论管理科学的创新研究

@Email:[e-mail]1BRICE2EXAMPLES3TEI@IMethodology4ModelsforMSDevelopment1BRICEBehaviorBehaviorRisk/uncertaintys/uceyIntegrationCultureElectronicEe-Organization/e-Governmente-Commerce/e-Marketinge-Auctions/e-BiddingeMaintenance/Replacemente-Maintenance/Replacemente-LogisticseLogisticse-Negotiatione-RiskManagementMobilebasedGDSS2EXAMPLESTwoNobelPrizeLarentsinEconomicScienceRandCo.MADISMADISGangLiGangLiBoundedRationalityHerbertA.Simon(19162001)NobelPrizeinEconomicScience,1978(1916-2001)ACMTuringAward,1975JhNPi1988JohnvonNeumannPrize,1988NationalMedalofScience,1986NationalMedalofScience,1986JohnM.GausAward,2000DwightWardoAward,1995FibfCASRASForeignmemberofCAS,RAS,…In1957,SimonproposedthenotionofBoundedRationality:thatpropertyofanagentthatbehavesinamannerthatisnearlyoptimalwithrespecttoitsgoalsasitsresourceswillallow.BoundedrationalitybetterdescribesagentbehaviorsthanAnderson'soptimalrationalityapproachforthefollowingreasons:•agentsarenotoptimal•themethodsbywhicharchitecturaltasksareperformedsignificantlyaffecttheagentsbehaviors•therepresentationsofinformationandthestrategiesforsolvingproblemsmustallbediscoveredbytheagentpyg•agents'behaviorsacrossisomorphictaskdomainsarenotconstantconstantBoundedrationalityÎcompletelyBoundedrationalityÎcompletelyrationalitySatisfyingsolutionÎoptimalsolutionindecisionmakingKnowledgelimitationandlearning“Aifiili”“Artificialsociety”AtifiilitlliArtificialintelligenceThikihi1955Thinkingmachine,1955PortfolioSelectionPortfolioSelectionMean-variancemethodologybyMarkowitz(1952)Mean-variancemethodologybyMarkowitz(1952)expectedreturn:R(x)=nj=1Rixivariance:V(x)=σ2(x)=nσxxvariance:V(x)=σ2(x)=nj=1σijxixjmaximizeR(x)minimizeV(x)maximizeR(x)minimizeV(x)subjecttoV(x)≤αsubjecttoR(x)≥β∑nx1∑nx1∑ni=1xi=1∑ni=1xi=1xi≥0,i=1,…,nxi≥0,i=1,…,nEfficientfrontierofportfolio(α≥0orβ≥0)Over300booksand2000articlesonextensionsofM-VmodelVmodelR.BellandT.M.Cover(1980,1988)RSDembo(19891990)R.S.Dembo(1989,1990)E.J.EltonandM.J.Gruber(1970,1971,1973,1974,1995)EFFama(19701995)E.F.Fama(1970,1995)D.C.Fishburn(1977)RCMerton(19731995)R.C.Merton(1973,1995)R.T.RockafellarandR.J.B.Wet(1991)PSamuelson(19581997)P.Samuelson(1958,1997)W.F.Sharpe(1963,1964)WangandXia(2002)PortfolioSelectionandAssetPricingWangandXia(2002),PortfolioSelectionandAssetPricing,Springer-Verlag,Berlin.tetc.Li-NgDynamicProgrammingModel(2000)Bankruptcyshouldbeconsidered!considered!Zhu-Li-WangModelwithBankruptcyControl(2004)JiJi--ZhuZhu--WangWang--ZhangModelwithBankruptcyControl(2004)ZhangModelwithBankruptcyControl(2004)ItisastochasticgoalItisastochasticgoalprogrammingmodelprogrammingmodelRandCo.()DlhiMthdDelphiMethodDynamicProgrammingyggStochasticProgrammingtetc.6NobelRandRandMADIS()22Facultymembers2Academicians6ScientistsbyNOYSFProgramofNSFC6Postdoctoralfellows6Postdoctoralfellows46GraduatestudentsPf(1)Performance(1)130-140internationaljournalpapers/peryear130140internationaljournalpapers/peryear100-120ofthemareofManagement/Economics5-7monographs/peryear3ofthemwerepublishedbySpringeror3ofthemwerepublishedbySpringerorotherworldfirstclassofpublishers5-6editedbooks/conferenceproceedings,½werepublishedoverseasDecember25,20061602005161Pf(2)Performance(2)30-40200524+7+720061,92005200520062006915Pf(3)Performance(3)DSSMIS3-4Performance(4)---CVaR0500020500020.89800.89800.94800.94800500040500041.01411.01411.01411.01413870454565.973870454565.971.00%1.00%0.98%0.98%HFIHFI108.76108.762003-08-262003-08-265200314446.375200314446.371.20%1.20%1.50%1.50%HFIHFI165.02165.022004-06-222004-06-22HFIHFI650650000600060500060500061.00161.00161.00161.00161605051605051.04151.04151.06251.06254580198673.534580198673.530.00%0.00%0.45%0.45%1056440728.411056440728.411.00%1.00%1.50%1.50%HFIHFI344334432005010620050106HFIHFI143.55143.552005-08-242005-08-24HFIHFI34.4334.432005-01-062005-01-06Performance(5)MADISMADISMADISMADISMADISPerformance(6)8-101-3SummerSchools6040-60163163COEProgramsPerformance(7)31123SilI/l2-3SpecialIssues/volumeslhiillSupplyChainManagement–anInternationalJournal2ManufacturingandServiceOperationsManagement1EJlfOtilRh1EuropeanJournalofOperationalResearch1ComputersandOperationsResearch12006IFORMSRASIGPrize2006IFORMSRASIGPrizeP&GP&GŠŠŠ——rSizeCustomerOrderCustomerDemandRetailerOrdersDistribtorOrdersDistributorOrdersProductionPlanTimeTimeSource:TomMcGuffry,ElectronicCommerceandValueChainManagement,1998...rSizeCustomerOrderCustomerDemandPdtiPlTimeProductionPlanTimeSource:TomMcGuffry,ElectronicCommerceandValueChainManagement,1998(BullwhipEffect)Leeetal.,1997a——••AR(1)•AR(1)tttDdDερ++=−1•StSmkvσ=+•ttSmkvσ+1()ttttYDSS−=+−——•Y0ρ•YtDt1l0ρ)(1)1(11DDDYttltt−+−−−+=ρρρ12222(1)(1)()()0(1)(1)llttVarYVarDρρρσρρ++−−−=+−(1)(1)ρρ+−••llYdYερρερρ−−−++=++)1(112ttttYdYερερρ−−−++=++1111•1tY+•21221(1)()[]var()[]var()llVarYρρρεε++−−=+•11()[]var()[]var()11tttVarYεερρ++=+−−21lρ+2111()[]var()1ttVarYρερ++−=−•tε•–——20••Ltl(2000)G(1999)–——Leeetal.(2000)Graves(1999)•Fair(1989),MironZeldes(1988),Krane(1994),KraneBraun(1991),(),(),(),Allen(1999)MichaelBr