择优分配最优化原理及其应用

本文讨论在资源约束条件下如何分配使产出的效果极大。从最简单的两块土地分配化肥使增产的粮食极大化开始，在边际上不断调整，得出一般约束条件下的最优化方法，即拉格朗日乘子法。此优化原理更可以推广到动态过程，借用物理学中的捷降线问题，把落差看成资源，在逐步分配落差中使旅程的时间最短，进而把动态问题一般化，推导出变分法中的欧拉方程。择优分配原理可以将拉氏乘数法和欧拉方程都解释为资源的优化配置问题，从而给出了它们的经济学意义。本方法为一基本的优化原理，有广泛的应用可能。     

基于0—1线性规划的建设工程项目近似快速择优方法

建设工程项目的择优评价，通常情况下，我们常采用静态和动态的一些评价方法。实际工作中，在资源稀缺、资金有限等约束条件下，如何从多种投资方案中快速选择出若干个可行方案，是投资决策者面临的一个现实而重要的问题。由于线性规划法是利用线性目标函数和线性约束条件构成的线性规划模型进行资源优化配置的系统分析方法，而在资金有限条件下，投资方案选择问题可用0-1整数线性规划模型来描述，因此，可运用0-1整数线性规划进行建设工程项目的快速择优评价。     

资源环境约束条件下甘肃农业与农村经济可持续发展问题研究

在资源环境约束条件下解决农业与农村经济可持续发展的问题是当前西部农村社会发展中的重要课题之一。本文主要从甘肃省资源环境禀赋的现状出发,运用实证分析方法,解读了甘肃省在农业资源配置中存在的问题及其资源环境恶化对甘肃农业与农村经济可持续发展的影响水平,并进一步提出了在资源环境约束条件下促进甘肃农业与农村经济可持续发展建议和方法。     

资源环境约束条件下甘肃农业与农村经济可持续发展问题研究

在资源环境约束条件下解决农业与农村经济可持续发展的问题是当前西部农村社会发展中的重要课题之一.本文主要从甘肃省资源环境禀赋的现状出发,运用实证分析方法,解读了甘肃省在农业资源配置中存在的问题及其资源环境恶化对甘肃农业与农村经济可持续发展的影响水平,并进一步提出了在资源环境约束条件下促进甘肃农业与农村经济可持续发展建议和方法.     

人力资本、生态资本及技术进步的经济增长模型

人力资本、生态资本是可持续发展的重要因素,可持续的发展应是物质资本、人力资本、生态资本与技术进步共同作用的结果.通过建立一个集物质资本、人力资本、生态资本与技术进步于一体的生产函数,讨论了3种资本的动态运动,并进一步探讨了在约束条件下,如何在3种资本间分配经济资源,从而使经济处于最优的平衡增长路径上.     

基于截流模型的制造业选址布局优化方法研究

针对经济全球化背景下制造业的选址优化问题,构建截流选址和交通量分配相结合的双层规划模型。上层模型用于确定产业在运输网络中的选址方案,下层模型是用户均衡交通量分配模型,用于计算在给定的产业选址方案下的运输网络中的交通流特征。为求解模型,设计遗传算法和Frank-Wolfe算法相结合的启发式求解算法,并以中国钢铁产业为例,对提出的方法进行应用。结果表明,该研究方法可以有效帮助决策者实施制造业的选址决策。     

规划求解方法在技术经济分析中的应用

前　　言随着经济发展、科技进步、竞争加剧 ,定量分析作为科学决策的重要组成部分 ,在技术经济分析和评价中所占的比重越来越大。常规的技术经济分析和评价通常只回答在特定技术和一定规模下 ,一个项目的可行与否 ,而没有定量解决在产品方案、装置规模、投资限制、市场份额等多维约束条件下的方案优化问题。随着计算机和数值计算技术不断发展和完善 ,在多维约束条件下技术经济分析和评价中 ,如果适当地运用规划求解方法 ,能够比较好地解决方案优化问题。本文将阐述如何运用规划求解的原理和思想 ,借助计算机辅助计算 ,解决多维约束条件下 ,…     

