中国科学院数学与系统科学研究院期刊网

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  • WANG Changjun, XUE Rumeng
    Journal of System Science and Mathematical Science Chinese Series. 2024, 44(1): 132-150. https://doi.org/10.12341/jssms22133
    The digitalization of cross-border trade motivates the development of cross-border e-commerce (CBEC). To inspire the small and medium-sized companies to participate in the innovative CBEC practice, 165 CBEC comprehensive pilot zones have been established in different batches and the so-called “no-ticket exemption” policy has also been introduced. In this paper, the integrated optimization of the CBEC supply chain network design and the tax-declaring strategies are studied, and both the comprehensive experimental zones and the “no-ticket exemption” policy are taken into account. A two-stage nonlinear stochastic programming model is developed, in which, uncertain demands and exchange rates are involved. To optimally solve it, the proposed model is linearized and an optimally dedicated L-shaped algorithm is designed. The case study shows that the “no-ticket exemption” policy can significantly decrease the tax burden of the CBEC companies, and then, attract the CBEC companies to deploy their hubs in the comprehensive pilot zones. Moreover, the introduction of the “Regional Comprehensive Economic Partnership” agreement would alleviate the difference between overseas warehouses and domestic warehouses and inspire the CBEC companies to concentrate cargo logistics to a few overseas warehouses with geographical superiority. Both of the two policies can reduce the layout cost of supply chain network of the CBEC companies.
  • XIAO Caiyun, SUN Xiangkai
    Journal of System Science and Mathematical Science Chinese Series. 2024, 44(1): 260-268. https://doi.org/10.12341/jssms22400
    This paper is concerned with the robust feasibility for a class of support vector machine problems with uncertain data. Firstly, a robust counterpart problem of the uncertain support vector machine problem is introduced in terms of robust optimization. Then, a reformulation of the robust counterpart problem of the uncertain support vector machine problem is given. Finally, by using this reformulation and the so-called epigraphical set, an exact formula for the radius of robust feasibility of the uncertain support vector machine problem is obtained.
  • ZHANG Yilin, YE Hanrui, ZHANG Lingling, XUE Yiming
    Journal of System Science and Mathematical Science Chinese Series. 2024, 44(1): 115-131. https://doi.org/10.12341/jssms22891
    In the field of equipment fault diagnosis, text data such as operation instructions and maintenance records have great application value, thus fully mining and utilizing text data can significantly improve the efficiency of fault diagnosis. Semantic feature extraction and unsupervised clustering methods are commonly used to mine text data for the purpose of assisting in fault location, but such methods are not able to explain the cause of faults and give reasons for providing corresponding repair solutions. Furthermore, repair solutions generated by those methods are not easy to understand. Based on the existing mature pre-trained language model BERT (bidirectional encoder representation from transformers), this paper proposed a BERT-based short text classification model combined with knowledge graph for fault location, in order to fully explore and utilize the knowledge and laws contained in the text data of CIR equipment. Firstly, fault modules were determined by functional hierarchical relationships of CIR equipment. Then, this paper used BERT-based text classification model to obtain the preliminary fault location. Finally, causes and other information were further recognized with the assistance of knowledge graph to assist in fault diagnosis. Proving fault repair solutions based on the fault diagnosis knowledge accumulated by the knowledge graph makes solutions easy to be understood by maintenance personnel, and helps in knowledge management and engineering efficiency. In terms of text classification techniques, this paper used fault maintenance ledger records of CIR equipment to do experiments, and results proved that the performance of our BERT-based model had been greatly improved compared with traditional classification models. In terms of fault diagnosis, the proposed fault location method combining text classification and knowledge graph also provided support for rapid fault diagnosis by inexperienced equipment maintenance personnel, as well as obtaining certain practical significance.
  • LI Li, LU Yanrong, SONG Shenyi
    Journal of System Science and Mathematical Science Chinese Series. 2024, 44(1): 99-114. https://doi.org/10.12341/jssms22362
    This paper considers the problem of preview saturated control for uncertain periodic discrete-time systems with actuator saturation. The classical difference operator method in preview control theory can not be applied due to the existence of time-varying uncertain matrix and input saturation. The state auxiliary variable is introduced and the usual state difference is replaced by the the difference between the state vector and the state auxiliary variable. Therefore, the augmented error system of uncertain discrete system with input saturation is successfully constructed. By constructing the augmented model, the problem of designing the preview saturation controller of the original system is transformed into the problem of stabilization of the augmented error system. A sufficient condition for the asymptotic stability of the closed-loop system is derived by using the improved sector condition to deal with the saturation nonlinearity and the LMI technique. Finally, a simulation example is given to illustrate the validity of the results.
  • DONG Haozu, XIAO Min, DING Jie, ZHOU Ying
    Journal of System Science and Mathematical Science Chinese Series. 2024, 44(1): 1-16. https://doi.org/10.12341/jssms22546
    Hopf bifurcation is a kind of simple but important dynamic bifurcation problem, which means that when the system parameter changes past the critical value, the equilibrium point changes from stable to unstable and a limit cycle is generated. Based on Hopf bifurcation, this paper proposes a time-delay reaction-diffusion rumor propagation model with saturated control, which better reflects the characteristics of rumor propagation in real life, and studies the Turing instability and Hopf bifurcation. Meanwhile, the time delay is selected as the bifurcation parameter, and the analytic expression of the bifurcation threshold is given. Finally, the correctness of the theoretical results is verified by numerical simulation. The results show that both diffusion and time delay are the causes of the system instability. The traditional rumor propagation model only considers the time evolution, while the model depicts the traditional rumor propagation model from the two dimensions of time and space, making it more appropriate to reflect the law of rumor propagation in real life, and providing new ideas for the governance of rumor propagation.
