Table of Content

25 April 2011, Volume 20 Issue 2

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Theory Analysis and Methodology Study

Solution Sets of a Class of Semidifferentiable Optimization Problems

XUE Sheng-jia, YANG Fan, ZHANG Xian-yu

2011, 20(2):  1-6. 

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The problem of optimizing a continuous and semidifferentiable pseudolinear(both pseudoconvex and pseudoconcave)function with linear constraints is considered. By means of the properties of pseudolinearity, the general expression for the solution set is derived. Based on the extended convex simplex method that uses right-sided derivatives instead of reduced gradient vector, the uniqueness condition of the solution and the computational procedure to find out the solution set(if the uniqueness condition is not satisfied)are provided. Finally, an illustrative example is also given.

Argument Generation and Decision Process in Multi-agent Argumentation-based Negotiation Oriented to E-commerce

ZHANG Ge, JIANG Guo-Rui, HUANG Ti-Yun

2011, 20(2):  7-14. 

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Argumentation-based approach to negotiation, which allows agents to exchange additional information or argue their beliefs and other mental attitudes during the negotiation, is gaining increasing popularity for its potential ability to overcome the limitations of conventional approaches, improve the effectiveness of negotiation and decrease the cost of trade. In this paper, aiming at how to generate argument in negotiation, we propose a strategy to candidate argument set generation, and a conflict-based model to generate the argument objective. Finally, we analyze the negotiation process in argumentation-based negotiation oriented to E-commerce, and develop a prototype system to verify the model and strategy. The research contributes to improving the traditional trade negotiation system more practically and effectively.

A Method for Large Group Decision Making with Multi-attribute and Multi-identifier Based on Evidential Reasoning

ZHANG Xiao, FAN Zhi-ping

2011, 20(2):  15-20. 

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This paper proposes a method for large group decision making with multi-attribute and multi-identifier based on evidential reasoning. Firstly, the evaluation information of each alternative with regard to each attribute given by the decision making participants is transformed into the probability distribution of attribute identifiers. Then, the group evaluation information in the form of the probability distribution of attribute identifiers with regard to each attribute is integrated using evidential reasoning approach, and the comprehensive group evaluation information in the form of the probability distribution of general identifiers is obtained. Furthermore, the ranking result of alternatives is obtained by calculating the utility of each alternative. Finally, a numerical example is used to illustrate the feasibility and validity of proposed method. The method provides a new way to solve the large group decision making problem and has practical application value.

The Banzhaf Function for Cooperative Games on Matroids

MENG Fan-yong, ZHANG Qiang

2011, 20(2):  21-27. 

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In this paper, the Banzhaf functions for static and dynamic cooperative games on matroids are discussed, which associate the description of the Shapley functions for these two kinds of matroids in papers[1, 2]. The existence and uniqueness of the Banzhaf functions for these two kinds of matroids are studied by the corresponding axiomatic systems, which expand the studying scope of the payoff indicators on matroids. Mean white, some properties are researched. Finally, a numerical example is given to illustrate the players’ Banzhaf payoffs on these two kinds of cooperative games.

Analysis and Solution to Enterprise Emergency Decision-Making Contradictions in Time-Varying Context

ZHENG Kang-ning, LI Xiang-yang

2011, 20(2):  28-36. 

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Emergency decision-making is a complex process, full of changes and conflictes, and is involved with multiple fields. Whether the conflicts in the process of energency decisin-making can be solved and the effective program made is in difficulty allording to the development process of emergenly and the specific context of effectively integrating the enterprise resources available.Therefore, the transforming bridge of extension theory is introduced to research analysis and solutionthe conflicts in emergency decision-making. The problem of emergency decision-making is expressed by an extension basic-element model formally. The coexistence function and extension transformation function of transforming bridge are established, to describe and solve the conflict based on the transforming bridge. Suppose a mobile phone manufacturer is researched, the analysis of enterprise resources available and the contradicts of enterprise emergency decision-making are settled with the development of emergency. It is proved that the proposed method is effective in analyzing and solving the conflicts of multiple fields in the process of emergency decision-making.

Supply Chain Analysis with Fairness Preference Agent

MA Li-Jun

2011, 20(2):  37-43. 

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In this paper we consider a simple two-echelon supply chain made of one manufacturer and one retailer. The retailer has a preference for distribution fairness except for his share of profit. We study how this additional preference affects the supply chain performance. We model the problem as a manufacturer leading Stackelberg game, while the manufacturer sets the wholesale price and the retailer determines the order quantity. We also work out the optimal equilibrium wholesale price. We show that fairness preference is retailer’s bargain power for supply chain profit with numerical examples.

