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Robust user equilibrium model based on cumulative prospect theory under distribution-free travel time 被引量:3
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作者 王伟 孙会君 吴建军 《Journal of Central South University》 SCIE EI CAS CSCD 2015年第2期761-770,共10页
The assumption widely used in the user equilibrium model for stochastic network was that the probability distributions of the travel time were known explicitly by travelers. However, this distribution may be unavailab... The assumption widely used in the user equilibrium model for stochastic network was that the probability distributions of the travel time were known explicitly by travelers. However, this distribution may be unavailable in reality. By relaxing the restrictive assumption, a robust user equilibrium model based on cumulative prospect theory under distribution-free travel time was presented. In the absence of the cumulative distribution function of the travel time, the exact cumulative prospect value(CPV) for each route cannot be obtained. However, the upper and lower bounds on the CPV can be calculated by probability inequalities.Travelers were assumed to choose the routes with the best worst-case CPVs. The proposed model was formulated as a variational inequality problem and solved via a heuristic solution algorithm. A numerical example was also provided to illustrate the application of the proposed model and the efficiency of the solution algorithm. 展开更多
关键词 user equilibrium cumulative prospect theory distribution-free travel time variational inequality
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THE DISTRIBUTION-FREE NEWSVENDOR PROBLEM WITH BALKING AND PENALTIES FOR BALKING AND STOCKOUT 被引量:4
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作者 Hui Yu Jia Zhai 《Journal of Systems Science and Systems Engineering》 SCIE EI CSCD 2014年第2期153-175,共23页
This paper investigates the ordering policy for the newsvendor problem with customer balking and penalties for balking and stockout. Our analysis is based on the assumption that only the mean and the variance of the d... This paper investigates the ordering policy for the newsvendor problem with customer balking and penalties for balking and stockout. Our analysis is based on the assumption that only the mean and the variance of the demand distribution are known. In contrast to the existing research, we provide a new tradeoff tool as a replacement of the traditional one to weigh the holding cost and the goodwill cost segment: the balking penalty cost and the stockout penalty cost. Specifically, in addition to the stockout penalty, we also introduce the balking penalty, provide a new proof of the optimality of robust ordering policy to guarantee that the lower bound of expected profit obtained by us is tight, and get an robust optimal order quantity which is an exact solution but not an approximate one as before. Numerical experiments are conducted to illustrate the effect of penalties for balking and stockout. 展开更多
关键词 Newsvendor problem distribution-free customer balking balking penalty stockout penalty
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Eco-Efficiency: Environmental Performance vs Economic Performance
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作者 Antonio Arbelo Pilar Perez-Gomez, Felipe Manuel Rosa-Gonzalez Libertad Ramos 《Management Studies》 2014年第4期239-253,共15页
The second half of the 20th century was characterized by an increasing interest in the pace of economic growth and its impact on the environment. As a result, the concept of eco-efficiency as a philosophy of managemen... The second half of the 20th century was characterized by an increasing interest in the pace of economic growth and its impact on the environment. As a result, the concept of eco-efficiency as a philosophy of management has arisen, which combines the excellence of the environment and business. This paper uses the distribution-free approach to provide empirical evidence in relation to the eco-efficiency paradigm by studying the relation between environmental performance (measured by the level of emissions of air-contaminating substances) and economic performance (approximated by economic efficiency), in 199 companies from mineral manufacturing industry in Spain between 2004 and 2007. The empirical analysis shows that the results are consistent with the paradigm of eco-efficiency and therefore it can be concluded that being responsible for the environment is positively related to economic efficiency. 展开更多
关键词 ECO-EFFICIENCY economic efficiency environmental performance distribution-free approach
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A New Proof for the Tight Range of Optimal Order Quantities for the Newsboy Problem with Mean and Standard Deviation
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作者 Jinfeng Yue 《American Journal of Operations Research》 2012年第2期203-206,共4页
In the classical Newsboy problem, we provide a new proof for the tight range of optimal order quantities for the newsboy problem when only the mean and standard deviation of demand are available. The new proof is only... In the classical Newsboy problem, we provide a new proof for the tight range of optimal order quantities for the newsboy problem when only the mean and standard deviation of demand are available. The new proof is only based on the definition of the optimal solution therefore it is the most straightforward method. It is also shown that the classical Scarf’s rule is the mid-point of the range of optimal order quantities. This provides an additional understanding of Scarf’s order rule as a distribution free decision. 展开更多
关键词 Newsboy Problem distribution-free Approach Optimal DECISION
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A Theory of the Risk for Empirical CVaR with Application to Portfolio Selection 被引量:2
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作者 ARICI Giorgio CAMPI Marco C. +2 位作者 CARE Algo DALAI Marco RAMPONI Federico A. 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2021年第5期1879-1894,共16页