  • TAN Yan, WU Liucang
    Journal of System Science and Mathematical Science Chinese Series. 2024, 44(1): 45-59. https://doi.org/10.12341/jssms23313
    Transient behavior, steady-state precision, regulation time, and convergence rate are the four key indicators for evaluating closed-loop control system performance. In this paper, the authors propose a tracking control design scheme that simultaneously satisfies the above four indicators for unmatched uncertain pure feedback nonlinear systems. This scheme ensures that the system output signal always stays within the envelope range formed by the performance function by setting the performance function. At the same time, under a novel error transformation mechanism control, the steady-state precision and regulation time of the closed-loop system can be pre-set. The authors use neural networks to approximate completely unknown nonlinear functions, where the weights of the neural network can be updated online by adaptive laws. In addition, the authors add the σ-correction term in the adaptive law to avoid parameter estimation drift phenomenon. Finally, simulation results validate the effectiveness of the proposed control method and its superiority in control performance.
  • LUO Ping, JIANG Yi
    Journal of System Science and Mathematical Science Chinese Series. 2024, 44(1): 86-98. https://doi.org/10.12341/jssms22390
    In reflexive Banach spaces, the time optimal control problem for linear control systems is considered. By virtue of nonsmooth analysis, the properties of the minimal time function which has two variables with the initial point and the size of control set are studied such as continuity. The results that the target point should be the origin are generalized to be an arbitrary point.
  • KE Lin, YANG Xiaoxiao, CHEN Zhibin
    Journal of System Science and Mathematical Science Chinese Series. 2024, 44(1): 31-44. https://doi.org/10.12341/jssms23177
    Traveling salesman problem (TSP) is a typical problem in combinatorial optimization, and the relevance of solving the TSP is significant. Using deep reinforcement learning (DRL) models to automatically design learning algorithms has become a recent research hotspot as DRL is widely used in industry. In order to enhance the generalization ability of the DRL model on the large-scale TSP, this paper proposes a hybrid model of dynamic graph convolutional network to encode and spatial attention mechanism to decode for tackling the large-scale TSP. Dynamic graph convolution module can dynamically encode node information so as to efficiently update the hidden layer state of each node. Spatial attention facilitates capturing the global connections between nodes, and then calculating and extracting key features by weighting all local features. Experimental results show that our model outperforms the previous DRL model for optimization when generalizing the training strategy of TSP50 to TSP250/500/750/1000, and the test results on the standard dataset of TSPlib also show the improvement of the model for optimization performance.
  • TAN Xufeng, LI Yuan, LIU Yang
    Journal of System Science and Mathematical Science Chinese Series. 2024, 44(1): 17-30. https://doi.org/10.12341/jssms23366
    An adaptive dynamic programming (ADP) algorithm is proposed for a class of model-free stochastic linear quadratic (SLQ) optimal tracking problem with time-delay. Firstly, the equivalent system of the original time-delay system is derived using the double causal coordinate transformation. A new augmented system consisting of the equivalent system and the command generator is constructed, and then the stochastic algebraic equations of the augmented system are given. Secondly, in order to solve the SLQ tracking control problem, the stochastic problem is transformed into deterministic problem. Then the ADP algorithm is proposed and its convergence analysis is given. For the purpose of realizing the ADP algorithm, three neural networks are designed, which approximate the optimal cost function, the optimal control gain matrix and the system model respectively. Finally, the effectiveness of the algorithm is verified by a numeric example.
  • WANG Jun, WEI Yaping
    Journal of System Science and Mathematical Science Chinese Series. 2024, 44(1): 71-85. https://doi.org/10.12341/jssms23433
    The prescribed-time bipartite consensus control problem for linear cooperative-competitive multi-agent systems (MAS) based on the event-triggered mechanism is studied considering the possible external disturbances. Firstly, a disturbance observer is designed to estimate the external disturbances to the system, and an event-triggered condition is given for each agent to reduce the communication frequency between agents and save the limited communication network resources, while proving to avoid the Zeno phenomenon. Secondly, in order to explicitly pre-allocate the settling time, a prescribed-time event-triggered control protocol in a cooperative and competitive topology is designed in conjunction with the estimated value of the disturbance observer to ensure that all agents achieve bipartite consensus despite external disturbances. Finally, the feasibility and effectiveness of the proposed method are verified using simulation examples.
