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主管:中国科学院
主办:中国优选法统筹法与经济数学研究会
   中国科学院科技战略咨询研究院

Table of Content

    20 February 2016, Volume 24 Issue 2 Previous Issue    Next Issue
    Articles
    Dynamic Correlation Structure Between Market Liquidity and Market Expectation:An Analysis Based on ARMA-GJR-GARCH-Copula Model
    YAO Deng-bao, LIU Xiao-xing, ZHANG Xu
    2016, 24 (2):  1-10.  doi: 10.16381/j.cnki.issn1003-207x.2016.02.001
    Abstract ( 3083 )   PDF (1615KB) ( 1520 )   Save
    A standardized market liquidity measure is construeted by considering "time scale" and "price scale" at the same time, and a new index of market expectation is given by use of time-varying information entropy method. The dynamic correlation structure between market liquidity and market expectation could be analyzed by combining ARMA-GJR-GARCH model with time-varying Copula model. The Chinese stock daily data from January 2009 to September 2014 are utilized for empirical analysis. The results indicate that there exist some significant persistent and negative "leverage effect" for market liquidity and market expectation, the time-varying normal Copula model is optimal through comparative analysis under the LL、AIC and BIC principles, and time-varying relevant analysis shows that in long term, market liquidity and market expectation have kept overall trend of negative relevant, and the time-varying correlation coefficient has frequently switched between positive and negative position,and there exist some big change-points in correlation structure during the Europe-US sovereign debt crisis, while little relevant relationship in normal period. All of these are of great importance for regulators to timely guide market expectation and enhance market liquidity during the crisis, which may reduce the crisis contagion and release the financial risk.
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    Pricing Parisian Option by Multi-level Monte Carlo Method
    SONG Bin, LIN Ze-fu, ZHANG Bing-jie
    2016, 24 (2):  11-18.  doi: 10.16381/j.cnki.issn1003-207x.2016.02.002
    Abstract ( 2262 )   PDF (863KB) ( 1076 )   Save
    Parisian option is a complex path-dependent option extended from the barrier options, which allows the holder buy or sell a certain underlying asset at a pre-specified price under the condition that underlying asset price above or below a given level of a continuous or cumulative occupation time before maturity. The numerical methods for pricing Parisian option include binomial tree method, finite difference method and Monte Carlo method. Compared with other numerical methods, Monte Carlo method is more flexible and easy to implement and improve; moreover, its estimation error and convergence speed has stronger independence with the dimensions of the problem to be solved, and thus can solve the target variable of high-dimensional derivative securities pricing better.In this paper the Parisian option is priced using the Monte Carlo method, and improves the standard Monte Carlo algorithm is improved to multi-level Monte Carlo algorithm. Our research results show that under the given accuracy, multi-level Monte Carlo algorithm can reduce the calculation costs from O-3) to O-2(logε)2) comparing with the standard Monte Carlo method. On the other hand, under given calculation cost, multi-level Monte Carlo method can converge to the true value faster comparing with standard Monte Carlo method. Applying this method to Parisian option pricing not only expanses the choice scope of Parisian options' numerical algorithms, but also improves the precision of Parisian option pricing, and lays a certain foundation for Parisian options' application in the domestic market.
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    The Robust Model of Interest Rates Iberalization from Supply Chain Finance Perspective
    YU Hui, WANG Ya-wen
    2016, 24 (2):  19-26.  doi: 10.16381/j.cnki.issn1003-207x.2016.02.003
    Abstract ( 1922 )   PDF (1739KB) ( 1281 )   Save
    It has been a real problem that banks squeeze the real economy interests these years, while the promoting of interest rates iberalization policy failed to solve the small and middle-sized enterprises(SME) financing problems. From the supply chain finance perspective, the influence of bank's lending rate decision on the operation of the supply chain enterprises under limited demand information is investigated. In the context of interest rates iberalization, a trilateral game model operating under a wholesale price contract with the decision order being bank-retailer-supplier is constructed. Robust newsvendor method and the mini-max method are applied to characterize the trilateral game, which is, the bank decides lending rate r, then the retailer decides its order quantity Q and the supplier decides its price w, the equilibrium solution was obtained. A numerical analysis on a supply chain selling high-margin products with highly market demand uncertainty is conducted, and results show that bank's involvement will increase supply chain performance under limited information;The amount of supplier's own funds is an important indicator to measure the impact of interest rates policy did to supply chain efficiency;Interest rates iberalization cannot solve the problem of bank's embezzlement of benefit to the real economy and moderate government control is indispensable.The interaction between logistics and fund flow with a financial institution such as a bank joining the supply chain is studied, proving a brand new perspective for traditional supply chain research. The process of using robust newsvendor method and mini-max method to describe the trilateral game among bank, retailer and supplier then obtain the equilibrium solution offering a new technique to solve multi-player game and newsvendor problem.
