Table of Content

30 March 2010, Volume 44 Issue 03 Previous Issue    Next Issue

Management Science

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Cascading Failure Model and Method of Supply Chain Based on Complex Network YAN Yan1，LIU Xiao2，ZHUANG Xintian1 2010, 44 (03):  0-0325.  Abstract ( 4013 )   Save This paper focused on the cascading failure of supply chain network. A node importance evaluation method is employed to analyze the cascading failure characteristics. Then the critical nodes which may cause cascading failure in the whole network are identified. Finally, the damage degree of cascading failure measured by largest connected component is tested using the largest workload tolerance parameter. The simulation results indicate the validity and practicality of this method. Related Articles | Metrics

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An Empirical Study on Measurement of Knowledge Work Efficiency in Modern Manufacturing Context YI Shuping1,LI Faquan1,WU Jia1,LIAO Yi1,2,MENG Yuqin1 2010, 44 (03):  297-0301.  Abstract ( 3738 )   Save Based on enterprises survey and statistical analysis, six measurement dimensions for knowledge work efficiency (KWE) were extracted, and the unbalance of KWE dimensions was presented. Accordingly, a measurement equation of KWE with completion of tasks, quality, effectiveness, client satisfaction and creativity as indicators, and with task time as measurement criterion was built. Efficiency of the adaptive design of an LS spiral conveyer was experimentally measured with the equation, and the results show the equation is valid. Related Articles | Metrics

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Research on the State Dependence Effect of Online Consumer Based on Random Utility Model CHEN Jie,YANG Shengrong 2010, 44 (03):  302-0305.  Abstract ( 3686 )   Save This paper built a random utility brand choice model to describe the state dependence of online consumers. Then the model was applied to analyze actual online consumer panel data. The results show that online consumers have very strong state dependence effect. This state dependence can be taken as brand loyalty and size loyalty. So online etailer should exert as much as possible the flexibility of online channels, using a variety of opportunities for consumers to access products, attracting consumers to make repeat purchase. Related Articles | Metrics

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Simulation Optimization for Semiconductor Manufacturing Logistics Systems under Stochastic Demand DONG Ming1,WU Yifan1,WU Chang1, HOU Wenhao2 2010, 44 (03):  306-0310.  Abstract ( 3967 )   Save This paper studied a new kind of dynamic multistage facility layout problem under dynamic business environment, in which new machines may be added into, and old machines may be removed from the plant. A mathematical model and the batch arriving pattern were presented. By studying how to add/remove machines into/from the plant, two random events of adding/removing machines and three dispatching rules were provided. The corresponding simulation optimization algorithm under stochastic demand was presented. Finally, the effectiveness of the algorithm and simulation system was verified by realworld examples. Related Articles | Metrics

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Theoretical Study of Bargaining Pricing for Property Rights Based on Wealth Utility YANG Zhongzhi，PENG Junwei 2010, 44 (03):  311-0316.  Abstract ( 3677 )   Save Based on the historical progress of utility theory and exchange theory, this paper constructed a wealth utility function of measuring player’s satisfaction for profit gained from the property bargaining based on the wealth preference of people. In the process of property bargaining, the changes of profits of seller and buyer as variables of wealth utility function well conduce to the wealth utility function in accordance with the law of dissatisfaction and the law of satisfaction decrease. In the basis of wealth utility function of individuals, the models of bargaining for property pricing were constructed and the equations of solving equilibrium price of bargaining were derived. On the state of equilibrium price, the effects of structure parameters changes of wealth utility function and the effects of model parameters changes of bargaining games on the property pricing were analyzed, which provides the scientific basis for the mechanism designs of property bargaining. Related Articles | Metrics

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An Inventory Model with Dynamic Emergency Ordering under Stochastic Lead Time SUN Lei,ZHU Qiong,ZHANG Jie 2010, 44 (03):  317-0321.  Abstract ( 3815 )   Save Under the stochastic lead time and uncertain demand in the inventory system, an emergency ordering policy to optimize inventory replenishment was studied. Based on the classic (Q,R) policy, the inventory model with real time information in the process of regular ordering was set up. By comparing different cycle expected cost with different choices, this paper gave the expressions to calculate the optimal emergency ordering point and order amount. The numerical analysis shows that the model proposed can save much cost and it also proves the rationality of the optimal solution and the influence of the cost of emergency order. Related Articles | Metrics