  • WANG Weixian, YIN Xianjun, ZHANG Juanjuan, TIAN Maozai
    Journal of System Science and Mathematical Science Chinese Series. 2024, 44(1): 269-284. https://doi.org/10.12341/jssms21675
    Bayesian quantile regression can well estimate the parameters in the linear mixed effect model. Gibbs sampling is commonly used in Bayesian parameter estimation. In order to obtain accurate estimation results, Gibbs sampling method requires multiple sampling. When the model parameter dimension is high, the Gibbs sampling will be very time-consuming. Therefore, we use variational inference to approximate the posterior distribution of parameters. Variational inference uses unconditional distribution to approximate the conditional distribution obtained by Gibbs method, thus making the calculation more efficient. In this paper, a priori assumption of the parameters of the model is normal distribution, and the variation inference of the parameters of the unpunished linear mixed effect model is carried out. Considering the high dimensional situation, we assume the prior distribution of the model parameters as Laplace distribution, and make variational inference for the parameters of the double penalty linear mixed effect model. From the simulation results, although the accuracy of variational inference for model parameter estimation is slightly less than that of Gibbs sampling, it runs faster. In the case of high dimension, the improvement of operation efficiency is more obvious. In the era of big data, the consumption of time and resources is the first factor we need to consider. Therefore, the method proposed in this paper can be applied to the high-dimensional linear mixed effect model.
  • XU Linming, HE Xinjuan
    Journal of System Science and Mathematical Science Chinese Series. 2024, 44(1): 151-163. https://doi.org/10.12341/jssms22846
    For the purpose of comparing the development level of multiple objects to be evaluated at different times and the overall development level in a certain period of time, dynamic evaluation is required. In order to overcome the shortage of Euclidean distance calculation of closeness in traditional TOPSIS, this paper introduces the idea of set-pair analysis connection degree into TOPSIS, uses connection vector distance instead of Euclidean distance to calculate closeness, adds time dimension, and proposes a dynamic TOPSIS evaluation method based on connection degree. This method can not only obtain the evaluation value and the ranking result reflecting the difference degree of the evaluation index value, but also obtain the evaluation value and the ranking result reflecting the increase degree of the evaluation index value, and the comprehensive evaluation value and the ranking result considering the above two situations at the same time. Finally, an empirical analysis of green development level of the Yangtze River Economic Belt is used to verify the effectiveness of the proposed method.
  • ZHUANG Weiqing, CAO Yongbo
    Journal of System Science and Mathematical Science Chinese Series. 2024, 44(1): 217-235. https://doi.org/10.12341/jssms23312
    As the core of coordinating urban traffic, intelligent transportation system (ITS) is developing rapidly, as well as, the traffic flow prediction is an important part of ITS, which is regarded as the key factor for successful deployment of ITS. Because of the complex spatial topological structure of the traffic network, the traffic flow shows higher-order nonlinearity and dynamic spatial-temporal complexity. In order to better predict the traffic grid data, this paper proposes a new spatial-temporal network model DCSTGCN, which has the following characteristics: 1) The Chebyshev polynomial (Ch) is applied to the graph convolutional neural network, and the traditional fixed traffic topology is converted with self-diffused convolution to make it more random and dynamic; 2) The spatial Transformer model is added. While considering the data heterogeneity, the multi head self attention mechanism is used to consider the multi attribute problems of nodes, local neighbors, and non local nodes, and the hidden feature information between nodes is considered from the high-dimensional subspace; 3) Combining the temporal transformer with a 1 × 1 2D convolutional neural network (Conv2d). Multiple weights are assigned to the traffic flow time series information to obtain important time features, and the Conv2d network is used to predict the output. The experimental verification shows that the method model is better than a variety of comparative baseline models.
  • WU Xin, LIU Jian, ZHANG Yongming, TANG Yanqun, ZHANG Ying
    Journal of System Science and Mathematical Science Chinese Series. 2024, 44(1): 179-199. https://doi.org/10.12341/jssms23492
    Along with the rise of Internet public welfare, e-commerce platforms represented by Alibaba and JD have injected a strong impetus into the development of Chinese public welfare. However, the public practices of platforms and merchants often contain both public welfare and profit motives. In this paper, three differential game models are constructed for platforms and merchants to discuss their cooperation question about carrying out joint cause-related marketing (CRM), considering the government’s subsidy policy for platforms and the characteristics that engaging in social welfare is multi-cycle and dynamic. Our main results are as follows: 1) The government subsidies can incentivize platforms and merchants to provide more investments for social welfare, and motivate platforms to be willing to share more CRM costs for merchants. 2) Under certain conditions, platforms share a certain percentage of CRM costs for merchants can not only enhance its social welfare investment, but also achieve Pareto improvement of profits for both. 3) Government subsidies can improve the Pareto effect of CRM cost-sharing contracts on the profits of platforms and merchants, but platforms may retain some of the government subsidies and will not invest them all in social welfare. 4) In the joint CRM case, the benefits of platforms, merchants, and the whole system as well as the consumer surplus and social welfare are all optimal. Finally, our main results are verified via numerical simulation, hoping to provide a theoretical basis and reference for the joint CRM of platforms and merchants.