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    Impact of Political Dispute on Industrial Economic System Based on An International Trade Inoperability Input-Output Model
    WU Xian-hua, ZHU Wei-wei, YANG Ling-juan, WANG Ying-ying
    2016, 24 (2):  27-37.  doi: 10.16381/j.cnki.issn1003-207x.2016.02.004
    Abstract ( 1768 )   PDF (1446KB) ( 1338 )   Save
    While political disputes occur frequently and widely among many countries, their impacts on domestic industrial economic system are unclear and less systematically investigated. Based on Miller and Blair,Jung[7] static international trade inoperability input-output model(SITIM) is extended into dynamic international trade inoperability input-output model(DITIM). Considering the 2012 Diaoyu Islands Dispute as a political dispute, under several premises assumptions, the indirect economic loss is estimated and Chinese industries that are sensitive to the dispute are screened out. Results show that the static total indirect economic loss of China's gross trade lies between RMB365.3764 billion and RMB811.4575 billion. The dynamic total indirect economic losses when the 2012 Diaoyu Islands Dispute is solved in 1 year, 2 years, 3 years, 5 years, 10 years and 15 years are also calculated. Industries that are sensitive to the dispute include general special equipment manufacturing, electrical equipment and machinery, chemical, metal smelting and rolling processing, and fabricated metal product. The empirical findings suggest that China establish an early-warning mechanism and trade assistance system, so key industries that were damaged in protecting the fundamental national interests could be properly compensated.
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    A Study on the Supplier Selection Flexibility Based on Strategic Transfer Pricing Commitment
    FENG Hua, PANG Mei, LIU Kai-jun, WANG Tian-yu
    2016, 24 (2):  38-46.  doi: 10.16381/j.cnki.issn1003-207x.2016.02.005
    Abstract ( 1685 )   PDF (2515KB) ( 1169 )   Save
    There are interactions between upstream strategic transfer pricing commitment and downstream innovation in a supplier-manufacturer channel, which strongly affect supply chain cooperation mode and the partners' behavior preferences. Based on routing flexibility and supply chain performance dimensions, say, committed delivery lead time, innovation investment, production quantity and profit, in this parer a strategic transfer pricing commitment model is formulated to provide a view of issues concerning supply chain cooperation mode, with combining the above mentioned static interactions and different flexibility levels into dynamic supply network configuration. By so doing, can at least five interactions be identified, say, i) FF Flexible transfer pricing, Flexible production quantity), ii]) CF(Committed transfer pricing, Flexible production quantity), iii) CO(Committed transfer pricing, Without delivery time uncertainty), iv) IW(Integrated supply chain, With delivery time uncertainty), v) IO(Integrated supply chain, Without delivery time uncertainty). With considering the supply chain routing flexibility and applying sample simulation analysis method, at least three conclusions can be obtained, I) Flexible supply network configuration is an important method for supply chain partners and supply chain as a whole to obtain performance improvement. Comparing with no flexibility, maximal and partial flexibility can help to improve performance, and maximal flexibility assumes the most priority in this process. II) Although partial flexibility is a feasible flexibility configuration, it arouses disequilibrium of network resources between supply and demand. III) Flexibility level and each partner's ability are two dominant dimensions to distinguish profit performance between integrated decision with uncertainty and transfer pricing commitment without uncertainty, and further influence the selection of supply chain cooperation mode and behavior preference. Sample simulation analysis in this paper, in which data is partly adopted and modified use for reference of the researches done by Cho and Gerchak[14] and Wadhwa et al.[4] helps to confirm the above deduction and provides a view for further research of the interactions that exist between optimal cooperation modes and behavior preferences.