作业成本法在电影放映业成本核算中的应用

传统制造成本法下,单一的间接费用分配标准使有关产品成本的会计信息失真,不再具有指导决策的意义。作业成本法对间接费用多样化分配标准的运用解决了这一难题,提高了决策的有效性。电影放映业作为间接费用在成本中占较大比例的行业,推行作业成本法,在企业价值链中实行动态管理,将提高资源的优化配置,提高行业的竞争力。     

科斯定理与环境税设计的产权分析

我们在设计环境税时,应从庇古思维中走出来,因为庇古税隐含的产权界定前提是:环境资源所有权、使用权、收益权等所有产权权能都归国家所有。但根据科斯定理,环境资源产权在国有的框架下是可以继续分割的,因而可以形成很多不同的税收方案,这些不同的税收方案在不同的现实约束条件下有不同的实施绩效,而谁污染谁付税只是这其中的一种,它的绩效也随着现实约束条件的不同而改变。因此,在不同的现实约束条件下,谁污染谁付税不一定总是最佳的选择。比如,在中国东富西贫国情约束下实行由消费者付环境税,既有利于调整东西部地区收入分配差距,解决西部地区的贫困问题,又有利于减少环境税的实施成本,提高环境保护的绩效。因此,在中国实施环境税不应坚持谁污染谁付税,而应遵循谁受益谁付税。     

经济变动条件下收入分配的控制问题——对基尼系数的动态管理

收入分配一直是经济发展中面临的一个重要的社会问题，在市场经济条件下，市场竞争导致垄断的形成，由于马太效应会使社会财富分配不均加大，这种情况仅靠竞争市场机制自身是难以调节的，因此可以利用基尼系数来衡量社会收入分配是否合理、并建立起有效的社会监控系统，以保证社会的稳定；社会稳定指针不仅决定于社会总财富的拥有量及当时平均化的程度，更决定于社会经济变动方向及速率的大小；同时，基尼系数应该控制在考虑了升降落差△K条件下的一定的浮动范围之间。     

从图论角度对布点问题求解

在日常生产和生活中,往往有一类问题是关于有限的资源在一定条件下的合理利用问题,且要达到最大的利益或者价值。其中包含站点的位置选址问题,通常我们把这类问题归纳为整数规划中的最优问题,利用MATLAB软件我们可以轻松的得到问题的数值解。但对站点的位置选址问题,我们发现利用图论的理论,从图论角度进行分析和求解,可以更轻松。     

Parameter identification in mixed Brownian–fractional Brownian motions using Powell's optimization algorithm

This paper deals with the problem of estimating the parameters of mixed Brownian–fractional Brownian motions with the combination of maximum likelihood approach and Powell's method. The maximum likelihood estimators are obtained based on the approximation by random walks of the driving noise. By adapting the Powell fast optimization algorithm, these estimators can be efficiently computed by computer software. The performance of our method is tested on simulated mixed Brownian–fractional Brownian motion data sets, and is compared with the approach proposed by Filatova (2008).     

On pitfalls in the construction of family-based models of population growth: a note

Recently, several attempts have been made to construct an economic theory of population based on a formal theory of the family of the type developed by Becker in 1981, but there are serious limitations in all such efforts. The typical family's problem may have no solution, even with a well-behaved concave utility function. Moreover, even when the family's maximum problem has a unique solution, the phase diagram for the stock of capital may contain no steady state other than the origin. Finally, even when there exists a nontrivial steady state for the stock of capital, the community nevertheless may be destined for extinction. The first of these pitfalls concerns the internal consistency of the models, while the second and third concern the compatibility of the models with some gross facts of life. The pitfalls can be avoided, within the Becker framework by suitably restricting the family's utility and production functions, but the restrictions required are severe. This paper shows that, alternatively, the pitfalls sometimes can be avoided by going slightly outside the Becker framework, specifically, by modifying the typical family's budget constraint to allow explicitly for the cost of raising children. In particular, it is shown that, by this means, the pitfalls can be avoided even when the famil's utility function is log-linear, the example adduced by Kemp et al. In 1984 to demonstrate the existence of pitfalls. More precisely, it is shown that the family's maximum problem has a unique solution; that nontrival steady state exists; that, even if the steady state is locally unstable, the optimal trajectory tends neither to zero nor to infinity but to a 2-period limit cycle; and that survival is possible with quite general production functions. Thus, the end product is a logically consistent and reasonable model of economic development, with both population growth and capital accumulation firmly rooted in life-cycle family planning.     

