验证模型并进一步分析了技术扩散的不同驱动力,从而为可再生能源技术扩散机理政策制定提供理论支持和意见建议。     

不确定需求下考虑资金约束的生鲜农产品政府补贴策略

针对需求不确定环境下政府如何对生鲜农产品供应链进行补贴的问题,在考虑财政资金的约束下,分别构建了无政府补贴、采购补贴和销售补贴三种情形下的博弈模型。通过对比分析得出了政府的最优补贴策略,并分析了补贴策略对生鲜供应链最优决策的影响,最后用数值算例进一步说明了不同补贴策略对不同类型生鲜农产品的影响。研究发现,补贴策略的选择与财政预算密切相关。在财政预算充裕时,两种补贴策略都有效且可行,都能平抑物价、增加供给、拉动需求;从改善社会整体福利的角度,采购补贴为最优策略;从补贴资金效率的角度,销售补贴为最优策略。在销售补贴预算充裕而采购补贴预算存在缺口时,销售补贴为最优策略。在财政预算不足时,政府的最优策略就是不干涉市场的运营。     

基于工序异质性的关键链项目缓冲监控

通过关键链项目缓冲监控可以防止缓冲在项目执行阶段被浪费,并保证项目的工期,有效的监控方法有利于提升项目的整体绩效。为了克服统一缓冲监控方法的不足,在保证项目工期的基础上,本文考虑成本因素对项目的影响,提出了一种基于工序成本和工期敏感度的差别动态缓冲监控模型。该模型考虑工序异质性将工序划分为成本敏感型工序和工期敏感型工序,根据工序的综合感知效用进行缓冲监控分配,并结合敏感度对不同类型的工序设置不同的监控基准点和纠偏措施。仿真结果表明,差别监控相对于统一的监控模式有利于实现项目工期和成本的双优化,验证了本文方法的有效性。