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    Joint Warranty Decisions Research Considering Warranty Service Quality
    WANG Xuan, LIU Li-wen
    2016, 24 (2):  47-55.  doi: 10.16381/j.cnki.issn1003-207x.2016.02.006
    Abstract ( 1731 )   PDF (895KB) ( 1067 )   Save
    Service quality becomes more and more important as after-sale service competitions become fierce in modern business. Scholars usually consider the joint decisions of warranty length and product price. In this paper, service quality decisions based on traditional warranty length and price optimization researches are concerned. Better service quality and warranty length can promote sales and raise the price. These three dimensions have dynamic relationship in product lifecycle, but few scholars consider them jointly. The market of consumer goods and developed optimal control problems including cost models, demand models and profit model were investigated in this paper. Manufactures' profit is optimized by choosing optimal service quality, price and warranty length jointly. The maximum principle method is used to obtain solutions. The optimal policies for static market were further investigated and Lingo11 was used to do some numerical tests for dynamic market. This research can help manufactures make better warranty policy and give consumers better warranty service.
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    Research on the Supplier Selection Considering Carbon Emission Constrains Under Stochastic Demand
    FANG Jian, XU Li-qun
    2016, 24 (2):  56-60.  doi: 10.16381/j.cnki.issn1003-207x.2016.02.007
    Abstract ( 1646 )   PDF (917KB) ( 1229 )   Save
    Carbon emission is one of the major factors of global warming. With the increasing seriousness of global warming, the enterprise faces the problem of emission reduction. Because supplier is the major source of the indirect carbon emission, carbon emission has becoming one of the key criteria of supplier selection. Under stochastic demand and considering carbon emission, the model which single manufacturer who selects multi-suppliers; and these suppliers has the restriction on the production capacity is constructed. Then the algorithm which combining the characters of the model is designed. In the end, supplier selection effected by the price of carbon emission and transportation instrument in the numerical experimentation is analysed.
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    The Choice of Money-back Guarantees of Dual Channel Retailer
    HUANG Zong-sheng, NIE Jia-jia, ZHAO Ying-xue
    2016, 24 (2):  61-68.  doi: 10.16381/j.cnki.issn1003-207x.2016.02.008
    Abstract ( 1612 )   PDF (1243KB) ( 1547 )   Save
    The strategy choice of Money-back guarantees of a dual channel retailer is studied. There are four kinds of MBG policies for the retailer, i.e., no MBG, MBG only in traditional channel, MBG only in direct channel, as well as MBG in both traditional and direct channels. The optimal pricing strategy as well as the optimal profit of the retailer in different MBG scenarios are derived. By the comparison analysis, it's found that the product price in the two channels only depends on the MBG state in the channel, while it has nothing to do with the MBG state in the other channel. If the retailer wants to incur the profit level in one channel, it should provide MBG in the channel when the salvage value of the return product is high and provide MBG in the other channel when the salvage value is low. By the numerical analysis, it's found that the policy which provides MBG in both channels is not always the optimal choice for the retailer. When the cost difference between the two channels is small comparatively, it is beneficial for the retailer to provide MBG in both of the channels. However, when the cost difference is moderate, the choice depends on the salvage value of product. Once the cost difference between the two channels is very large, it is always favorable for the retailer to provide MBG only in the direct channel.
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    Competitive Strategy for On-line Multiple Devices Leasing in an Inflation Market
    XU Wei-jun, LIU You-zhu, CHEN Xiao-li, HU Mao-lin, GAO Li
    2016, 24 (2):  69-75.  doi: 10.16381/j.cnki.issn1003-207x.2016.02.009
    Abstract ( 1634 )   PDF (879KB) ( 1035 )   Save
    There exist massive phenomena of leasing multiple devices at the same time in the real leasing market. And the biggest problem what the manager faces is to optimize the combination of multiple devices on-line leasing in order to reduce the decision-making cost. However, inflation further increases the difficulty. In this paper, risk control model for the multiple devices leasing problem is put forward using the method of on-line algorithm and competitive analysis, and the impact of inflation on decision-making is analyzed. Firstly, the on-line and off-line strategies are proposed respectively for the multiple devices leasing according to the model of Karp's with the factor of inflation. Then to improve the competitive ratio in Karp's model, the risk control strategy which we call the CR strategy is discussed in theory with the hypothesis that the device is continuous separability. Furthermore, when consider that the number of devices investing in real decision-making must be integer, the risk control model is reconstructed and optimized to gain a new approximate strategy-CRJ strategy. Finally, the optimal competitive performance of the strategy is discussed and illustrated by numerical analysis, which shows that the competitive performance of on-line strategy is affected by the fact of inflation and the ways of investing. More, a new idea in multiple devices leasing problem is given in this paper.
