共查询到20条相似文献,搜索用时 15 毫秒
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研究当需求量巨大且为随机变量时,一个供应商无法满足供货要求情况下,向多个供应商采购-库存的问题,建立了一个向多个有资源约束的供应商采购的库存模型.考虑到需求量为随机变量,并且约束条件以一定置信水平满足要求,故采用随机机会规划对问题进行建模,基于神经元网络嵌入遗传算法的混合智能算法对模型进行求解,并对结果进行了分析,给出了文章的结论. 相似文献
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Chance Constrained Programming Formulations for Stochastic Characterizations of Efficiency and Dominance in DEA 总被引:8,自引:2,他引:8
Cooper William W. Huang Zhimin Lelas Vedran Li Susan X. Olesen Ole B. 《Journal of Productivity Analysis》1998,9(1):53-79
Pareto-Koopmans efficiency in Data Envelopment Analysis (DEA) is extended to stochastic inputs and outputs via probabilistic input-output vector comparisons in a given empirical production (possibility) set. In contrast to other approaches which have used Chance Constrained Programming formulations in DEA, the emphasis here is on joint chance constraints. An assumption of arbitrary but known probability distributions leads to the P-Model of chance constrained programming. A necessary condition for a DMU to be stochastically efficient and a sufficient condition for a DMU to be non-stochastically efficient are provided. Deterministic equivalents using the zero order decision rules of chance constrained programming and multivariate normal distributions take the form of an extended version of the additive model of DEA. Contacts are also maintained with all of the other presently available deterministic DEA models in the form of easily identified extensions which can be used to formalize the treatment of efficiency when stochastic elements are present. 相似文献
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本文简述了可编程控制器(PLC)的基本特点和发展情况,介绍了PLC的顺序功能图、梯形图、功能模块图、指令表和结构文本等编程语言及其功能特点,阐述了PLC在编程过程中梯形图与指令表语言编程的规则和注意事项等。熟练掌握PLC程序的编程语言、编程方法及编程注意事项,对于PLC编程的快速入门及工程应用具有十分重要的意义。 相似文献
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Stochastic demographic forecasting 总被引:1,自引:0,他引:1
Lee RD 《International Journal of Forecasting》1992,8(3):315-327
"This paper describes a particular approach to stochastic population forecasting, which is implemented for the U.S.A. through 2065. Statistical time series methods are combined with demographic models to produce plausible long run forecasts of vital rates, with probability distributions. The resulting mortality forecasts imply gains in future life expectancy that are roughly twice as large as those forecast by the Office of the Social Security Actuary....Resulting stochastic forecasts of the elderly population, elderly dependency ratios, and payroll tax rates for health, education and pensions are presented." 相似文献
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Robert G. Chambers 《Journal of Productivity Analysis》2008,30(2):107-120
Stochastic productivity indicators are defined, and superlative measures of these indicators are derived. It is shown that,
in the presence of complete markets or a common-expectations equilibrium, differences in the market values of firms are superlative
indicators of cross-sectional productivity differences. Exactness results are used to decompose nonstochastic productivity
indicators into a measure of true productivity change and a measure of ‘luck’. The decomposition is illustrated empirically.
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Robert G. ChambersEmail: |
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This paper analyzes individual decision making. It is assumed that an individual does not have a preference relation on the set of lotteries. Instead, the primitive of choice is a choice probability that captures the likelihood of one lottery being chosen over the other. Choice probabilities have a stochastic utility representation if they can be written as a non-decreasing function of the difference in expected utilities of the lotteries. Choice probabilities admit a stochastic utility representation if and only if they are complete, strongly transitive, continuous, independent of common consequences and interchangeable. Axioms of stochastic utility are consistent with systematic violations of betweenness and a common ratio effect but not with a common consequence effect. Special cases of stochastic utility include the Fechner model of random errors, Luce choice model and a tremble model of [Harless, D., Camerer, C., 1994. The predictive utility of generalized expected utility theories. Econometrica 62, 1251–1289]. 相似文献
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《Journal of Economic Dynamics and Control》1987,11(3):391-404
This paper considers the determination of equilibrium asset prices in an infinite-horizon diffusion model of an exchange economy. It is shown that asset prices can be expressed as properly weighted sums of asset payouts. Equilibrium properties are also investigated under the assumption that the state of the economy follows its invariant distribution. 相似文献
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Preference for flexibility arises inherently in sequential decision making. However, a majority of the literature has limitations to capture a changing preference for flexibility across time in the sense that such an attitude is independent of past actions. This study incorporates the histories of past actions into an infinite-horizon extension of Dekel et al. (2001) and models a decision maker whose attitude toward flexibility evolves over time from the uncertainty of future time preference or discount factors. Moreover, we provide behavioral comparisons of the degree of patience across different histories and characterize the shift of subjective beliefs about discount factors in the sense of an increasing convex and concave stochastic order. 相似文献
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Censoring and Stochastic Integrals 总被引:9,自引:0,他引:9
R.D. Gill 《Statistica Neerlandica》1980,34(2):124-124
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动态规划和整数规划在应急物流物资配送优化中的应用研究 总被引:1,自引:0,他引:1
利用动态规划和整数规划,将最短路问题以及指派问题应用于应急物资配送,建立了非受灾区应急物资发送点与受灾区应急物资接收点之间的配送网络,将灾区急需的物资以尽量短的时间运送到灾区,提高了物资配送效率,降低了灾害所造成的损失,同时保证了物资配送的有序进行,避免了无效配送. 相似文献
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具有随机约束的委托-代理模型 总被引:8,自引:0,他引:8
委托一代理理论对于建立激励机制,防治机会主义行为具有重要意义。本文讨论具有随机约束的委托一代理模型,提出一种引入风险系数对模型进行求解的方法,并对结果进行了分析。与以往的同类研究主要基于均值化为完全确定情形的处理方法相比,不仅更充分反映了约束的随机性,而且考虑了委托人的风险规避程度和偏好,引入风险系数的方法还避免了以往研究中决策者的效用函数难以确定的问题。 相似文献
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It is the aim of the paper to study within the framework of an ‘overlapping generation model’ the evolution of temporary equilibria. At date t, there are ‘newborn’ agents and ‘old’ agents who were born in previous periods; the old agents hold cash balances (fiat money) that they carried over from the previous period. At the beginning of period t, all agents receive a random endowment of consumption goods. Then the agents exchange these endowments and money on spot markets at date t (trading in future markets is not considered). Once a temporary equilibrium is reached, the economy move to the next date. Agents who were born at date t then become old and meet agents born at period t+1.It is shown that the evolution of temporary equilibria in this model leads to analyse the ergodic properties of a certain class of Markov processes with stationary transition probability. 相似文献