  • ZHENG Jingli, YAN Huan, YIN Yahua
    Journal of System Science and Mathematical Science Chinese Series. 2024, 44(1): 236-259. https://doi.org/10.12341/jssms23485
    Innovation and entrepreneurship is an effective choice to shape a new engine of development. As a new development form, the digital economy can provide new opportunities for enhancing the entrepreneurial vitality of the region. First, based on the panel data of selected 30 provinces in China from 2010 to 2020, this paper constructs the fixed-effects model, mediation model, and threshold model. Second, the models are applied to analyze the impacts and mechanism of the digital economy on entrepreneurial vitality from the perspectives of the labor and data factors. Third, this paper explores the boundary effects of intellectual property protection. The study shows that: 1) The development of digital economy has a significant positive effect on the entrepreneurial vitality, among which it improves the entrepreneurial vitality in the two aspects of Internet application and digital finance, while the role of the basic dimension of informatization is not obvious. 2) Digital economy can promote entrepreneurial vitality through two paths: “Labor factor allocation” and “data factor utilization”. 3) In the southeast half of the “Hu Huanyong Line”, the digital economy has a significant impact on the entrepreneurial vitality. 4) As an important institutional guarantee, intellectual property protection plays a threshold role in regulating the relationship between digital economy and entrepreneurial vitality, and can play the maximum effect when its level is in the optimal range. Accordingly, to stimulate the entrepreneurial vitality, all regions need to further improve the information infrastructure and the application level of digital technology, and optimize the allocation of regional elements. Besides, based on location characteristics, adopt the different strategy of independent innovation, and cooperation to create an entrepreneurial environment that is compatible with the development level of the digital economy.
  • YANG Peng
    Journal of System Science and Mathematical Science Chinese Series. 2024, 44(1): 164-178. https://doi.org/10.12341/jssms23498
    This paper studies the robust optimal reinsurance and investment problem under the ambiguity aversion and inflation risks are considered, simultaneously. The surplus process of an insurance company is defined by the diffusion approximation model, and the financial market consists of a risk-free asset and a risky asset. The insurance company can reduce the risk of claims by adopting proportional reinsurance and increase his wealth by investing in the financial market. The price of the risky asset is converted by inflation, and then the influence of inflation on investment is obtained. By using Radon-Nikodym derivative and Girsanov theorem, the wealth process of the insurance company under ambiguity aversion is obtained. With the goal of maximizing expected utility, the analytical solution of robust optimal reinsurance and investment strategy is obtained. Finally, the influence of model parameters on the theoretical results is discussed through numerical experiments, and the research results can effectively guide the reinsurance and investment decisions of the insurance company.
  • WU Mengyang, YANG Jikang, YU Jinwei
    Journal of System Science and Mathematical Science Chinese Series. 2024, 44(1): 60-70. https://doi.org/10.12341/jssms23219
    The region constrained consensus of flexible-joint robot manipulators is studied. A consensus control torque for flexible-joint robot manipulators is proposed based on the regional potential functions, which can effectively guarantee the range of the synchronization state of flexible manipulators without calculating the final synchronization state, so it is suitable for cooperative control and application of multiple flexible-joint manipulators in the task space. Further more, a sufficient condition for solving region consensus problems is presented based on the structure of network topology. Finally, the effectiveness of the obtained theoretical results is verified by numerical simulations.
  • LIN Zhibing, ZHANG Juan
    Journal of System Science and Mathematical Science Chinese Series. 2024, 44(1): 200-216. https://doi.org/10.12341/jssms23034
    In the context of carbon trading mechanism, considering the low carbon preference of consumers, this paper studies the selection of the optimal emission reduction technology authorization strategy for innovation-oriented enterprises by constructing a competitive duopoly market, analyzes the three authorization modes of fixed fee, franchise fee and two-system fee, and explores the impact of technology authorization strategy on the environment. The results show that: 1) The two-part licensing strategy is always the best for the technology owning enterprises, and the advantages and disadvantages of fixed-fee licensing and licensing fee licensing are determined by the substitution degree and emission reduction rate between products; 2) Regardless of the degree of innovation, fixed-fee authorization has the greatest impact on the environment. When the emission reduction rate is very small, the total carbon emission generated by the two-part fee authorization is the minimum; Otherwise, the total carbon emission generated by the license fee authorization is the minimum.
  • WANG Yuhang
    Journal of System Science and Mathematical Science Chinese Series. 2023, 43(12): 3324-3338. https://doi.org/10.12341/jssms22336
    The randomized controlled trial,(RCT) is widely used in clinical trials, and sample allocation for the RCT is an important issue in practical applications. However, for the RCT under the causal inference framework, traditional sample allocation methods did not consider the correlation of potential outcomes. To solve this problem, we propose a sample allocation method considering the sensitivity parameter, and combine it with a response-adaptive randomization design to estimate causal effects. Simulation studies have verified that our method can obtain more accurate estimators of causal effects than other commonly used allocation methods when the independence assumption does not hold.
  • ZHENG Yu, HUANG Jianfei
    Journal of System Science and Mathematical Science Chinese Series. 2023, 43(12): 3377-3395. https://doi.org/10.12341/jssms22470
    This paper presents a Euler-Maruyama,(EM) method for Riemann-Liou-ville fractional stochastic differential-integro equations, and analyzes the strong convergence of the presented EM method. Specifically, the considered fractional stochastic differential-integro equations are transformed into their integral forms, and then the left rectangle rule is used to construct the EM method. The strong convergence with order $(1-\alpha)\wedge(0.5)$ of the presented EM method is established, where $\alpha$ is the order of Riemann-Liouville fractional derivative with $0<\alpha<1$. Finally, numerical experiments are demonstrated to support the theoretical results.