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    The Impact of Consumer Network on the“Business-Platform”Cooperation Mechanism of Trial Products
    SHAO Peng
    2016, 24 (2):  76-83.  doi: 10.16381/j.cnki.issn1003-207x.2016.02.010
    Abstract ( 1930 )   PDF (1657KB) ( 1287 )   Save
    The free Trial is the new online business model which combines e-commerce and online social networks together, the impact of consumer network on the "business-platform" cooperation mechanism of trial products is researched. Suggestions are made based on the model construction and experimental analysis:Supply chain coordination is achieved in cost-sharing contract, cost-sharing percentage equals to the proportion of commissions deducted revenue divide by commissions in the officially selling period.Businesses profit is higherin cost-sharing contract than in decentralized contract, businesses profit gap become smaller between this two contracts with the decline in product quality. With the increase of effort degree, businesses profit increase slowly in the beginning and dropping in the later, and the cost-sharing is better than the decentralized contract. With the increase of network scale, the quality and effort degree is being more and more important. Theoretical and suggestions are provided for "business-platform" cooperation and marketing practical driven by consumer network.
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    Research on Transfer Payment Mechanism of Product Service System
    YAO Shu-jun, CHEN Ju-hong, HE Zheng
    2016, 24 (2):  84-91.  doi: 10.16381/j.cnki.issn1003-207x.2016.02.011
    Abstract ( 1720 )   PDF (1356KB) ( 929 )   Save
    In the process of manufacturing service transformation, products service system gradually becomes a new business model. Transfer payment mechanism between manufacturers and service provider in product service system is studied by means of side-payment contract. The research findings show that side-payment contract mechanism is able to distribute added value of coordinated total profit fairly and reasonably, so as to ensure stability of enterprises cooperation,compared with bargaining situation. As well as it effectively avoid moral failing phenomenon happening by means of advanced buying and bidding up price. Finally, the effectiveness of side-payment contract in product service system coordination is verified by a numerical example. And that it is able to improve integration efficiency of products and services and improve revue level of product service system members.
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    Study on Evolutionary Game Mechanism of Collaborative Innovation and Knowledge Spillover
    ZHANG Hua
    2016, 24 (2):  92-99.  doi: 10.16381/j.cnki.issn1003-207x.2016.02.012
    Abstract ( 1824 )   PDF (1785KB) ( 1460 )   Save
    Based on evolutionary game theory, the evolutionary stable strategy(ESS) is studied in this paper to analyze the process of collaborative innovation between firms and universities(research institutions). A knowledge sharing model driven by knowledge input and spillover is built to depict the game process of collaborative innovation, then a simulated analysis of evolutionary game is done. Study shows that, cooperation strategy is the ESS that adopted by participants in long-term collaborative innovation; when the group size of participants are different, participants in small group will achieve stable cooperation strategy more rapidly; while the group size of participants are similar, there are the same convergence speed of cooperation strategy in each group; increasing knowledge spillover is conducive to improving the efficiency of collaborative innovation and makes it steadily. Theoretical explanation is given for the existence of ESS in collaborative innovation, which contribute some decision support for mechanism design of university-industry collaboration.
