Journal of Industrial and Management Optimization最新文献_第4页

Optimal consumption and portfolio selection for retirees with the guarantee of minimum welfare 最低福利保障下退休人员的最优消费与投资选择

IF 1.3 4区工程技术

Journal of Industrial and Management Optimization Pub Date : 2023-01-01 DOI: 10.3934/jimo.2023023

Zhipeng Lin, S. Lai

引用次数: 0

Manufacturers' product-line strategies under various government regulations 制造商在各种政府法规下的产品线策略

IF 1.3 4区工程技术

Journal of Industrial and Management Optimization Pub Date : 2023-01-01 DOI: 10.3934/jimo.2023026

Ruxia Lyu, Cuihua Zhang, Zhitang Li

引用次数: 0

A redistributed proximal bundle method for nonsmooth nonconvex functions with inexact information 具有不精确信息的非光滑非凸函数的一种重分布近端束方法

IF 1.3 4区工程技术

Journal of Industrial and Management Optimization Pub Date : 2023-01-01 DOI: 10.3934/jimo.2023057

Ming Huang, Huiyang Niu, Si Lin, Z. Yin, Jin-long Yuan

引用次数: 0

Uncertain spreading model of internet rumors on social media platforms 网络谣言在社交媒体平台上传播模式的不确定性

IF 1.3 4区工程技术

Journal of Industrial and Management Optimization Pub Date : 2023-01-01 DOI: 10.3934/jimo.2023066

Xixi Wang, N. Zhang

引用次数: 0

Evaluation of energy storage alternatives for hybrid energy systems using a hesitant fuzzy approach 用犹豫模糊方法评价混合能源系统的储能方案

IF 1.3 4区工程技术

Journal of Industrial and Management Optimization Pub Date : 2023-01-01 DOI: 10.3934/jimo.2023106

A. Aktaş, M. Kabak

引用次数: 0

Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences 具有仿射扩散因子过程和HARA偏好的资产负债管理最优投资策略

4区工程技术

Journal of Industrial and Management Optimization Pub Date : 2023-01-01 DOI: 10.3934/jimo.2022194

Yumo Zhang

{"title":"Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences","authors":"Yumo Zhang","doi":"10.3934/jimo.2022194","DOIUrl":"https://doi.org/10.3934/jimo.2022194","url":null,"abstract":"This paper investigates an optimal asset-liability management problem within the expected utility maximization framework. The general hyperbolic absolute risk aversion (HARA) utility is adopted to describe the risk preference of the asset-liability manager. The financial market comprises a risk-free asset and a risky asset. The market price of risk depends on an affine diffusion factor process, which includes, but is not limited to, the constant elasticity of variance (CEV), Stein-Stein, Schöbel and Zhu, Heston, 3/2, 4/2 models, and some non-Markovian models, as exceptional examples. The accumulative liability process is featured by a generalized drifted Brownian motion with possibly unbounded and non-Markovian drift and diffusion coefficients. Due to the sophisticated structure of HARA utility and the non-Markovian framework of the incomplete financial market, a backward stochastic differential equation (BSDE) approach is adopted. By solving a recursively coupled BSDE system, closed-form expressions for both the optimal investment strategy and optimal value function are derived. Moreover, explicit solutions to some particular cases of our model are provided. Finally, numerical examples are presented to illustrate the effect of model parameters on the optimal investment strategies in several particular cases.","PeriodicalId":16022,"journal":{"name":"Journal of Industrial and Management Optimization","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136256571","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 3

A novel separate chance-constrained programming model to design a sustainable medical ventilator supply chain network during the Covid-19 pandemic 一种新的独立机会约束规划模型，用于设计Covid-19大流行期间可持续的医疗呼吸机供应链网络

4区工程技术

Journal of Industrial and Management Optimization Pub Date : 2023-01-01 DOI: 10.3934/jimo.2021234

Amin Reza Kalantari Khalil Abad, Farnaz Barzinpour, Seyed Hamid Reza Pasandideh

{"title":"A novel separate chance-constrained programming model to design a sustainable medical ventilator supply chain network during the Covid-19 pandemic","authors":"Amin Reza Kalantari Khalil Abad, Farnaz Barzinpour, Seyed Hamid Reza Pasandideh","doi":"10.3934/jimo.2021234","DOIUrl":"https://doi.org/10.3934/jimo.2021234","url":null,"abstract":"<p style='text-indent:20px;'>Providing new models or designing sustainable networks in recent studies represents a growing trend. However, there is still a gap in the simultaneous modeling of the three dimensions of sustainability in the electronic medical device supply chain (SC). In this paper, a novel hybrid chance-constrained programming and cost function model is presented for a green and sustainable closed-loop medical ventilator SC network design. To bring the problem closer to reality, a wide range of parameters including all cost parameters, demands, the upper bound of the released <inline-formula><tex-math id=\"M1\">begin{document}$ co_2 $end{document}</tex-math></inline-formula>, and the minimum percentage of the units of product to be disposed and collected from a customer and to be dismantled and shipped from DCs are modeled as uncertain along with the normal probability distribution. The problem was first formulated into the framework of a bi-objective stochastic mixed-integer linear programming (MILP) model; then, it was reformulated into a tri-objective deterministic mixed-integer nonlinear programming (MINLP) one. In order to model the environmental sustainability dimension, in addition to handling the total greenhouse gas emissions, the total waste products were also controlled. The efficiency and applicability of the proposed model were tested in an Iranian medical ventilator production and distribution network. For sensitivity analyses, the effect of some critical parameters on the values of the objective functions was carefully examined. Finally, valuable managerial insights into the challenges of companies during the COVID-19 pandemic were presented. Numerical results showed that with the increase in the number of customers in the COVID-19 crisis, social responsibility could improve cost mean by up to 8%.</p>","PeriodicalId":16022,"journal":{"name":"Journal of Industrial and Management Optimization","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135182943","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1

The open location-routing problem for multi-objective optimization of sustainable supply chain considering social concerns 考虑社会关注的可持续供应链多目标优化的开放选址路径问题

IF 1.3 4区工程技术

Journal of Industrial and Management Optimization Pub Date : 2023-01-01 DOI: 10.3934/jimo.2023003

A. Eydi, Z. Mansouri

引用次数: 2

Research on financing strategies of retailers with capital constraints under the effect of showrooms 展厅效应下资金约束下零售商融资策略研究

IF 1.3 4区工程技术

Journal of Industrial and Management Optimization Pub Date : 2023-01-01 DOI: 10.3934/jimo.2023009

Jian Liu, Yanqun Tang, Lu Liu, Xin Wu

引用次数: 0

Trajectory tracking control of emergency supplies transport robots based on fuzzy MPC 基于模糊MPC的应急物资运输机器人轨迹跟踪控制

IF 1.3 4区工程技术

Journal of Industrial and Management Optimization Pub Date : 2023-01-01 DOI: 10.3934/jimo.2023011

Minan Tang, Yaqi Zhang, Yaguang Yan, Wenjuan Wang, Bo An

引用次数: 0