Research on Capacity Coordination in a Logistics Service Supply Chain With Demand and Supply Uncertainties

WANG Xiao-li, MA Shi-hua

2011, 20(2):  44-49. 

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In order to solve logistics service integrator’s capacity sourcing and service provider’ s investment coordination problem with demand and supply uncertainties, we analyze logistics service integrator and service provider’ s strategies model under Stackelberg leader-follower game, and give a sourcing expenses reimbursement based on revenue sharing contract. The optimal contract parameter and intervals that can realize supply chain coordination and Pareto improvement are illustrated. A numerical example is further given to confirm the effectiveness of the contract and the effects of supply and demand volatility on the decision-maker strategy. The results show that the logistics service integrator can effectively coordinate investment and sourcing risk by adjusting contract parameter in terms of supply and demand volatility.

Supply Chain Multilateral Negotiation under Supplier Competitions

LIU Qiang, SU Qin

2011, 20(2):  50-56. 

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Multilateral negotiation based on the distribution of supply chain profit is discussed between one buyer and multiple suppliers who have different bargaining powers. The procedure of multilateral negotiation is that bilateral negotiations are sequentially pursued by the buyer and the single supplier. In this case, the negotiation profits gained by suppliers are influenced by the orders in which suppliers join bilateral negotiations. Based on bargaining powers suppliers compete for the positions of bilateral negotiations by paying the buyer position fees. The result gives the unique equilibrium of multilateral negotiation under supplier competitions and each party’s profit in equilibrium. This paper establishes analytical framework of supply chain multilateral negotiation in which suppliers have different bargaining powers, and points out it is the different bargaining powers that bring about extra profits to suppliers with more power through the competitions of bilateral negotiation positions.

Decision Models of Product Remanufacturing, Pricing and Analysis of Supply Chain Coordination

XU Bing, WU Ming

2011, 20(2):  57-63. 

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Assume that the manufacturer as a leader is in charge of product remanufacturing. This paper analyzes the pricing and product remanufacturing rate decisions in a reverse supply chain consisting of one manufacturer and one retailer under decentralized control model and centralized control model, respectively, i.e., two agents play Stackelberg game or make codetermination. The profit of centralized supply chain is higher, so a profit-sharing contract is put forward to coordinate the supply chain. Then, Stackelberg game with one leader and multi-followers and joint decisions are analyzed respectively in a reverse supply chain consisting of one manufacturer and n competing retailers. It shows that supply chain cooperation can reduce retail price, increase product remanufacturing rate and total profit of the supply chain. So, a profit-sharing contract is put forward to coordinate the decisions of the manufacturer and n retailers. The results of final numerical example show the reasonability of these models and the validity of the coordination contracts.

A Distribution Free Demand with Controllable Lead Time Integrated Inventory

SONG Hua-ming, YANG Hui, LUO Jian-qiang

2011, 20(2):  64-71. 

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Under the assumptions that the stochastic demand during lead time follows a free distribution, the replenishment lead time of a buyer is dependent on both the order lot and the production rate of a vendor, an integrated production inventory model is presented in this paper. In terms of the model, an effective minimax distribution free procedure has been developed to obtain the optimal ordering policy. The numerical examples are employed to validate the solution procedure, to analyze the cost and the gain for acquiring the information on distribution. By contrasting with the independent decision model, the results of numerical examples show that the significant savings can be achieved for the supply chain.

Research on Coordination Policy in a Three-echelon Supply Chain under Outsourcing Strategy

ZHU Zhu, ZHU Yun-long

2011, 20(2):  72-77. 

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In today’s competitive business environment, matching supply with demand is essential in achieving an effective supply chain. This paper focuses on a dual purchase contract between the manufacturer and the retailer in a supply chain that manufacturer can outsource from the supplier when capacity is insufficient. The conclusion from this study suggests that.1)a core enterprise(i.e. the manufacturer)always leads the supply chain contracts;2)a dual purchase contract is effective in improving the whole chain’s efficiency; 3)coordinating with the supplier enhances the manufacturer’s capacity satisfying the retail’s demand and the joint expected profit of the chain. Numerical examples are presented to illustrate the conclusion in the end.

EOQ Model with Random Fuzzy Defective Rate and Allowed Shortages

WANG Ying-ying, GUO Cai-yun, XU Ru-qian, HU Jin-song

2011, 20(2):  78-81. 