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    Research on Quality Coordination in Supply Chain Based on Differential Game
    HONG Jiang-tao, HUANG Pei
    2016, 24 (2):  100-107.  doi: 10.16381/j.cnki.issn1003-207x.2016.02.013
    Abstract ( 1564 )   PDF (1632KB) ( 1529 )   Save
    With the two-echelon supply chain consisting of a single manufacturer and a single supplier as its research object, the manufacturer and the supplier's optimal quality management strategy, revenue and the total revenue of the entire supply chain in four different game situations are anylyzed. The results showed that when the income distribution between the manufacturer and the supplier met certain conditions, it was a Pareto improvement for the manufacturer, the supplier and the whole supply chain system from quality management Nash non-cooperative game situation, to weak incentive Stackelberg game situation, to the strong incentive Stackelberg game situation, and finally to the cooperation quality management game situation. Therefore, the cooperation quality management game situation was the ideal situation during the process of supply chain quality management. In order to promote the realization of the situation effectively, Nash bargaining model was applied to analyze the allocation of the remaining profits in the supply chain system between the parties. Finally, based on the simulation data got from the survey on the supply chain of an electric fan manufacturer, a numerical example was given to verify the results of the theoretical derivation.
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    Research on Three-echelon Integrated Cold Chain Inventory Model for Agro-food
    WANG Shu-yun, JIANG Ying-mei, WANG Xian-jie
    2016, 24 (2):  108-114.  doi: 10.16381/j.cnki.issn1003-207x.2016.02.014
    Abstract ( 1483 )   PDF (1042KB) ( 1540 )   Save
    In real life, many agro-foods loose their utility with the passage of storage period and the loss of utility or decay is categorized as deterioration. In order to keep the quality requested by the final customer and reduce relative logistics cost, especially the deteriorated cost, an integrated inventory policy needs to be emphasized among all members in cold chain. However most of the cold chain strategy neglects the importance of integration. Even if a few articles concern with this respect while the compensation policy is rarely proposed. If whose profit lost in an integrated system is not recovered, it is difficult to make the integration into reality.In this paper, an integrated inventory model of a manufacturer, multiple distributors, and multiple retailers is established in a finite horizon to maximize the total system profit when the demand rate is a time-varying function and prices are known. Considering the cold chain inventory adds value compared with the general goods, here it takes the maximum system profit as the basis of decision making in order to preferably show the increased profit brought by the integrated policy.A numerical example with exponential demand rate is given and the results which are calculated by Genetic Algorithm through the Matlab2012a illustrate the proposed model. Through the comparison with the independent retailer-leading decision-making strategy, it is experimented that the integrated strategy results in high total system profit. However, not all of supply chain members benefit from the integrated strategy. Therefore, A profit distribution mechanism then is discussed to coordinate the supply chain partners. Through the introduction of the payment transfer function, the mechanism realizes the profit of each member after being redistributed is larger than the retailer-leading system while the total profit of the chain remains the same after the profit redistribution, which stimulates the alliance among partners. The proposed model can have many potential applications and extensions to multi cold chain items, which could provide theoretical support to the development of cold chain in China.
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    A Bargaining-Coordination Mechanism for Green Supply Chain of Wood-based Panel under the Government's Incentive Policy
    CHEN Zhi-song
    2016, 24 (2):  115-124.  doi: 10.16381/j.cnki.issn1003-207x.2016.02.015
    Abstract ( 1756 )   PDF (1062KB) ( 1576 )   Save
    Currently, China's wood based panel(WBP) industry is faced with problems of waste of resources, environmental pollution, and lack of efficient cooperation and coordination. Considering the practice of WBP industry, WBP green supply chain system is defined. Further, based on optimality theory and Stackelberg game theory, a centralized optimization decision model and a decentralized equilibrium decision model of WBP green supply chain under the government's incentive policy of value-added tax refund and environmental tax collection are respectively built. On this basis, combining contract theory and Nash bargaining theory, setting the decentralized equilibrium profit of branch-wood supplier and WBP manufacturer as the disagreement point, a bargaining-coordination model of WBP green supply chain under the government's incentive policy of value-added tax refund and environmental tax collection is built:the branch-wood supplier provides a revenue-cost sharing contract in which the branch-wood supplier charges a lower wholesale price to WBP manufacturer, if the WBP manufacturer accepts this contract, he will share a proportion of his revenue and cost to the supplier. Then, they need to bargain over the revenue-cost sharing rate, which depends on the bargaining power of both sides. After this rate is set, WBP manufacturer will decide the end-price and order quantity, the supplier will produce and deliver branch-wood at a lower wholesale price to WBP manufacturer. Afterwards, WBP manufacturer will share a fraction 1-φ of his revenue and cost to the supplier, where φ is the revenue-cost keeping fraction of the manufacturer, and φ∈[0,1]. And then, the corresponding bargaining-coordination mechanism of revenue-cost sharing contract for WBP green supply chain under the government's incentive is built. Finally, based on the empirical data from industry and enterprise, the numerical analysis is carried out by comparing with the results of traditional WBP supply chain. The results show that:(i) The bargaining-coordination mechanism of revenue-cost sharing contract can effectively achieve coordinated operations, improve resources efficiency, reduce the negative environmental impact and improve the operations performance of WBP green supply chain.