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主办:中国优选法统筹法与经济数学研究会
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Table of Content

    28 December 2001, Volume 9 Issue 6 Previous Issue    Next Issue
    Bullwhip Effect and Assess of the Information Sharing Under ARIMA(0,1,1)Demand
    ZHANG Qin, DA Qin-li, SHEN Hou-cai
    2001, (6):  1-6. 
    Abstract ( 2661 )   PDF (1398KB) ( 2708 )   Save
    The paper considers a two echelon supply chain which contains a single supplier and one retailer.It studies bullwhip effect and values of the information sharing between the supplier and the retailer under ARIMA(0,1,1)demand,and compares the differences before and after information sharing.The results show that information sharing can bring the benefits such as mitigating bullwhip effect,decreasing on hand inventories and reducing the cost for the supplier.
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    Empirical Test on Convertible Bond Pricing Model under Stochastic Interest Rate
    FAN Xin-ting, FANG Zhao-ben
    2001, (6):  7-14. 
    Abstract ( 2238 )   PDF (1131KB) ( 2632 )   Save
    This paper does empirical test on convertible bond pricing model under stochastic interest rate In the market without short position prohibition,as for the in the value convertible bonds,the model can get satisfactory pricing directly As for the out of the money convertible bonds,the model can’t get satisfactory pricing until it takes intent default risk into account and adds risk premium in In the market with short position prohibition,such as Chinese domestic financial market,the model can only provide some pricing information for the convertible bonds just in converting period.
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    Combined Optimum Gray Neural Network Model of the Seasonal Powerload Forecasting with the Double Trends
    NIU Dong-xiao, QI Jian-xun, XING Mian
    2001, (6):  15-20. 
    Abstract ( 2140 )   PDF (1456KB) ( 2318 )   Save
    For the seasonal power load forecasting with the double trends of increasing and fluctuating,it is proposed first for the combined optimum gray neural network model of seasonal load forecasting We study the problem of complex seasonal load forecasting with double nonlinear trends The optimum model is better than the tow load forecasting models with one development trend An application case of the power load forecasting is given We provide a new and effective method for the seasonal power load forecasting.
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    A Research on Social Welfare Maximization and Resource Expenditure Minimization Considering the Money Metric Social Welfare Function
    MENG Qing-chun, WANG Jian-min
    2001, (6):  21-25. 
    Abstract ( 2220 )   PDF (1702KB) ( 2391 )   Save
    In this paper we use the money metric social welfare function to give the social welfare maximization model and the resource expenditure minimization model after adding the efficiency constraint condition on the base of document[1],then discuss their relation,at last give the excise rates,the individual income tax rates and the subsidy rates,and indicate the relation between the social welfare maximization point and Pareto efficiency.
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    A Trust Region Algorithm for Solving Optimization Problem with Equality Constraints
    DONG Ji-chang, SHI Jian-ming, WANG Shou-yang, XUE Yi
    2001, (6):  26-30. 
    Abstract ( 2157 )   PDF (1709KB) ( 2125 )   Save
    A trust region algorithm is presented for solving optimization problem with equality constraints The algorithm uses the Byrd and Omojokun scheme to compute the steps,and decomposes the trial steps into two components:normal component and tangential component But it differs from the Byrd and Omojokun algorithm with a reduced dimension approach in computing each tangential component Global convergence can be proved under some mild assumptions.
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    On Fuzzy Forecast of Sales Volume of Enterprise Product
    QIAO Zhong, CHEN Xin-hui, LIU Shi-qiu
    2001, (6):  31-35. 
    Abstract ( 2690 )   PDF (1290KB) ( 2117 )   Save
    Based on the analysis of all existed forecast models on sales volume,the reason of the fuzzy forecast adopted is stated,the algorithm of fuzzy forecast model is provided At last,the model is tested and the result shows the model is very efficient.
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    Study on the Fundamental Methods of Defining Road Charge Criterion
    YUAN Jian-bo, ZHANG Qi-sen
    2001, (6):  36-42. 