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Aimed at the problem of defective items in the actual inventory management, the economic order quantity model with random fuzzy defective rate and backorder is studied, and the random fuzzy theory is employed to transform it into the crisp model. Optimal order policy is obtained by designing random fuzzy simulation algorithm. Numerical examples are provided to examine the influence of defective rate on the optimal quantity and profit.

Multi-phase Dynamic Game Analysis of the Root of Unexpected Incidents Involving Mass Participation

LIU De-Hai

2011, 20(2):  82-88. 

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Unexpected incidents involving mass participation become an important factor influencing Chinese social stability and modernization. Suppose that the vulnerable group considers the equity factor in its utility function as the private information, the economic income of social groupchanges in different phases, the partition of social strata is decided by the relative economic status, and the social group with bounded rationality takes the forward induction to engender the adaptability expectation. The paper builds the multi-phase dynamic game model, and then gets the conditions for the vulnerable social group to take the unconditional struggle strategy, actively concession strategy and actively struggle strategy, and two engendering mechanisms of unexpected incidents involving mass participation. The conclusion shows that the economic income increasing rate is an important factor of unexpected incidents involving mass participation, besides the sensitive degree of the vulnerable social group for pay disparity and the different expected incomes of social groups that take the different strategies in the current system.

Dynamic Continuous Ant Colony Optimization and Its Application to Space-based Warning System

HU Chong-hai, LI Yi-jun, JIANG Wei, WANG Tie-jun

2011, 20(2):  89-96. 

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The scheduling method of sensors on space-based warning in middle age is a dynamic, multi-dimensional, complex-constraints nonlinear optimization problem. Considering the monitoring conflict, it is nearly impossible to use intelligent optimization algorithms in this problem. On the basis of task decomposition and task multiplex priority,by means of second-stage separating, this paper reduces the multi-dimensional and complex-constraints to a suitable area. Then, through the angles of monitoring conflict, area searching and collecting, the author puts forward a MG-DCACO(double direction continuous ant-colony optimization based mass recruitment and group recruitment)algorithm which can be used in sensors scheduling. At last, it is proved that, the MG-DCACO is convergence and outperforming the other algorithms of sensors scheduling.

Some Scheduling Problems With Exponential Time-dependent and Position-based Learning Effect

ZHANG Xin-gong, YAN Guang-le, TANG Guo-chun, TANG Hai-bo

2011, 20(2):  97-101. 

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In this paper, we introduce a new scheduling model in which both exponential time-dependent learning effect and position-based learning effect exist simultaneously. The actual processing time of a job depends not only on an exponent function of the total normal processing time of the already processed jobs but also on its scheduled position. For the single-machine case, we derive polynomial-time optimal solutions for the problems to minimize makespan and the total completion time. In addition, we also show that the total weighted completion time problem and the maximum lateness problem can be solved in polynomial time under certain conditions. For the case of m-machine permutation flowshop, we present polynomial-time optimal for some special cases of the problems to minimize makespan and the total completion time.

Reliability Analysis of an N-unit Series System with Finite Number of Vacations

LIU Ren-bin, LIU Zai-ming

2011, 20(2):  102-107. 

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With the supplementary variable method, reliability analysis of a n-unit series repairable system with finite number of vacations is discussed. Some main reliability indexes of the system are obtained, such as the availability, the failure frequency, the probability that the system is waiting for repair, and the expected renewal time. Furthermore, special cases of the model are given and the profit of the system is considered.

Application Research

Allocation of Advertising Slots for Portal Websites Using Combinatorial Auctions

CHEN Li-gang, LI Yi-jun, AI Wen-guo

2011, 20(2):  108-116. 

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Currently, portal websites are selling their advertising slots via negotiation which not only results in a lot of trading cost but can’t guarantee the optimal revenue of portals. In this paper, we build a combinatorial auction model aiming at the advertising slots allocation problem which can reduce the middle cost. The model can let advertisers express their non-discriminate and super-additive utility of advertising slots. Through a special case of our model, we prove the optimization is a NP hard problem. By using the intrinsic characters of this model, we design four types of heuristic information for bid and two problem solvers: the binary ant colony algorithm and the greedy algorithm. The experiment results show that the performance of different type of heuristic information varies from different contexts and the binary ant colony algorithm is always better than the greedy algorithm.

Online Risk-reward Starting Strategy of Emergency Preplan Against Water Bloom Crisis in Taihu Lake

YU Sheng, XU Yin-feng, ZHENG Fei-feng

2011, 20(2):  117-124. 