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Empirical Study on Spectrum Analysis of Business Cycle Synchronization in Chinese Regions YANG Zhongzhi，LI Li 2010, 44 (03):  326-0331.  Abstract ( 3645 )   Save The business cycle synchronization in Chinese six regions was discussed by using techniques in frequency domain with natural logarithm of annual GDP data over period 1952-2004. Several researchers proposed that regional business cycles synchronize due to a nonlinear “phaselocking” process and one can test the necessary condition for phaselock to support the phaselocking hypothesis. According to this theory, empirical evidence to support the necessary conditions for phaselocking in Chinese regional business fluctuations was presented by use of Granger causality tests, Vector autoregressive(VAR) impulse response functions, variance decompositions and tests for nonlinearities. The results suggest that regional business cycle synchronization may be due to a nonlinear phaselocking progress. Related Articles | Metrics

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A Platform for Complex Network Visualization Based on Hierarchical Community Structure ZHOU Yan，LIU Yabing，WANG Xiaofan 2010, 44 (03):  332-0335.  Abstract ( 4338 )   Save This paper put forward a visualization method for largescale complex networks, and carried out the interaction platform based on hierarchical community structure. The platform introduces circle layout and provides the users with many interactive functions so that they can explore networks from various levels. The platform also implements functions closely related with network community analysis, such as finding overlapping nodes and dynamic evolvement of communities. Related Articles | Metrics

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Study on the Cost of Financing Securities Based on Asymmetric Information ZHOU Rencai1,2 2010, 44 (03):  336-0339.  Abstract ( 3863 )   Save The security company should consider the loss on investment opportunity and capital structure adjusting during financing securities. Using information asymmetry, this article constructs a game model between security company and investors, and quantitatively analyses the opportunity cost. Furthermore, through analyzing the investment portfolio risk exposure caused by financing securities and the condition about the security company’s engaging in financing securities, the article concludes that the unconditional contract gives more utility for the security company. Related Articles | Metrics

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Supplier’s Capacity Optimization Decisions in Both Contract Markets and Electronic Markets LI Peiqin1,2，HUANG Peiqing1 2010, 44 (03):  340-0344.  Abstract ( 3488 )   Save In the era of contract markets and electronic markets existing at the same time, this paper studied supplier’s capacity optimization decisions. Based on the fact that the supplier’s capacity is changeless or changeable, the paper sets up the optimal models and finds out the optimal capacity proportion, optimal capacity decision, optimal wholesale price and optimal order quantity, etc. It concludes that the supplier’s optimal sales volume in contract markets is independent of supplier’s capacity. Related Articles | Metrics

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Modeling and Simulating of Innovation Diffusion in Small World Networks with Mixed ParetoNash Strategies LI Ying1，JIANG Luquan2 2010, 44 (03):  345-0348.  Abstract ( 3956 )   Save The micro level characteristics of the innovation diffusion process in a small world social network were studied by using agentbased complex system simulation method. The effect of Nashrule and Paretorule on the diffusion process and diffusion result was analyzed. The simulation indicates that the payoff value of the agent is higher when the agent uses Pareto rule when the cost factor k is within a certain range． Furthermore, the average payoff value of the agents has an inflexion with the changing of k, and the inflexion appears at k=3.7. Related Articles | Metrics

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Research on the Generalized Second Price Mechanism of Sponsored Search Auctions Based on Dynamic Gaming Models JIANG Hui,WANG Huanchen,GAO Chaowei 2010, 44 (03):  349-0353.  Abstract ( 4661 )   Save Aiming at the problem of sponsored search auctions, this article introduced and defined the generalized second price(GSP) mechanism as a simplified VCG(VickreyClarkeGroves) mechanism by stating the advantages and disadvantages of VCG mechanism and analyzing the value structures of positions on the search engine result page(SERP). It proves that when advertisers have separable values, payperclick along with ranking by effective bids will guarantee the realization of VCG equilibrium under GSP mechanism. A quantitative experiment was done and the impacts of ranking rules on equilibrium and efficiency in the dynamic circumstance were discussed. The article as a whole builds a theoretical foundation to explain and predict the phenomenon in real sponsored search auctions. Related Articles | Metrics