When decisions are based on empirical observations,a trade-off arises between flexibility of the decision and ability to generalize to new situations.In this paper,we focus on decisions that are obtained by the empiri... When decisions are based on empirical observations,a trade-off arises between flexibility of the decision and ability to generalize to new situations.In this paper,we focus on decisions that are obtained by the empirical minimization of the Conditional Value-at-Risk(CVa R)and argue that in CVa R the trade-off between flexibility and generalization can be understood on the ground of theoretical results under very general assumptions on the system that generates the observations.The results have implications on topics related to order and structure selection in various applications where the CVa R risk-measure is used.A study on a portfolio optimization problem with real data demonstrates our results. 展开更多
关键词 distribution-free results empirical CVa R GENERALIZATION order selection RISK scenario approach
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Null-free False Discovery Rate Control Using Decoy Permutations 被引量:1
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作者 Kun He Mengjie Li +2 位作者 Yan Fu Fuzhou Gong Xiaoming Sun 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2022年第2期235-253,共19页
The traditional approaches to false discovery rate(FDR)control in multiple hypothesis testing are usually based on the null distribution of a test statistic.However,all types of null distributions,including the theore... The traditional approaches to false discovery rate(FDR)control in multiple hypothesis testing are usually based on the null distribution of a test statistic.However,all types of null distributions,including the theoretical,permutation-based and empirical ones,have some inherent drawbacks.For example,the theoretical null might fail because of improper assumptions on the sample distribution.Here,we propose a null distributionfree approach to FDR control for multiple hypothesis testing in the case-control study.This approach,named target-decoy procedure,simply builds on the ordering of tests by some statistic or score,the null distribution of which is not required to be known.Competitive decoy tests are constructed from permutations of original samples and are used to estimate the false target discoveries.We prove that this approach controls the FDR when the score function is symmetric and the scores are independent between different tests.Simulation demonstrates that it is more stable and powerful than two popular traditional approaches,even in the existence of dependency.Evaluation is also made on two real datasets,including an arabidopsis genomics dataset and a COVID-19 proteomics dataset. 展开更多
关键词 multiple testing false discovery rate null distribution-free p-value-free decoy permutations knockoff filter
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Inflation and time value of money in a vendor-buyer inventory system with transportation cost and ordering cost reduction 被引量:1
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作者 S.Hemapriya R.Uthayakumar 《Journal of Control and Decision》 EI 2021年第2期98-105,共8页
The article presents a single-vendor and a single-buyer integrated production inventory system with inflation and the time value of money.The main focus is on the effect of ordering cost reduction dependent on lead ti... The article presents a single-vendor and a single-buyer integrated production inventory system with inflation and the time value of money.The main focus is on the effect of ordering cost reduction dependent on lead time and lead time reduction.Two integrated continuous review models are developed.For both cases,our objective is to minimise the total integrated system cost by simultaneously optimising the order quantity,safety factor,lead time and number of shipments.We take the transportation cost as a function of the shipment lot size and it is taken to be in an all unit-discount cost format.Thus we incorporate transportation cost explicitly into the model and develop optimal solution procedure for solving the proposed inventory system.An efficient algorithm for finding the optimal solution is developed and numerical examples are given to illustrate the model. 展开更多
关键词 Integrated inventory model lead time reduction crashing cost distribution-free approach transportation reduction
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The coordination and preference of supply chain contracts based on time-sensitivity promotional mechanism
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作者 Xin Fang Fengjiao Yuan 《Journal of Management Science and Engineering》 2018年第3期158-178,共21页
To encourage retailers to submit orders as soon as possible,manufacturers usually launch a time-sensitivity promotional mechanism that the earlier you order,the cheaper the wholesale price will be in advance of the se... To encourage retailers to submit orders as soon as possible,manufacturers usually launch a time-sensitivity promotional mechanism that the earlier you order,the cheaper the wholesale price will be in advance of the selling season.This paper aims to investigate if the mechanism can improve supply chain performance.A dyadic decentralized supply chain system comprising a single manufacturer and a single retailer is viewed as a research framework.Initially,a benchmark model is proposed to provide a criterion-referenced for coordinating the supply chain in a non-standard distribution environment.Second,a time-sensitive wholesale price contract is constructed to confirm that the mechanism can coordinate the supply chain.However,the retailer accepts the entire forecast risk under the contract.An improved contract called a time-sensitive revenue-sharing contract is constructed based on the notion that the manufacturer shares partial forecast risk.The results show that participants can arbitrarily divide the optimal supply chain's expected profit between the constructed price contracts;however,two differences exist between the contracts,that is,participants have contract preferences.Finally,a numerical analysis and a few management insights are given. 展开更多
关键词 Time-sensitivity Promotional Supply CHAIN CONTRACT distribution-free approach
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