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In coping with crises, when to start an emergency preplan is a problem that calls for solution. Water bloom crisis in Taihu Lake represents a kind of public health emergency whose growth rate or diffusion speed is unexpected. Based on online theory and taking this crisis as the background, the authors present preplan starting strategy and prove it to be optimal competitive strategy. At the same time, taking into account the expectation of further information, we design an online risk-reward starting strategy. At last a practical example is given, which points out the relationship between the competitive ratio of strategy and response intensity of the preplan, and the relationship between the risk-reward and the tolerance of the decision maker. The results of the study have guiding significance and reference value to decision makers facing these crucial emergencies.

Research on the Dynamic Changing Relationship Between Oil Price Changes and Domestic Import Prices——Based on Decomposition of Oil Shocks By Structural VAR

SUN Wei, QI Zhong-ying

2011, 20(2):  125-131. 

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Based on the monthly data from 2000~2008, this paper discusses the dynamic relationships between international oil prices fluctuations and import prices of China in the view of the positive and negative oil shocks. Firstly, by structural VAR(SVAR)models, this paper decomposes the oil shocks which would affect import prices. Furthermore, we analyse the history contributions of oil shocks on import prices by SVAR models in moving average models. The results show that rising oil prices and the contemporaneous economic growth would push import prices to rise significantly, while the insignificant decline of import prices when oil prices decrease, are mainly originated by the accumulated effects of economic growth. Therefore, it is necessary to distinguish the positive and negative oil shocks when studing the correlation between oil price fluctuation and domestic prices. The conclusion will contribute to the government department to make corresponding strategies in dealing with the positive and negative oil prices.

Application of Game theory in Communication Countermeasure Situation Forecasting

WANG Feng, HE Jun

2011, 20(2):  132-136. 

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This paper puts forward the basis notion of countermeasure situation forecasting based on game theory at first, setting the scene of communication countermeasure and building up the mathematics models. Then it analyzes the creation process of communication countermeasure situation. In the end, this paper carries on the simulation based on special battle background. And then it forecasts communication countermeasure situation based on game theory. The simulation result corresponds with theory analyzing. The research results are applied in some operation systems successfully.

Optimization Model of Asset-liability Portfolio Based on the Duration Gap Control of Capital Adequacy

YAN Da-wen, CHI Guo-tai, WU HAO-wen

2011, 20(2):  137-144. 

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We build an asset-liabilities management optimal model which controls capital adequacy(≥8%)after the change of the interest rate and targets the maximum profit on assets portfolio. One of the contributions is to increase the net value of the bank through prepared duration gap when the interest rate is changing favorably, and this in turn offsets the shortcoming of the current research which could not increase the net value when the gap is zero. The second is that capital adequacy asked for by the law is realized with controlling the gap, while the interest rate changes adversely. The assets management ensures the capital loss to be controlled and protects the owner’s equity of the bank.

Research on Dynamic Hedging under Jump-diffusion Settings with Risk Minimizing

GUO Jian-hua, XIAO Qing-xian

2011, 20(2):  145-151. 

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When the underlying asset’s price follows a jump-diffusion process, we devise a dynamic hedging strategy to minimize the risk we may take. First, we use MCMC method, which covers the shortage of conventional parameter estimation methods, to estimate model’s parameters and get more appropriate parameter evaluations. Then, under the objective of risk-minimization, we consider strategies to replicate the terminal contingent claim backward through time and the optimal hedging strategy expression is explicitly acquired. According to the strategy expression, any investor may duly adjust his hedging portfolio and can achieve his purpose of hedging risk and saving cost. Finally, we elicit the relationship between the option’s time limit and strategy adjusting frequency. What’s more, demonstration shows our hedging model and method is effective and feasible.

Option Pricing for a Jump Diffusion Model with Log-Uniform Jump-Amplitudes in a Regime-Switching Market Using FFT

WANG Chun-fa, WANG Cui-ping

2011, 20(2):  152-159. 

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In this paper, option pricing for jump diffusion model with log-uniform jump-amplitudes in a Regime-Switching model is considered. The method of fast Fourier transform(FFT)is adopted to calculate the option prices. Numerical results are reported.

Bilateral Measure of Risk with Applications to Portfolio Optimization

AN Shi, XU Zhao-yu

2011, 20(2):  160-169. 