  • LIU Mengmeng, JI Zhijian, LIU Yungang, LIN Chong
    Journal of System Science and Mathematical Science Chinese Series. 2023, 43(12): 3081-3094. https://doi.org/10.12341/jssms22727
    This paper studies the controllability of the multi-agent systems based on equipotential nodes, and proposes a method of constructing controllable graphs. Firstly, the relationship between the eigenvalues of the Laplacian matrix and the controllability of the multi-agent system with multi-signal inputs is provided. Secondly, it is found that there are differences between the controllability of the system with single-signal input and that of the system with multi-signal input. It is easier to realize the controllability of the system with multi-signal inputs than the case with single-signal input. In addition, the relationship between the topological structures with equipotential nodes and the eigenvectors of Laplacian matrix is provided, and a leader selection method is proposed to ensure controllability. Then, we analyze how to construct controllable graphs based on equipotential nodes for the multi-signal inputs system, and present a necessary and sufficient condition for controllability. Finally, a numerical example is given to verify the effectiveness of the method of constructing controllable graphs.
  • PENG Qiao, OU Zujun, HU Wenwen
    Journal of System Science and Mathematical Science Chinese Series. 2023, 43(12): 3406-3420. https://doi.org/10.12341/jssms23109
    If the level changes of some factors are very difficult or expensive, or if there is a time trend in the experiment, it is very important to arrange the experiment in a reasonable order so that it has the minimum or maximum level changes. Based on Hamming distance and Manhattan distance, this paper studies the run order with the minimum,(maximum) number of level changes in the experiment, the optimal run order and search algorithm are discussed for isometric designs and cyclic designs. These results are of great significance for saving the experiment cost or ensuring the steady trend of time. The examples show that the search algorithm in this paper is very effective.
  • ZHANG Liufang, PANG Zhongqi, CHEN Xueping, HUANG Hengzhen
    Journal of System Science and Mathematical Science Chinese Series. 2023, 43(12): 3396-3405. https://doi.org/10.12341/jssms22773
    This paper mainly focuses on the prediction variance when one data is missing in the Box-Behnken design, and derives the mathematical formula of the relative prediction-variance inflation. The relative prediction-variance inflation not only depends on the length of given vector and the length of the missing observation vector, and the angle between the two vectors, but also the sum of the squares of the inner products of the two vectors. Subsequently, the distribution of the relative prediction-variance inflation within 5% and 10% of the variable range is given.
  • WU Xiaoyong, NAN Jiangxia
    Journal of System Science and Mathematical Science Chinese Series. 2023, 43(12): 3273-3298. https://doi.org/10.12341/jssms22805
    In view of the problems of asymmetric information, high operating costs, low management efficiency, and difficult supervision in the carbon trading system, applying blockchain technology to the carbon trading market is conducive to sharing information among manufacturers with different emission reduction efficiencies, and promoting manufacturers' cooperation to improve emission reduction level. This paper uses the cooperative game method to study the cooperation between two competing manufacturers in a low-carbon supply chain based on blockchain technology, and obtains the optimal production strategy, emission reduction strategy, and profit distribution of manufacturers after cooperation under the cooperative situation. A comparative analysis is conducted with traditional competitive emission reduction models. The impact of blockchain costs, emission reduction efficiency and degree of competition on optimal decision-making and social welfare was further discussed. The results show that: 1) Through the sharing of emission reduction information on the blockchain carbon trading platform, carbon trading efficiency is improved. However, higher blockchain operating costs will reduce the willingness of manufacturers to enter the platform; Manufacturers' production decreases as emission reduction efficiency of their competitors increases, and increases as their own emission reduction efficiency increases; An increase in degree of competition will lead to a decline in manufacturers' profits and social welfare, as well as a reduction in carbon emissions. In addition, higher carbon prices are conducive to reducing carbon emissions and improving social welfare. 2) In the cooperative situation, when the transfer agreement price is at a certain threshold, it is profitable for both manufacturers to conduct carbon emission quota transactions in the form of transfer agreement. Otherwise, as the transfer agreement price changes, it will harm the profits of a certain manufacturer. 3) Compared to competitive situations, cooperation between competing manufacturers based on the blockchain carbon trading platform can achieve higher returns while generating lower carbon emissions. Therefore, from both environmental and economic perspectives, cooperation is a win-win strategy for both environment and manufacturers.
  • TANG Jiwu, SUN Yanhong, CHEN Yabo
    Journal of System Science and Mathematical Science Chinese Series. 2023, 43(12): 3206-3220. https://doi.org/10.12341/jssms22850
    Manufacturers often disclose product quality information to reduce consumers' valuation uncertainty before launching innovative products. Nevertheless, introducing store brand by e-platforms has changed the cooperation between manufacturers and platforms. This paper investigates the impacts of the platform's store-brand introduction on the manufacturer's quality disclosure strategy and the profitability of supply chain members. The results show that: 1) If the manufacturer's market share and disclosure cost are both relatively low, the platform's store-brand introduction will induce the manufacturer to disclose more quality information and improve the information transparency in the supply chain; otherwise, the platform's store-brand introduction will lead the manufacturer to disclose less quality information. 2) The manufacturer's quality disclosure threshold varies in an inverted “U” shape with the platform's imitation capability. 3) If the manufacturer's product quality is lower than a particular level, the platform's store-brand introduction will benefit himself but hurt the manufacturer; otherwise, the platform's store-brand introduction will hurt the profitability of both parties.