(ii) The optimal profits of WBP supply chain and its members under the WBP green supply chain management mode are higher than that under the traditional WBP supply chain management mode; the optimal profits of WBP supply chain and its members under bargaining-coordination decision situations are higher than that under decentralized equilibrium decision situations.(iii) Making policy of value-added tax refund with threshold and suitable environmental tax collection, self-construction of the economic forest farm, choosing the economical branch-wood and enhancing technology R & D and process improvement, are beneficial for improving the operations performance of WBP green supply chain. The bargaining-coordination mechanism of revenue-cost sharing contract built in this paper, providing a more equitable and efficient coordination mechanism for green supply chain operations of traditional manufacturing enterprises, which is a good improvement for the classical method of supply chain contract coordination in the theory, and also a good application reference for other types of green supply chain coordination in the practice.
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    Research on Customer Perceived Value of Family Using Car and Promoted Strategies in China
    WANG Zong-shui, ZHAO Hong, QIN Xu-zhong
    2016, 24 (2):  125-133.  doi: 10.16381/j.cnki.issn1003-207x.2016.02.016
    Abstract ( 1702 )   PDF (1319KB) ( 2066 )   Save
    A five-driver model of customer perceived value(CPV) has been established to study the relationships between the main drivers and CPV. Firstly, by reviewing the relative theory of CPV and its drivers, five main drivers have been selected out; they are perceived quality, perceived service, perceived brand value, perceived green value and perceived price which are the constituent elements of established model. And then, structural equation analytical method has been used to test the hypothesis based on the collected 223 valid date of online survey from January to February 2013. In addition, the reliability analysis and factor analysis have been done by SPSS18.0, and the goodness fit has been analyzed by AMOS17.0. The empirical results show that:perceived quality, perceived service, perceived brand value and perceived green value have positive impact on CPV of family using car, the impacts of perceived service, perceived brand value, perceived green value are tittle higher than perceived quality; for the perceived price, match of price and basic performance, comparison of price with similar brands and overall rationality of price also have an positive effect on CPV, and the impact of first two are significant higher than overall rationality of price. At last, promoted strategies for CPV of family using car have been proposed based on path coefficient analysis to promote the competitiveness.
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    Coordination on New-Product Supply Chain
    ZHAO Shou-ting, ZHANG Ju-liang
    2016, 24 (2):  134-143.  doi: 10.16381/j.cnki.issn1003-207x.2016.02.017
    Abstract ( 1920 )   PDF (1675KB) ( 1438 )   Save
    Pricing and promotion are two important issues for the successful launch of new products. Some products have already been promoted before pricing, while other products are promoted after their prices are determined. The sequence of decisions on pricing and promoting may be different in different supply chain. A supply chain consisting of a manufacturer and a retailer with demand depending on the price and the effort, in which the manufacturer sets the price and the retailer determines the effort of promotion is considered. Three decision sequences:(i) pricing first,(ii) promoting first,(iii) pricing and promoting simultaneously are studied in the paper. A contract, which combines revenue sharing and promotion cost sharing, to coordinate the supply chain is proposed. Moreover, game theoretic models, Stackelberg game and Nash equilibrium, are developed to demonstrate the effects of the three decision sequences on the manufacturer, the retailer and the supply chain. The results show that pricing and promoting simultaneously is the worst case for supply chain. Besides, for manufacturer and retailer, deciding first has more initiative and could get more profit, but when demand elasticity and promotion cost are high, deciding later could help to get more profit. Finally, numerical experiments are presented to give some sensitivity analysis. From the sensitivity analysis results, it's found that with the increase of revenue sharing ratio, the manufacture's profit is increasing while the profit of retailer is decreasing. A rise in price sensitivity of demand and promotion cost coefficient will diminish the manufacture and retailer's profit. The main contribution of the paper is that three decision sequences are considered and the supply chain profit among these three decisions sequences is compared. In addition, a contract which can coordinate the supply chain in all the three decision situations, which are not considered in previous research is designed.
