基于合格品率及返工有效率的计划投产量决策

在订单式生产人工作业系统(MTO/MOS)中,产品的质量和工人技能水平、工作态度、工作状态及激励、惩罚机制等密切相关.当遇到紧急插单、设备故障、工人流失等扰动时,产品的质量易受影响,使得产品合格率变动程度较大.为了满足订单需求,控制成本,须对不合格品进行返工.由于生产系统人员或设备的随机扰动性,使得返工有效率也有一定的变动范围.考虑当合格品率服从连续随机分布及返工有效率服从离散随机分布时,如何进行计划投产量建模及优化决策.应用上述模型于企业实践,验证了该模型的有效性,通过数据分析,得出了具有应用价值的有关规律,并对有关参数的变化进行敏感性分析.结论表明,为了使成本损失尽可能小,须加强有关成本控制,尽可能减少生产过程和返工过程的随机扰动性,提高合格品率及返工有效率.     

指数族广义非线性随机系数模型的变离差检验

指数族广义非线性随机系数模型是Smith &; Heitjan［１０］和 Wei et al［１１］所研究模型的推广。该文分别在模型离差 (dispersion) 的权不变和变异时，讨论了指数族 广义非线性随机系数模型的变离差的检验问题，得到了score检验统计量。并利用欧洲野兔数据，分别对正态分布模型、Γ 分布模型和 逆高斯分布模型说明检验方法的有效性。     

分层广义线性模型在准备金评估中的建模研究

考虑到赔付流量三角形数据同一事故年反复观测的纵向特征以及数据结构的层次性,建立了分层广义线性模型.与通常的随机模型相比,分层广义线性模型不但可以选择条件反应变量的分布而且风险参数分布范围也更加广泛.利用h-似然函数估计分层广义线性模型的模型参数,降低了计算量.为使模型具有可比性,评估模型的预测精度,推导了模型预测误差的估计式.为充分利用已知赔付信息,将赔付额和赔付次数两种赔付信息纳入未决赔款准备金评估模型,建立了两阶段分层广义线性模型.在线性预测量中考虑了各种固定效应和随机效应以及模型结构的散布参数,改进了线性预估量结构.研究表明:分层广义线性模型对于数据的各种分布及形式都具有很好的适应性,更加符合保险实务现实的赔付规律.     

具独立误差分布的线性模型的随机加权逼近

本文讨论了误差分布为相互独立但不同分布的线性模型。主要考察模型参数的线性组合的最小二乘估计的估计误差的统计特性并且找到了该误差的相应的随机加权统计量。还证明了在某些条件之下,随机加权分布逼近误差分布的阶数为n~(-1/2)。     

方差函数确定指数族的条件

本文以矩量问题的分布函数解为工具,给出了方差函数(V(m),M_0)确定REF(V(m),M)的充分必要条件.此外,作者还得到矩量问题有限支撑分布函数解存在的一个充分必要条件.     

考虑合格率的单周期产品供应链决策研究

本文研究由一个供应商和一个经销商组成的关于单周期产品的供应链系统。考虑产品具有随机合格率,并且合格率的分布是供应商的私人信息。在分布函数未知情况下比较研究了供应链三种竞争协调策略:供应商具有合格率私人信息,同时给予经销商价格折扣;供应商告诉经销商合格率分布但是不提供价格折扣;供应商管理经销商库存。比较分析和实例研究说明了三种策略对供应链整体绩效具有明显的优劣和实现帕累托优化的条件。     

半参数模型的密度函数估计

令X,X_1,…,X_n为一串彼此独立具有相同分布的k维随机向量序列,此分布的密度函数f(x)∈f■f■={f(x,θ):θ∈①■R~p}我们建立了f(x)的一个估计不论是参数模型(f∈f~0)成立与否皆几乎处处收敛到f(x)而且在f∈f~0时此估计比非参数估计要好,我们不仅考虑了正则条件也考虑了非正则条件。     

随机函数的几乎处处中心极限定理

设{X_n,n≥1}是独立同分布随机变量序列,EX_1=0,EX_1~2=1．设S_n=∑_i~n=1 X_i,T_N=T_N(X_1,…,X_n)是随机函数且T_N=AS_N+R_n．我们证明若supE|R_n|＜∞,R_n=o n~(1/2)a．s．或R_n=O(n~(1／2-2γ))a．s．(0＜γ＜1／8),则对随机函数T_n几乎处处中心极限定理(简记为ASCLT)和函数型几乎处处中心极限定理(简记为FASCLT)成立．由此作为推论,可得对U统计量、Von-Mises统计量、线性过程、移动平均过程、线性模型中误差方差估计、功率和、连续分布函数的乘积极限估计和分位点函数的乘积极限估计等均成立着ASCLT和FASCLT．     

基于联合估计方法的广义随机系数自回归模型的统计推断

本文利用联合估计函数方法(CEF)对广义随机系数自回归(GRCA)模型进行统计研究.应用联合估计函数方法得到广义随机系数自回归模型参数估计量,证明了提出的参数估计量的相合性和渐近正态性,利用数值模拟对提出的参数统计量进行对比分析,数值模拟结果表明,联合估计方法的参数估计量优于基于估计函数方法、伪极大似然方法、最小二乘方法的参数估计量,实证研究也说明CEF方法具有较好的效果.     