  • ZHAN Jingjing, FU Yingxiong, ZHANG Xin, CHEN Weiguo, XIE Qiwei
    Journal of System Science and Mathematical Science Chinese Series. 2023, 43(12): 3221-3242. https://doi.org/10.12341/jssms22883
    According to the city sanitation management total process is divided into infrastructure construction and facility operation two aspects, and the practical problems of harmless treatment and garbage transfer treatment should be carried out at the same time in facility operation. In this paper, a parallel two-stage DEA efficiency evaluation model based on two-stage DEA and parallel DEA is proposed. This model systematically analyzes the governance efficiency of infrastructure construction and facility operation in the sanitation management. At the same time, it fully analyzes the governance efficiency of the two subsystems of harmless treatment and garbage removal, and finally obtains the overall efficiency of the sanitation management. Through the analysis of the efficiency of urban appearance and environmental health governance in 30 provinces and cities (except Xizang; Hong Kong, China; Macao, China; Taiwan, China) in China from 2011 to 2020, it is concluded that: From 2011 to 2020, the average efficiency of all provinces and cities in China in the infrastructure construction stage is 0.92, the average efficiency of infrastructure operation stage is 0.75, the average efficiency of harmless treatment is 0.82, the average efficiency of garbage collection, transportation and treatment is 0.67, and the overall average efficiency of the two stages is 0.90. In most provinces and cities, overall efficiency of city sanitation management and governance efficiency in infrastructure construction phase are in the middle and upper reaches, the governance efficiency of the facility operation phase is in the middle and lower reaches, and the governance efficiency in infrastructure construction stage is greater than that in facility operation stage, and the efficiency of harmless treatment subsystem is greater than that of garbage collection, transportation and treatment subsystem.
  • LIU Zhidong, XIE Zezhong, JING Zhongbo, XU Chengbin
    Journal of System Science and Mathematical Science Chinese Series. 2023, 43(12): 3148-3175. https://doi.org/10.12341/jssms23019
    The improper use of credit funds for fiscal purposes is an important problem facing China, which should be effectively handled to prevent the outbreak of systemic financial risk. Based on the unique utility function of urban commercial banks, this paper constructs a theoretical framework to explore the mechanism of different types of local government fiscal revenue on excess credit expansion and liquidity risk of urban commercial banks through implicit guarantee or financing substitution, and conducts an empirical analysis using data of 104 Chinese urban commercial banks from 2012 to 2019. The empirical results show that: First, the general fiscal strength of local governments encourages urban commercial banks to excessively expand credit and thus increase their liquidity risks through implicit guarantee. Second, there is a significant substitution relationship between land-transferring fees and credit funds of urban commercial banks, so it can reduce the liquidity risk of urban commercial banks. As an implicit guarantee index, local government bond will improve the liquidity risk of urban commercial banks, but it can also lower the liquidity risk as a financial instrument. Finally, the excess credit financing of local government financing vehicles plays a major mediating role, and the financing constraints of local government financing vehicles, listed state-owned enterprises and listed non-state-owned enterprises play a decreasing positive moderating role in the improvement of liquidity risk of urban commercial banks by general fiscal strength. This paper sheds light on the transformation mechanism of credit funds into fiscal funds during the period of credit expansion and provides insights for strengthening the countercyclical supervision of excess credit expansion of urban commercial banks.
  • GOU Xunjie, LI Tong, LIU Fei, DENG Fumin, XU Zeshui
    Journal of System Science and Mathematical Science Chinese Series. 2023, 43(12): 3126-3147. https://doi.org/10.12341/jssms23026
    Under the major public health emergency, the accurate prediction and rational allocation of emergency medical supplies are of great significance to curb the development of the COVID-19 outbreak. This paper focuses on the optimization of the allocation path of emergency medical supplies to ensure that emergency medical supplies reach the demand nodes quickly and accurately. Firstly, the Bayesian sequential decision-making model is used to predict the infection rate of the COVID-19. On this basis, the demand of each demand node is calculated according to the relationship between the number of infected people and the quantity of emergency medical supplies. Secondly, the emergency medical supplies allocation model is established based on to the number of emergency medical supplies required by the demand nodes. Thirdly, a particle swarm optimization-adaptive large neighborhood search,(PSOALNS) algorithm is developed to solve the proposed model, and then the validity and accuracy of the algorithm are verified through several sets of numerical examples. Finally, taking the outbreak stage of the COVID-19 in Wuhan as an example, this paper considers eight types of emergency medical supplies and predicts their demands, the designated medical institutions in Wuhan are selected as the demand nodes, and the path optimization is solved and the optimal configuration route is obtained. By predicting the demand for emergency medical materials in advance and optimizing the emergency medical supplies distribution route accordingly, this study can achieve the optimal allocation of emergency medical supplies more accurately and efficiently.
