运输管理信息系统的研究与设计

本文论述了运输管理信息系统的设计目标以及系统的功能结构，结合具体的应用背景。提出了运输管理信息系统的解决方案，并且以模块划分的方式对于系统功能的实现进行了探讨，介绍了系统的主要特点。     

VMI模式下最优订货点的仿真研究

通过VMI模式下订货流程的模拟,根据客户订货前置期的历史统计数据或分布函数,利用Arena软件求解配送中心最优订货点。研究表明,仿真分析能获得比常规数学方法更科学合理的最优订货点。     

An improved empirical Bayes test for positive exponential families

We exhibit an empirical Bayes test δ^* _n for a decision problem using a linear error loss in a class of positive exponential families. This empirical Bayes test δ^* _n possesses the asymptotic optimality, and its associated regret converges to zero with rate n ⁻¹(ln n )⁶ This rate of convergence improves the previous results in the literature in the sense that a faster rate of convergence is achieved under much weaker conditions. Examples are presented to illustrate the performance of the empirical Bayes test δ^* _n     

社区参与旅游发展具体操作分析

社区参与旅游发展具体包括旅游发展决策和旅游发展利益分配两个阶段。社区参与旅游发展利益分配主要从经济利益分配、培训和教育、就业、商机这几个方面来阐述。     

具有奖励机制与再保险安排的最优保险合约设计

在保险合约中引入奖励机制可以使投保人动态参与到保险合约中,赋予了投保人在面对索赔事件时是否执行索赔的可选择权,改变了传统保险合约中投保人执行索赔的单一权利,但却增加了保险人潜在的流动性风险。保险合约中再保险的安排则可以对冲由于奖励机制产生的潜在流动性风险,进一步分散保险人的风险,有助于保险人稳健经营。基于此,通过建立具有红利奖励机制与再保险安排的最优保险合约设计模型,最终求解得到最优保险合约是具有最优免赔额形式的保险合约。利用算例研究方法进行建模,研究结果显示,最优保险合约中的最优免赔额与奖励机制中的红利奖励之间具有正向关系,保费、自留额与最优免赔额之间则存在着显著的负向关系。     

城市生活垃圾资源化政府最优补贴博弈分析

城市生活垃圾资源化能够带来巨大的经济效益、环境效益与社会效益,是贯彻国家绿色发展理念的必经之路。城市生活垃圾资源化体系的持续发展需要政府补贴作为保障,减少资源化产品与同类非资源化产品的价格差异,弥补相关企业投入产出不匹配的矛盾。本文基于社会福利最大化理论,将政府补贴作为决策变量,构建各利益主体之间的价格博弈模型,确定政府最优补贴额度和其他主体的最优决策,并根据结论提出相关建议。研究表明:要实现整体效益最大化,政府需要在不同环节采取不同的补贴方式与补贴额度。     

政府补贴、机构股东与成本粘性

以2013—2017年沪深A股上市公司为样本,采用拓展的成本粘性模型,探究“八项规定”后政府补贴、机构股东对企业成本粘性的影响,以及机构股东的调节作用,研究发现：政府补贴增强了成本粘性,机构股东能抑制成本粘性,机构股东对政府补贴与成本粘性之间的关系起负向调节作用。进一步研究发现,政府补贴对成本粘性的影响与企业产权性质无关;机构股东对成本粘性的影响以及机构股东的调节作用仅在非国有企业中存在。不同地区,政府补贴、机构股东、成本粘性之间关系不同。政府补贴对成本粘性的影响仅在地方政府官员未发生变更年份时存在;机构股东对成本粘性的影响与地方政府官员变更无关,但机构股东的调节作用仅在地方政府官员未发生变更年份存在。     

Monitoring recessions: A Bayesian sequential quickest detection method

Monitoring business cycles faces two potentially conflicting objectives: accuracy and timeliness. To strike a balance between these dual objectives, we propose a Bayesian sequential quickest detection method to identify turning points in real time with a sequential stopping time as a solution. Using four monthly indexes of real economic activity in the United States, we evaluated the method’s real-time ability to date the past five recessions. The proposed method identified similar turning-point dates as the National Bureau of Economic Research (NBER), with no false alarms, but on average, it dated peaks four months faster and troughs 10 months faster relative to the NBER announcement. The timeliness of our method is also notable compared to the dynamic factor Markov-switching model: the average lead time was about five months when dating peaks and two months when dating troughs.     

Joint Quantity/Quality Management of Groundwater

Economic literature on groundwater managementhas traditionally been split into two areas: there are papers that evaluate different schemes of dynamicaquifer management, considering that pumping costs vary with stock but ignoring water quality. On the other hand, there are papers that considercontamination problems caused by specificpollutants. This paper presents two alternative models for joint quantity-quality management, and it shows that existing models are in fact special cases of these. The framework isdynamic and considers both the stock of waterquantity and a stock measure of water quality. Optimal taxes are derived, and shown to be different from those in existing quantity-only or quality-only models. Implementationproblems are briefly discussed.     

The nature of the steady state in models of optimal growth under uncertainty

Summary. We study a one-sector stochastic optimal growth model with a representative agent. Utility is logarithmic and the production function is of the Cobb-Douglas form with capital exponent . Production is affected by a multiplicative shock taking one of two values with positive probabilities p and 1-p. It is well known that for this economy, optimal paths converge to a unique steady state, which is an invariant distribution. We are concerned with properties of this distribution. By using the theory of Iterated Function Systems, we are able to characterize such a distribution in terms of singularity versus absolute continuity as parameters and p change. We establish mutual singularity of the invariant distributions as p varies between 0 and 1 whenever . More delicate is the case . Singularity with respect to Lebesgue measure also appears for values such that . For and Peres and Solomyak (1998) have shown that the distribution is a.e. absolutely continuous. Characterization of the invariant distribution in the remaining cases is still an open question. The entire analysis is summarized through a bifurcation diagram, drawn in terms of pairs .Received: 9 April 2002, Revised: 29 October 2002, JEL Classification Numbers: C61, O41.Correspondence to: Tapan MitraThis research was partially supported by CNR (Italy) under the "Short-term mobility" program and by M.U.R.S.T. (Italy) National Group on "Nonlinear Dynamics and Stochastic Models in Economics and Finance" . We are indebted to Rabi Bhattacharya for providing us with the reference to Solomyak's (1995) paper. The present version has benefitted from comments by Mukul Majumdar and two anonymous referees.