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    A Construction Method of Spatial Network of ANP-BOCR for Complex Systems
    SUN Yong-he, DUAN Wan-chun, LI Ya-qun, XIE Hui
    2016, 24 (2):  144-152.  doi: 10.16381/j.cnki.issn1003-207x.2016.02.018
    Abstract ( 1907 )   PDF (2275KB) ( 1092 )   Save
    For the complex decision-making issue, it often could be expressed by a new network structure of analytic network process(ANP) with benefits, opportunities, costs and risks(BOCR) merits, which is called conventional ANP-BOCR structure. However, the structure has the following disadvantages. First, the dependence relation among criteria(criteria cluster) lying different BOCR sub-network is ignored. Second, in opportunities and risks sub-network, the dynamic characteristics of the system elements(i.e., system elements and their priorities could with vary with different expected time) cannot be reflected scientifically. Third, the determination way for criteria(criteria cluster) in the network structure of conventional ANP-BOCR is preformed poor due to lacking of well scientificity. To overcome drawbacks abovementioned, in this paper, a novel constructing approach for spatial network structure of ANP-BOCR is given based on decision making trial and evaluation laboratory(DEMATEL) and dynamic decision idea. Compared with exiting ANP-BOCR structure, the new approach breaks the limit of strict structure system consisting of fixed alternatives and criteria, and gives a dynamic decision structure under spatial dimension framework. Furthermore, the DEMATEL is applied to determine the key criteria, which shows well stringency. Finally, based on real case data, the new method is validated to be reliable by contrasting to the conventional ANP-BOCR structure of current case, and it builds a foundation for further research on improving the alternative synthesis method for BOCR weights.
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    Overall Performance Evaluation for DMUs with Ternary Efficiency Interval
    FAN Jian-ping, CHEN Jing, WU Mei-qin, TIAN Xuan
    2016, 24 (2):  153-161.  doi: 10.16381/j.cnki.issn1003-207x.2016.02.019
    Abstract ( 1680 )   PDF (911KB) ( 1048 )   Save
    To deal with the uncertainty of the data for input and/or output in the real world, many experts presented efficiency interval to evaluate the performance for each DMU from optimistic and pessimistic views. Undeniably, the lower and upper bound of the efficiency interval are two extremes of each DMU performance. In this paper, the preference of the decision makers are considered by introducing the attitude index to get the most probable efficiency value, which with the lower and upper bound constitutes the ternary efficiency interval. Then ternary directional distance index is proposed, improving the two-grade ranking method, to get a full ranking for all DMUs. The illustrative example shows this method is more precise and widely used in efficiency evaluation and decision-making field.the effectiveness and practicability of the proposed method.