  • CHEN Tao, CHEN Kunting, ZHANG Yu
    Journal of System Science and Mathematical Science Chinese Series. 2023, 43(12): 3263-3272. https://doi.org/10.12341/jssms23038
    By virtue of the vector order structure, the concepts of Nash equilibria and cooperative equilibria for set payoff population game are introduced. Due to Ky Fan section theorem and generalized Scarf theorem, the existence theorems of Nash equilibria and cooperative equilibria for set payoff population game are obtained with the assumption of upper semi-continuity of set payoff function, respectively. Finally, an example is given to verify the feasibility of the conclusion and illustrate the difference between Nash equilibria and cooperative equilibria.
  • PAN Jintao, WANG Daoping, TIAN Yu
    Journal of System Science and Mathematical Science Chinese Series. 2023, 43(12): 3243-3262. https://doi.org/10.12341/jssms22808
    A three-stage Stackelberg game model consisting of government, manufacturer and equity-concerned retailer was established. From the perspective of consumer utility, dynamic game theory and nonlinear consumer utility function were used to construct three models, namely government non-subsidy model, government subsidy manufacturer model and government subsidy consumer model. The optimal decision results under different subsidy strategies were solved and compared. The influence of retailers' fair concern and channel competition on optimal decision-making, consumer utility and social welfare of dual-channel green supply chain under different government subsidy strategies is studied. The results show that when the government does not subsidize and subsidize consumers, the retailer's equity concern will reduce the wholesale price, sales price, greenness and consumer utility. When the government subsidizes manufacturers, the product's greenness is the highest, and the retailer's equity concern will not affect the product's sales price, greenness, social welfare and consumer utility. Government subsidies will increase the wholesale price and sales price. When the government does not provide subsidies, the online direct selling price of products is equal to the wholesale price and lower than the offline retail price; after the government subsidies, the online direct selling price is higher than the wholesale price and lower than the offline retail price. When consumers are subsidized, the wholesale price and sales price of products are the highest. When the fairness concern coefficient of retailers is constant, channel competition will also reduce the greenness of products, and the wholesale price will increase with the enhancement of channel competition when the government does not subsidize or subsidize manufacturers.
  • XU Jinpeng, FENG Rui, YOU Xiaolan, FENG Gengzhong
    Journal of System Science and Mathematical Science Chinese Series. 2023, 43(12): 3176-3188. https://doi.org/10.12341/jssms22830
    This paper explores how retailers can choose the best retail mode for multi-channel retailing based on consumers' channel preferences. It compares the pricing and profit of a retailer under dual-channel, showrooming, and BOPS modes. Results show that as consumers' online channel preference increases, the optimal profit under dual-channel mode decreases then increases, while the optimal profit under BOPS and showrooming modes increases. Dual-channel is best when consumers' online channel preference is low or high enough, but BOPS and showrooming modes are more profitable for moderate online channel preference. BOPS has an advantage over showrooming as online channel preference increases. Showrooming and BOPS are expected to have more advantages as online channel preference continues to fluctuate. Our results suggest that retailers in specific industries can select the best model based on showrooming and drainage effects.
  • ZHANG Liping, TIAN Maozai, TIAN Yuzhu
    Journal of System Science and Mathematical Science Chinese Series. 2023, 43(12): 3339-3360. https://doi.org/10.12341/jssms22530
    The inverse Weibull distribution and the generalized progressive hybrid censoring scheme are widely used in the reliability field. The generalized progressive hybrid censoring scheme can ensure that a certain number of failure samples are observed in the life detection cycle, and improve the efficiency of statistical inference. Therefore, we discuss the parameter inference of inverse Weibull distribution from the perspectives of frequency school and Bayesian school under this censored scheme. For the classical frequency method, we prove the existence and uniqueness of the maximum likelihood estimation of two unknown parameters under this censored scheme, and give the corresponding asymptotic confidence interval. At the same time, we use the EM algorithm for point estimation and Bootstrap method for interval estimation. For Bayesian method, we use Metropolis Hastings algorithm to estimate the point and confidence interval of two unknown parameters based on gamma prior. Finally, through a large number of Monte Carlo simulation experiments and a group of actual data analysis, the effect of the proposed method is demonstrated.
  • LIU Xiaoyu, JIANG Yan
    Journal of System Science and Mathematical Science Chinese Series. 2023, 43(12): 3312-3323. https://doi.org/10.12341/jssms22847
    There is often the problem of uneven sample distribution within the sub-population and the sample size cannot meet the estimation accuracy requirements after dividing the national sample, when estimating the sub-population of a large sample survey. The commonly used HT estimator is weighted according to the inverse of the inclusion probability, and is constrained by the sample size, especially it cannot achieve the estimation of the domain with sample size of 0; the model-based small area estimation method does not rely on sampling design and can estimate the small sample and no-sample area under certain accuracy with auxiliary information and other area information, but there is a possibility of failure of model assumptions when choosing parametric models. Accordingly, this paper introduces non-parametric methods into the hierarchical Bayesian small area estimation model to avoid making too many assumptions about the population and the model, to enhance the applicability of the model, and in combination with the sampling design, the sampling mechanism is introduced into the estimation process to further extension, making the method proposed in this paper applicable to various types of complex sampling designs: For the nonparametric hierarchical Bayesian model, under two specific smoothing functions, a GP prior using a random walk model of order one and a penalized splines using B-spline basis functions, a specific method of adjusting model-based small area estimateion with sampling weights is proposed, and an empirical simulation is conducted based on the fourth national economic census microdata of a region.