ENDOGENOUS PUNISHMENTS IN AGENCY WITH VERIFIABLE EX POST INFORMATION*

The article studies an adverse selection model in which a contractible, imperfect signal on the agent's type is revealed ex post. The agent is wealth constrained, which implies that the maximum penalty depends on the contracted transaction (e.g., the volume of trade). First, we show that the qualitative effects of the signal can be unambiguously tied to the nature of the problem (e.g., whether the agent is in a “buyer” or a “seller” position). Second, the distortions caused by informational asymmetries may become more severe although more information is now available. Finally, the signal can actually serve to increase the agent's informational rents.     

LIML estimation of import demand and export supply elasticities

I apply limited-information maximum likelihood (LIML) to estimate import demand and export supply elasticities for a range of eurozone countries. The results highlight inconsistencies in the parameters estimated by LIML relative to an estimator that is robust to heteroskedasticity. The nature of the structural equations reveals complications generated by the limiting behavior of the parameters that can be replicated in finite samples. The results of simulations underscore improvements in parameter estimates in a three-dimensional panel, suggesting that the problem of limiting behaviour can be overcome in larger dataset/panels.     

Economic considerations in the optimal size and number of reserve sites

The debate among ecologists on the optimal number of reserve sites under a fixed maximum total reserve area—the single large or several small (SLOSS) problem—has so far neglected the economic aspects of the problem. This paper argues that economic considerations can affect the optimal number and size of reserve sites and should therefore be taken into consideration in the SLOSS discussion. The paper presents a tractable analytical model to determine the socially optimal number of reserve sites to be allocated in a farming area under a fixed total reserve area, taking the opportunity costs of nature conservation (in this case, agricultural profits) into consideration. Furthermore, the effect of land trade and related transaction costs on the socially optimal number of reserve sites is analyzed. The analysis suggests that in the presence of diminishing returns to farming area, the socially optimal number of reserve sites (which maximizes social welfare) is generally larger than the ecologically optimal number (which maximizes an ecological objective such as population viability). When the opportunity costs of conservation can be offset by land transactions, however, the socially optimal number of reserve sites might be closer to the ecological optimum.     

Assigning Refugees to Landlords in Sweden: Efficient,Stable, and Maximum Matchings*

In this paper, we investigate the problem of finding housing for refugees once they have been granted asylum. In particular, we demonstrate that market design can play an important role in a partial solution to the problem. More specifically, we investigate a specific matching system, and we propose an easy-to-implement mechanism that finds an efficient, stable, and maximum matching. Such a matching guarantees that housing is efficiently provided to a maximum number of refugees, and that no refugee prefers another specific landlord to their current match when, at the same time, that specific landlord prefers that refugee to their own current match.     

The complete incremental cost test for cross-subsidies with a sub-modular cost function

The complete Incremental Cost Test for cross-subsidies can be difficult to apply to a multi-product enterprise because every possible subset of products must be tested. However, this combinatorial problem can be avoided when the enterprise’s cost function is sub-modular by identifying the smallest subset of products causing the maximum cross-subsidy. This subset contains all of the products, and only those products, that are responsible for the cross-subsidies left by a stipulated set of prices. In addition, the subset can often be identified with a simple and efficient Myopic Algorithm. The algorithm should be particularly useful as a method for detecting cross-subsidies in regulated enterprises and networks because the cost functions for these industries are typically sub-modular.     

Remarks on Nash equilibria for games with additively coupled payoffs

Summary If the payoffs of a game are affine, then they are additively coupled. In this situation both the Weierstrass theorem and the Bauer maximum principle can be used to produce existence results for a Nash equilibrium, since each player is faced with an individual, independent optimization problem. We consider two instances in the literature where these simple observations immediately lead to substantial generalizations.I wish to thank Nicholas Yannelis for posing a question which led me to writing this note in its present form.