    Abstract ( 1874 )   PDF (761KB) ( 1885 )   Save
    Based on traffic demand analysis of toll road this paper establishes the traffic demand functions of toll road through the scientific hypothesis This study also comes up with a series of fundamental methods of defining road charge criterion and confirming various vehicles’toll proportion In addition,this study discusses the essential principles of defining road charges criterion and compares several charges criterions from the economic prospectuses.
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    Constructing Modern Enterprise Problem Solving Environment
    DAI Guo-Zhong, YE Zhi-Bao, WANG Hong-An, ZHANG Jing-tao
    2001, (6):  43-48. 
    Abstract ( 1929 )   PDF (502KB) ( 1936 )   Save
    To keep indefectible in the competitive market,modern enterprises must change its’business process to adapt to the change of the outside.It is just what’s the meaning of BPCI.Enterprises can not implement BPCI without IT’s support.The information technology architecture which supports BPCI and modeling technology are presented in this paper.The validity of our approach has been demonstrated by means of an implementation that we have realized as an industrial project for Changling and Jinling Nanjing Oil refining factories funded by National Ninth Five Years Advanced Science.and Technology Program.
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    A Layer Model Method-Based Group Decision Support System in Internet or Intranet Environment
    CHENG Xiao-hong, ZHOU Yan-ju
    2001, (6):  49-57. 
    Abstract ( 2125 )   PDF (1076KB) ( 1911 )   Save
    Technology development brings a lot of opportunities for researching and designing group decision support systems(GDSS) However,lacking of systematic and logistic method may induce GDSS study getting into the state of mixing many technologies only It is not a reusable system Based on summarizing research background and thoughts of layer model method,this paper suggests that the concept structure of GDSS in Internet or Intranet environment is delaminated into application layer,task layer,functional layer and physical layer Characteristics and structure of task layer,functional layer and GDSS generator are analyzed in detail.
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    A Model Based on Alternative Similarity Scale for Uncertain Multi Attribute Decision Making
    SUN Zai-dong, XU Ze-shui, DA Qing-li
    2001, (6):  58-62. 
    Abstract ( 2419 )   PDF (1392KB) ( 2581 )   Save
    In this paper,a new index alternative similarity scale is proposed,and a model based on this index for multi attribute decision making with incomplete information is presented A numerical example is also given to show the reasonability and feasibility of the model.
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    An Application of Self-managed Team in Enterprises
    XIAO Yu-chun
    2001, (6):  63-67. 
    Abstract ( 2459 )   PDF (831KB) ( 3904 )   Save
    In the latter half of the 20th century,a great upsurge in organizational development in the whole world has been appearing The representatives are the theories of both the Learning Organization and the Reengineering Corporation The Self managed Team is the most famous organizational format during the theories The origin and characteristic of the self managed team are discussed and analyzed,some strategies how to apply the Self managed Team are put forward and some problems that should be solved when we build the self managed team are pointed out in this essay.
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    Price Discrimination and Transfer Pricing in the Integrated Firm
    WANG Xian-yu, XIAO Yu-ming, ZHONG Sheng
    2001, (6):  68-72. 
    Abstract ( 2509 )   PDF (1092KB) ( 2777 )   Save
    In this paper,we discuss the theoretical basis of the price discrimination executed in internal firm market management from the adverse elasticity method Then we give the method how to determine internal transfer prices with Nash bargaining solution;and on the basis of it,construct the profit pricing method in the interior of a firm.
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    System Analysis and Design of Flood Control Decision Support System Based on GIS
    HUANG Shi-feng, LI Ji-ren
    2001, (6):  73-80. 
    Abstract ( 2090 )   PDF (711KB) ( 2251 )   Save
    Flood Control Decision Supporting System(FCDSS),as a synthetic nonstructural measure for flood control and hazard reduction,is an important tool in performing the scientific and modernized management in flood control direction In this paper,based on system analysis of FCDSS,the function of GIS in FCDDSS has been described,and system design of FCDDSS based on GIS has been discussed,including data base design,model base design,and system integration.
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