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Current measures of risk are not able to reflect investors’ true feelings about the upside violation of asset return. In view of this insufficiency, this paper proposes a new measure of risk, which considers both loss aversion and excess return preference and can more effectively describe investors’ different feelings about bilateral violation of asset return. Based on the new risk measure a portfolio optimization model is proposed, and the solution is analyzed from different aspects. The results of analysis indicate that the new risk measure can provide better reference basis for investors to make decisions and investors’ different risk attitude have significant impact on both portfolio efficient frontier and optimal portfolio.

Management Science

Online Quantity Discount Strategy for Producers with Uncertain Demand of Customers

ZHANG Wen-ming, XU Yin-feng, SU Bing

2011, 20(2):  170-175. 

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The problem for the producer is how to design the discount strategy to inspire the retailer to increase his single orders when customers’ demand is uncertain. From the online point of view, Balance-Strategy is proposed in this paper. The strategy not guarantees only the acceptance of the discount for the retailer, but also the cost of the producer as small as possible. Examples are also presented in this paper which show that no matter how the demand changes using Balance-Strategy can guarantee the cost always close to the minimum cost which knows the demand beforehand. Moreover, we compare our model with the traditional ones by examples and show that the decisions made by the traditional models may not be the optimal ones from the competitive view.

Construction and Analysis of the Opinion Formation Model Based on the SocialNetwork

PAN Xin, DENG Gui-shi, TONG Bin

2011, 20(2):  176-179. 

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By considering the interaction behaviors among the individuals, this papers present an evolutionary model of opinion formation, in which the individuals are embedded in a social network. The model supposes thats there are only two kinds of opinions for all of the individuals, including+1and-1, and takes explicitly into account that an individual’s opinion is affected by its neighbors in the social network with a probability .The analytical and simulation results indicate that there exists a special probability λ. where the expected weighted fraction of the population that holds a given opinion is constant in time. While all of the population would be in the consensus state to other λ_c, value. This work may shed some light on evaluating the opinion spreading speed in a given social network.

Research on Compatibility Strategy of Platforms in Two-sided Markets

LIU Da-wei, LI Kai

2011, 20(2):  180-185. 

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To analysis the compatibility strategy of platforms in two-sided markets, we introduce a two-sided market model which involves various compatibility regimes. We suppose there is a monopolist operating two platforms with horizontal differentiation. The whole situation is modeled as a two-stage game. Firstly we analyze the compatibility mode of two-type agents and find that both of them prefer full compatibility regimes. Then we analyze the compatibility mode of platforms owner and find that the monopolist’s profit is independent of the compatibility regime if there is no entry to the market, but if there is some new agent the monopolist’s best regime is also full compatibility.

Constituent Factors of Action-Oriented Competency of Knowledge Workers and Evaluation Research

JIA Jian-feng, YANG Yong, SUN Xin-bo

2011, 20(2):  186-192. 

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Action-oriented competency is important to explain the performance of knowledge workers. Taking knowledge workers as research object, constituent factors of action-oriented competency of knowledge workers are gained through normative empirical research. On this basis, evaluation index system of action-oriented competency of knowledge workers was set up. According to the fuzziness of the evaluation indexes, the theory of triangular fuzzy number and fuzzy analytic hierarchy process(FAHP)are integrated to put forward FAHP evaluation method based on triangular fuzzy number. Finally, this paper takes company DR recruiting knowledge workers for a position as an example to illustrate applicability of the evaluation method.

Optimizing Mine Materials Heterogeneous-vehicle Distribution by Improved Genetic Algorithm

GUO Hai-xiang, YANG Juan, MA Zheng-yan, LI Lan-lan

2011, 20(2):  193-199. 

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Firstly, the paper establishes a mathematical model for Single-depot and Heterogeneous-vehicle vehicle routing problem(SHVRP)according to the actual situation of Zhengzhou coal electricity material supply and marketing limited company. Then based on the model, it uses improved genetic algorithm(IGA) to optimize the vehicle routing problem(VRP)of Zhengzhou coal electricity material supply and marketing limited company. Finally by comparing the performance of IGA with classical heuristics algorithm(CHA)and sweeping algorithm(SA)in solving distribution cost, the number of used vehicle and computing time , the results show that IGA obtains the best objective function value, SA takes the second place, and CHA is the poorest. However, from the number of vehicles used, the optimum solution of CHA uses the least vehicles, followed by SA and IGA, but CHA is most efficient in solving time, and the time needed for calculation is only two-fifths of that of SA, two-twonty-fifths of that of IGA.