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ClosedLoop Supply Chain Management of HighSalvage Perishable Product Remanufacturing in Single and Dual Channel CHEN Juan1,JI Jianhua1,LI Meiyan2 2010, 44 (03):  354-0359.  Abstract ( 4019 )   Save The costsavings potential of closeloop supply chain management that collects and remanufactures highsalvage perishable products was modelled. In two different return channels, which are single and dual channel model, facing two main parameters: the sale rate of forward supply chain and the return rate of reverse supply chain, the model quantifies the relations of the parameters and the potential remanufacture revenues of closeloop supply chain. This paper discussed the economic effect of supply chain under different parameter changes and different channels, and gave the management advice. Furthermore, the other effect parameters were studied based on the numerical examples and the results were shown. Related Articles | Metrics

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Study on the Liquidity Value of China’s Block Trade ZHANG Dan1,YANG Chaojun1，XIA Qiushuang2，ZHAO Zhanchao3 2010, 44 (03):  360-0363.  Abstract ( 3820 )   Save From the view of the concept of liquidity value, this article studied the impact of liquidity demand on the price of block trade stocks, calculated the liquidity discount level of block trade stocks and analyzed the determinative factors of liquidity value. At the same time, it examined the influence of the new rule .The results suggest that the average liquidity discount level is 5.111%; stock market liquidity and stock price volatility affect the liquidity value of block trade stocks remarkably; the new rule remarkably adds the liquidity discount level,and the average level rises from 4.322% to 5.541%. From the view of the concept of liquidity value, this article studied the impact of liquidity demand on the price of block trade stocks, calculated the liquidity discount level of block trade stocks and analyzed the determinative factors of liquidity value. At the same time, it examined the influence of the new rule .The results suggest that the average liquidity discount level is 5.111%; stock market liquidity and stock price volatility affect the liquidity value of block trade stocks remarkably; the new rule remarkably adds the liquidity discount level,and the average level rises from 4.322% to 5.541%. Related Articles | Metrics

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Study on the Dynamic Correlation of Liquidity Risk and Market Risk During Financial Crisis WANG Lingzhi，YANG Chaojun 2010, 44 (03):  364-0368.  Abstract ( 4100 )   Save During financial crisis, both liquidity risk and market risk increase. This paper analyzed the formation mechanism of their correlation qualitatively. Choosing Shanghai stock index as the research object it measured the dynamic market risk and liquidity risk by use of the timevarying conditional variance. It used the dynamic correlation coefficient (DCC) method to study the variable correlation between them. The results show that the liquidity risk and market risk have some correlation in common, after the burst of financial crises, there is a notable increasing of the correlation. Related Articles | Metrics

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Analysis of an Inventory Control Strategy for Reverse LogisticsOU YANG Huiqing1,2，ZHU Xiangyang1 2010, 44 (03):  369-0372.  Abstract ( 3348 )   Save Based on the assumption that demand and return are independent Poisson processes, the inventory position was modeled into a Markov chain. By solving this Markov chain, this paper derived the limiting performance of the inventory system and hence the system expected total cost per unit time. A heuristic approach was developed to determine the upper and lower bounds for the optimal control parameters. The numerical examples show that the reuse of the return items is economical. Related Articles | Metrics

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Study on Double Moral Hazard Prevention Based on OverconfidenceLIU Xinmin,WEN Xingang,WU Shijian Study on Double Moral Hazard Prevention Based on Overconfidence LIU Xinmin,WEN Xingang,WU Shijian 2010, 44 (03):  373-0377.  Abstract ( 3909 )   Save The traditional principalagent model does not fully consider the irrational behaviors and the effect of psychological factors of the principal and agent, nor resolves the double moral hazard problem such as the adverse selection. This paper introduced the overconfidence, the dismissal compensation and the principal’s dismissal liability into the principalagent model, redesigned the contract, analyzed the effect of overconfidence on the effort level, incentive coefficient, fixed compensation and the agency cost through mathematical deduction, and set up the double moral hazard prevention mechanism based on the agent’s overconfidence, which can also resolve the low incentive efficiency to encourage the agents to work hard for the principal’s interests. Related Articles | Metrics

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An Endogenous Growth Model for Urban Agriculture Based on Urban Crises and Equilibrium Constraints WANG Lumei1, 3,LIU Fengtao2, 3,ZHOU Pei1, 3( 2010, 44 (03):  378-0383.  Abstract ( 3565 )   Save Because of various urban crises, the endogenesis of secondary & tertiary industries has been challenged. Therefore, urban agriculture was oriented as the balancer for secondary & tertiary industries to handle the “middlecausation risks”, and a model of endogenous growth was built. The method of optimal control was employed to obtain the longterm equilibrium economic growth rate, the transversality conditions, the relationship between the output flexibilities of input factors in the two subsystems, the relationship between the elasticity coefficients of intertemporal substitution in consumption, as well as the optimal conditions for the entire system. The results indicate that the combination of urban agriculture with secondary & tertiary industries to be a whole is a realistic way to turn urban crises endogenous; furthermore, the endogenous growth model built for urban agriculture in this paper extends the description space of original endogenous growth model, and it will shed light on the development of urban agriculture. Related Articles | Metrics