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    Optimized Discrete Grey Power Model and Its Application
    YANG Bao-hua, ZHAO Jin-shuai
    2016, 24 (2):  162-168.  doi: 10.16381/j.cnki.issn1003-207x.2016.02.020
    Abstract ( 1643 )   PDF (889KB) ( 1210 )   Save
    A large number of practical systems have the characteristics of incomplete information, it is prevalent in the real world of the small sample, and the uncertainty of poor information system provides a very rich resource for the study of gray system theory. Grey prediction model has provided a useful tool for the small sample data predict. But, the existing research suggests that grey forecasting model can better simulate exponential function changes system and power function system, but the existing prediction model cannot better reflecting the exponential and power function combined effects to the system, so it is difficult to apply these model to predict the small sample data which effect by complex multifactorial impact. Based on this consideration, a new grey forecasting model-discrete grey power model is proposed.The new model add one time power function in the existing discrete grey model, and it also allows the power parameters by endue any value. So, the time-responsive features of this model can reflect the exponential and power function changes system, and includes the interaction characteristics of power function and exponential changes in the system. Based on the new model, taking into account the effect of the initial condition in the discrete grey power model, two optimization models are constructed with the objective of minimum average relative error, the constraints of relationships between parameters in order to optimize the initial condition. The example of online shopper from 2006 to 2012 in China is used to compare the simulation and prediction results of GM(1,1) model, discrete GM(1,1) model and the new method, the results show that the optimized model has better simulation and prediction accuracy than other two grey models. Additionally, in order to test adaptive of the new model, under the conditions of a given power exponent, six kinds of situations data Low-growth data、Medium-growth data、Rapid-growth data、Volatility data、Disturbance-growth data and Attenuation data are genercated by using randomly generated method, and the new model is used to simulate and predict the rand data, the results also show that the new model has better stability, which is further illustrated the validity and applicability of the new model. Therefore, the new prediction model constructed in this paper not only enriches the theory of grey forecast model system, but also provides a more rich set of tools for the prediction of small sample system under the combined effects of multiple factors.
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    SWOT Analysis onthe Alliance for Intellectual Property of Food Safety Detection and the Strategy Choice
    YU Shun-kun, CHEN Li
    2016, 24 (2):  169-176.  doi: 10.16381/j.cnki.issn1003-207x.2016.02.021
    Abstract ( 2206 )   PDF (1996KB) ( 1180 )   Save
    Intellectual Property Alliance(IPA) on Food Safety Testing consists of food production enterprises, food safety inspection companies, research institutes, universities and patent service agencies. By sharing resources and reducing transaction costs, all the stake-holders within the Alliance can establish a patent pool which can provide complete technological rights for promoting the development of the industry. In addition, it can bring into full play the advantages of the intra-Alliance enterprises who can work togetherwot safeguard their legitimate rights and set technical barriers for the entire industry. It is particularly important for the Alliance to formulate appropriate development strategies. In this study, first, the SWOT-AHP method is used to analyze and identify the strengths(S), weaknesses(W), opportunities(O) and threats(T) regarding the patent management, technological development and collaboration by the members of the Alliance. Then the AHP method is employed to determine the weighting of each factor. Finally, all the SWOT factors are arranged according their order of priority to obtain an optimal strategic choice. Both qualitative and quantitative methods are used to realize a combination of factors and choices. This represents a major methodological innovation as compared with the existing research on alliance strategy.Based on careful literature study, the present research determined the factors that need to be considered. Experts from member institutions and specialists from the food industry are invited to determine specific elements and to evaluate the relative importance of various elements. The 1-9 scale method is utilized to determine the factors on all levels and subsequently to establish the order of priority. Firstly, a judgment matrix is constructed based on the experts' evaluation of various elements. Excel method is used to calculate thejudgement matrix's maximum eigenvalue(λmax) and normalized feature vector(W), which is the relative weight of each index. After the maximum eigenvalue is calculated, consistency check is carried out and the consistency index CI is obtained and the random consistency ratio CR is calculated. The formula is as follows:CI=λmax-n/n-1(1) CR=CI/RI(2)In the formula,RI refers to the average consistency index, which can be obtained by checking the table. When CR<0.10, judgment matrix passes the consistency check Then, pairwise comparison matrix covering the Strengths Unit, the Weaknesses Unit, the Opportunities Unit and the Threats Unit is established while priority weight and the CR value are calculated. Based on the results within each unit, the factor with the maximum priority weight in each unit is identified to represent that particular unit. By developing new inter-unit pairwise comparison matrixes, an inter-unit order of priority is obtained. Finally, strategic choice for the Food Safety Testing Alliance is formulated, the order of priority being "advantages> disadvantages> threats> opportunities". The strategic program for the Food Safety Testing Alliance is as follows:the core strategy for the Intellectual Property Alliance is to utilizing the internal strengths while taking advantage of external opportunities. By integrating various advantages and jointly developing core patents, the Alliance should set up the core patent pool as quickly as possible and work together with relevant government departments to facilitate the formulation of the product standards as well as the testing standards within the industry itself.
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