CVaR准则下两条供应链的促销努力竞争与链内协调研究

研究两条供应链相互竞争下决策者风险厌恶程度的影响和链内协调问题。针对两条分别由风险中性制造商和风险厌恶零售商组成、进行订货与促销竞争的可替代产品供应链,假定需求随机且依赖于促销努力水平与产品合格率,利用条件风险值(CVaR)方法和博弈理论建立了对应两条供应链均为分散式供应链(DD模式)、均为集中式供应链(II模式)、一条为分散式供应链一条为集中式供应链(DI模式)的EPEC、Nash和MPEC竞争决策模型,给出了三种模式下的竞争均衡决策、以及零售商为风险厌恶者时可实现链内协调的回购加促销补贴契约。进一步分析了零售商风险中性情况。最后的算例验证了模型的合理性和协调契约的有效性。研究表明,零售商越厌恶风险,其订货量越低;产品合格率越高,零售商的促销努力水平越大;供应链协调是供应链竞争下的占优策略。     

Integrated production planning and order acceptance under uncertainty: A robust optimization approach

The aim of this paper is to formulate a model that integrates production planning and order acceptance decisions while taking into account demand uncertainty and capturing the effects of congestion. Orders/customers are classified into classes based on their marginal revenue and their level of variability in order quantity (demand variance). The proposed integrated model provides the flexibility to decide on the fraction of demand to be satisfied from each customer class, giving the planner the choice of selecting among the highly profitable yet risky orders or less profitable but possibly more stable orders. Furthermore, when the production stage exceeds a critical utilization level, it suffers the consequences of congestion via elongated lead-times which results in backorders and erodes the firm’s revenue. Through order acceptance decisions, the planner can maintain a reasonable level of utilization and hence avoid increasing delays in production lead times. A robust optimization (RO) approach is adapted to model demand uncertainty and non-linear clearing functions characterize the relationship between throughput and workload to reflect the effects of congestion on production lead times. Illustrative simulation and numerical experiments show characteristics of the integrated model, the effects of congestion and variability, and the value of integrating production planning and order acceptance decisions.     

基于改进模拟退火算法的推动式生产-配送协调优化

为减小物资生产与配送不协调造成的成本及生产资源浪费,建立了考虑推动式生产调度的物资配送优化模型,并针对标准模拟退火算法受随机因素影响易陷入局部最优的缺点,设计带有回火与缓冷操作的改进模拟退火算法对模型求解,确定了优化的车辆配送路线以及物资生产计划。对比实验结果表明:相对于单纯的物资配送优化模型,考虑推动式生产调度的配送优化模型,能够有效减小物资滞留时间以及配送延误成本;相较于标准模拟退火算法,改进算法搜索到了更优解,且计算结果的标准差减小了93.42%,稳定性更好;同时,改进模拟退火算法具有较低的偏差率,在中小规模算例中求解质量较高,平均偏差率在0.5%以内。     

产出不确定条件下“公司+农户”型订单农业供应链协商模型研究

在农产品产出不确定性及零售价格受农产品产出率影响的条件下,研究了一类由风险规避农户和风险中性公司组成“公司+农户”型订单农业农产品供应链协调问题。在该农产品供应链中,农户和公司通过Nash协商谈判来分别决策最优的生产量和订单价格。研究结果表明,在农产品产出不确定及零售市场价格受农产品产出率影响的条件下,风险规避型农户和公司的Nash协商合作博弈存在均衡解。Nash协商谈判所达成的最优农产品产出量和订单价格均高于分散决策情形下的最优农产品产出量和订单价格。最优农产品产出量是关于农户风险规避度的单调增函数,而最优的订单价格是关于农户风险规避度的单调减函数。最后,通过与分散决策情形相比,证明了Nash协商谈判机制能够促使风险规避型农户和风险中性型公司均达到帕累托改进。     

A novel approach to safety stock management in a coordinated supply chain with controllable lead time using present value

This paper considers the management of safety stock in a coordinated single‐vendor single‐buyer supply chain under continuous review and Gaussian lead‐time demand. The lead time is supposed controllable, and shortages are not allowed. We follow the present value criterion by considering both inflation and time value of money. Our aim is to present a novel approach to optimizing the safety stock in such system. Under the conditions considered, the safety stock is typically determined according to the value assigned to the safety factor, which is thus treated as a parameter of the model, and not as a decision variable. In this paper, we take a different perspective by putting the order quantity and the safety factor in functional dependence through the adoption of a specific parameter. More precisely, we express the service level as a function of the number of admissible stockouts per time unit and the order quantity. This allows optimizing the safety stock taking into account the constraint on the number of admissible stockouts per time unit. We present both exact and approximated minimization algorithms. Numerical examples are finally shown to illustrate the effectiveness of the approximation algorithm, and to investigate the sensitivity of the model with respect to variations in some fundamental parameters. Copyright © 2015 John Wiley & Sons, Ltd.     