Automation Technique, Computer Technology

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A Double Circle Algorithm for Particle Size Distribution of Ores YING Junhao，ZHANG Xiubin 2010, 44 (03):  384-0388.  Abstract ( 4301 )   Save Particle size distribution of ores can directly be used as a basis for the blast furnace process control, so it is crucial for the optimization of control dynamics and system structures. The doublecircle ratio concept and method were used to detect the particle size distribution of dim and obscure ores. The paper uses several steps to detect ores’ granularity and distribution, such as preprocessing, morphological smooth, particle positioning, largest expansion and double circle detection. A series of comparative experiments prove that this novel algorithm improves the accuracy of granulometry compared with classic methods. Related Articles | Metrics

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An Efficient and Full Secure IdentityBased Encryption Scheme MA Rong,CAO Zhenfu 2010, 44 (03):  389-0392.  Abstract ( 4032 )   Save This paper presented an efficient and secure identitybased encryption scheme. Compared to the previous scheme, it has the advantage of security or efficiency. This new scheme can achieve adaptive CCA2security under BDH assumption with tight reduction. The construction was made by use of the “Twin DiffieHellman” technique proposed by Cash et al, only requiring one pairing computation during the encryption procedure. Related Articles | Metrics

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Scheduling Optimization for Scalable Video Streaming Based on Partially Observable Markov Decision Processes FAN Fengjun1,ZOU Junni1，WANG Min1，XIONG Hongkai2 2010, 44 (03):  393-0397.  Abstract ( 4314 )   Save Packet scheduling remains a critical issue for the transmission of scalable video streaming over wireless broadcasting channel. To achieve the optimal receiving video quality, a packet scheduling algorithm based on the optimization strategy of partially observable Markov decision processes (POMDP) was proposed. It adopts POMDP to establish a complete optimization scheduling mathematical model on the condition that the state of the user is uncertain or partially observable. Compared with traditional packet scheduling algorithms, the experimental results show that the proposed scheme can efficiently improve the average PSNR. With the increase of the number of users, the performance of the proposed POMDP model asymptotically approaches to the ideal MDP model in which the state information is completely observable. Related Articles | Metrics

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An Automatic Video Classification Scheme Based on Combination of MPEG7 Descriptors and SecondPrediction Strategy CHEN Bin,JIANG Xinghao，SUN Tanfeng 2010, 44 (03):  398-0402.  Abstract ( 4178 )   Save To deal with the growing amount of videos on the Internet, this paper presented a scheme for automatic video classification based on the combination of MPEG7 descriptors and secondprediction strategy. Nine MPEG7 descriptors such as color, texture, shape and motion were extracted from five different genres of videos and combined as a whole representative feature. Then it was put into an SVM classifier to train the model and predict. The traditional 11 method was modified with a secondprediction strategy to improve the classification accuracy. The experiments on a broad range of video data demonstrate that the accuracy of our classification scheme is higher than other existing schemes and the scheme is suitable for the largescale video classification task under a complex environment. Related Articles | Metrics

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A Novel Optimal Data Scheduling Approach to P2P Content Distribution JI Qijin 2010, 44 (03):  403-0406.  Abstract ( 4242 )   Save Data scheduling in peertopeer content distribution system considers how peers select partners for interesting data. A novel optimal content distribution data scheduling algorithm based on the parallel machine scheduling model was designed to assign the chunk requests among the known neighbor peers in a balanced way. The simulation results show that the proposed algorithm can further improve the system throughput and mitigate the load of original content server with typical chunk selection methods comparing with the data scheduling scheme selecting neighbor peers randomly. Related Articles | Metrics

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Reseurch of Geometric Computing and Its Theory HE Yuanjun 2010, 44 (03):  407-0412.  Abstract ( 3756 )   Save A new geometric computing theory was proposed. On the definition level of geometric elements, using the Cartesian coordinates ideology as reference, 2D and 3D “geometric algebra elements” (or “geometric elements” for short, which could construct an upperlevel element in the solving sequence) were constructed by geometry algebraization methods. On the processing level of geometries, geometric problems were solved with geometry methods, by which a geometric element solving sequence could be constructed. Directional property was introduced into geometries in this theory and geometries were represented in a unified format. They help to simplify the processing of finding the geometric element solving sequence for a geometry problem. The paper also tried to theoretically find out an integrated solution for geometry ambiguity issues, and established a unified, standardized geometry computing architecture. The Leibniz’s mind——to process geometric objects with geometric language——was implemented in an indirect way! Related Articles | Metrics

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A QoS Routing Algorithm Based on Geographical Location Information for Wireless Sensor Networks CHENG Zhen，LI Layuan 2010, 44 (03):  413-0417.  Abstract ( 3768 )   Save Based on sensor node’s geographical location information and energy consumption model analysis of network transmission path, this paper proposed a QoS routing algorithm for wireless sensor networks, which will control the forward nodes sequence of multihop transmission path in the source node and sink node connection area, to fit the source node and sink node connection transmission, and effectively control the transmission path. The paper also proposed to improve the QoS routing algorithm, by which the forward nodes can dynamically adjust the size of transmission path area based on the current realtime QoS constraints and optimize the next hop selection mechanism, so that the routing path can maximize the fitting of the straight line between source node and sink node to achieve the optimal path transmission energy consumption. The simulation experiments show that the QoS routing algorithm for wireless sensor networks can achieve the network QoS constraints, while save the network energy consumption and prolong the network life. Related Articles | Metrics

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A Building Algorithm for Individual Learning Content Basedon Structural Knowledge Graph LIN Haiping1,2，TAN Xiaohong1，SHEN Ruimin1 2010, 44 (03):  418-0422.  Abstract ( 4039 )   Save Individual learning content retrieved from knowledge domain repositories for different learners is necessary in eleaning environment for independent learning. This paper proposed an algorithm to produce individual learning content based on structural knowledge graph (SKG). The ontology domain structural graph of course is the foundation. Individual SKG is a result from course’s SKG during students’ learning process. A subspace of SKG is come out after learner choosing an object point to learn. The learning knowledge points and the relative learning objects are assembled through the topological sort algorithm and the individual SKG. Related Articles | Metrics

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Fingerprint Orientation Field Estimation Based on the Primary and Secondary Ridges within Fingerprint Block LIU Huanxi,LI Xiong,LIU Yaxiong,LIU Yuncai 2010, 44 (03):  423-0427.  Abstract ( 3755 )   Save A novel algorithm based on the primary and secondary ridges within the fingerprint block was proposed for the orientation field estimation. The algorithm comprises four steps: preprocessing original fingerprint image, determining the primary and secondary ridges of fingerprint foreground block using the top semineighbor searching algorithm, estimating block direction based on straightline model of such a primary ridge and correcting the spurious block directions. The experimental results show that it achieves satisfying estimation accuracy with low computational time expense. A further experiment shows that it is more accurate and robust to noise compared with the previous methods and can improve the performance of a fingerprint recognition system. Related Articles | Metrics

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Algorithm of Automatic Adjustment in Curved Blocks Building Schedule Subject to Exceptions ZHAO Minghua,JIANG Zuhua 2010, 44 (03):  428-0432.  Abstract ( 4253 )   Save Scheduling for building of curved blocks is subjected to not only due dates but also the constraints of space. Many exceptions may occur during the process of scheduling implementation because of the system’s complexity. Under this situation, a valid and effective algorithm for adjusting the scheduling when exception occurs is necessary. This paper provided an automatic adjustment algorithm for original scheduling and a useful assessment system. It shows a good performance in an actual practice by applying it in a shipbuilding company located in Shanghai. Related Articles | Metrics

Applied Mathematics

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A Stochastic Programming Based Method for Hospital Site Selection DIAO Yonghao，JIANG Zhibin 2010, 44 (03):  433-0436.  Abstract ( 4045 )   Save Hospital site selection is crucial to modern hospital construction. This paper discussed the stochastic characteristic of parameter (monthly visits) and proposed a stochastic programming based method to deal with the problem of hospital site selection. Various factors are taken into consideration, and a stochastic integer model is built with the objective to minimize total weighted distance between population and hospitals. Monte Carlo method is used to simulate stochastic parameter. The computational experiments prove the good convergence of the solution and the improvement of site selection decision compared to the deterministic model. Related Articles | Metrics