A minimax distribution-free procedure for a newsvendor problem with free shipping

In this paper, we study the optimal policies of retailers who operate their inventory with a single period model (i.e., newsvendor model) under a free shipping offer where a fixed shipping fee is exempted if an order quantity is greater than or equal to a given minimum quantity. Zhou et al. (2009) have explored this model, and we further investigate their analysis for the optimal ordering policies which they did not sufficiently develop. Based on the investigation, we extend the base model in order to deal with the practically important aspect of inventory management when the exact distribution function of demand is not available. We incorporate the aspect into the base model and present the optimal policies for the extended model with a numerical example. Finally, we conduct extensive numerical experiments to evaluate the performance of the extended model and analyze the impacts of minimum free shipping quantity and the fixed shipping fee on the performance.     

The impact of inspection errors,imperfect maintenance and minimal repairs on an imperfect production system

This paper develops an integrated model of production lot-sizing, maintenance and quality for considering the possibilities of inspection errors, preventive maintenance (PM) errors and minimal repairs for an imperfect production system with increasing hazard rates. In this study, a PM activity is imperfect in that a production system cannot be recovered as good as new and might cause the production system to shift to the out-of-control state with a certain probability. Numerical analyses are used to simulate the effect of changes in various parameters on the optimal solution for which the time that the process remains in the in-control state is assumed to follow a Weibull distribution. In addition, we investigate the effects of inspection errors and PM errors on the minimum total cost of the optimal inspection interval, inspection frequency and production quantity.     

An M/G/1 queue with two phases of service subject to the server breakdown and delayed repair

This paper deals with the steady-state behaviour of an M/G/1 queue with an additional second phase of optional service subject to breakdowns occurring randomly at any instant while serving the customers and delayed repair. This model generalizes both the classical M/G/1 queue subject to random breakdown and delayed repair as well as M/G/1 queue with second optional service and server breakdowns. For this model, we first derive the joint distributions of state of the server and queue size, which is one of chief objectives of the paper. Secondly, we derive the probability generating function of the stationary queue size distribution at a departure epoch as a classical generalization of Pollaczek–Khinchin formula. Next, we derive Laplace Stieltjes transform of busy period distribution and waiting time distribution. Finally, we obtain some important performance measures and reliability indices of this model.     

An economic production quantity inventory model involving fuzzy demand rate and fuzzy deterioration rate

Generally, in deriving the solution of economic production quantity (EPQ) inventory model, we consider the demand rate and deterioration rate as constant quantity. But in case of real life problems, the demand rate and deterioration rate are not actually constant but slightly disturbed from their original crisp value. The motivation of this paper is to consider a more realistic EPQ inventory model with finite production rate, fuzzy demand rate and fuzzy deterioration rate. The effect of the loss in production quantity due to faulty/old machine have also been taken into consideration. The methodology to obtain the optimum value of the fuzzy total cost is derived and a numerical example is used to illustrate the computation procedure. A sensitivity analysis is also carried out to get the sensitiveness of the tolarance of different input parameters.     

A stochastic aggregate production planning model in a green supply chain: Considering flexible lead times,nonlinear purchase and shortage cost functions

In this paper we develop a stochastic programming approach to solve a multi-period multi-product multi-site aggregate production planning problem in a green supply chain for a medium-term planning horizon under the assumption of demand uncertainty. The proposed model has the following features: (i) the majority of supply chain cost parameters are considered; (ii) quantity discounts to encourage the producer to order more from the suppliers in one period, instead of splitting the order into periodical small quantities, are considered; (iii) the interrelationship between lead time and transportation cost is considered, as well as that between lead time and greenhouse gas emission level; (iv) demand uncertainty is assumed to follow a pre-specified distribution function; (v) shortages are penalized by a general multiple breakpoint function, to persuade producers to reduce backorders as much as possible; (vi) some indicators of a green supply chain, such as greenhouse gas emissions and waste management are also incorporated into the model. The proposed model is first a nonlinear mixed integer programming which is converted into a linear one by applying some theoretical and numerical techniques. Due to the convexity of the model, the local solution obtained from linear programming solvers is also the global solution. Finally, a numerical example is presented to demonstrate the validity of the proposed model.     

最优过程均值和生产运行长度的确定

实际生产中,过程均值由于受到随机振荡的影响,经常从受控状态逐渐漂移到失控状态,从而导致大量不合格品的出现.针对这种情况,本文假定随机振荡次数服从泊松过程,每次振荡引起过程均值漂移相互独立且服从同一指数分布,结合不对称田口质量损失函数,建立了最佳初始过程均值的经济模型,并讨论了最优生产运行长度的确定.通过与初始过程均值设置在目标值处的情形比较,说明本文模型对降低生产成本的有效性。灵敏度分析表明了各参数对最优过程均值和生产运行长度的影响.