  • LU Caiyun, LIU Dehai
    Journal of System Science and Mathematical Science Chinese Series. 2023, 43(12): 3189-3205. https://doi.org/10.12341/jssms22840
    In the process of international disaster relief during the pandemic, the recipient countries have the opportunistic behavior of relaxing the control of negative anti-epidemic after receiving assistance. In order to optimize the decision-making of disaster relief agents, this paper constructs a donor-led differential game model under the circumstances of active prevention and control and relaxed prevention and control of recipient countries in multiple rounds of aid, respectively, to determine the optimal single aid amount of donor countries and the optimal treatment amount of recipient countries. It is found that the amount of aid given by donor countries is affected by the adjustment of prevention and control policies of recipient countries. When recipient countries actively control and control, donor countries will give a larger amount of aid as an incentive to recipient countries. When the recipient country has the opportunistic behavior of relaxing the prevention and control, the donor country will give a small amount of aid as a constraint.
  • LIU Gaosheng, BAI Yang
    Journal of System Science and Mathematical Science Chinese Series. 2023, 43(12): 3361-3376. https://doi.org/10.12341/jssms23147
    Recently spatial autoregressive models have been widely used, but they do not consider functional independent variables. In many practical applications, researchers may pay attention to the quantile of the dependent variable, so a functional quantile spatial autoregressive model is proposed. Firstly, the nonparametric slope function is estimated by functional principal component analysis method, and then the instrumental variable quantile regression method is used to estimate the parameters. Under certain conditions, the asymptotic properties of parametric and non-parametric estimation are given. Simulation results show that the estimation obtained by the instrumental variable quantile regression method can reduce the estimation bias, and finally we apply the model to the actual data of economic growth to obtain the good performance of the proposed estimation method.
  • LI Aizhong, REN Ruoen, DONG Jichang
    Journal of System Science and Mathematical Science Chinese Series. 2023, 43(12): 3095-3107. https://doi.org/10.12341/jssms22630
    Starting from the physical mechanism and data-driven, based on the consistent representation of different causal modalities such as Bayesian causal graph network, dynamic intervention and counterfactual hypothesis, we have constructed a new paradigm of multi-game, multi-drive, multi-dimensional competitive causality learning. From intervening to change the flow of causality, relying on the causal relationship between the abstract variables of the graph network, and the reuse of causal mechanisms based on counterfactual assumptions, this paper combines different mechanisms and variables in a brand-new way in order to closely link causes and effects. Therefore, a better understanding about how the world works is formed from the perspectives of causality, predictability, and intelligence. Finally, we reintegrated the causal knowledge of multi-modal learning to form a hybrid orthogonal neural causal network, making full use of the actions, forces and interventions in the causal relationship and reusable causal mechanisms to greatly improve the prediction of the neural causal network ability. This paper has important guiding significance for giving existing deep learning in inductive reasoning and stronger interpretability of neural networks.
  • CHEN Qiyuan, ZHU Hongquan
    Journal of System Science and Mathematical Science Chinese Series. 2023, 43(12): 3108-3125. https://doi.org/10.12341/jssms22647
    Stocks with lottery characteristics are generally more attractive to investors. Does this help explain the long-standing “IVOL Puzzle” in asset pricing? Based on the China's A-share market, this paper explores the impact of the lottery characteristics on the “IVOL Puzzle”. This study shows that: i) The lottery characteristics significantly enhance the “IVOL Puzzle”; ii) The impact of lottery characteristics on the “IVOL Puzzle” is more evident in low-price, small-size and high-growth firms; iii) Margin trading can significantly inhibit the driving effect of lottery characteristics on the “IVOL Puzzle” and iv) after a series of robustness tests, such as group regression and replacement of the proxy for lottery characteristics, the results are still valid. This paper not only enriches the understanding of the “IVOL Puzzle”, but also provides a reference for the decision-making behavior of investors and market regulators.
  • XU Yueqi, CHEN Jindong, ZHANG Wen
    Journal of System Science and Mathematical Science Chinese Series. 2023, 43(11): 3029-3046. https://doi.org/10.12341/jssms22559SESC
    To accurately assess the comprehensive quality level of manufacturing small and medium-sized enterprises(SMEs) and address the issues in their production and management, this paper proposes a comprehensive quality assessment method based on combined weighting VIKOR method. The comprehensive quality assessment index system was designed by referencing the requirements of the quality management system and considering the characteristics of manufacturing SMEs. It consists of five dimensions:Quality certification, quality supervision, innovation and development ability, financial quality, and social reputation. The improved information overlap index selection method was used to optimize the indicators. AHP and CRITIC methods were used for weight assignment, and the VIKOR method was applied to calculate the interest ratio value, to achieve comprehensive quality assessment of SMEs. Empirical research was conducted on 119 SMEs in the electronics industry using the comprehensive quality assessment method proposed in this paper. The research findings indicate a strong consistency between the results obtained from the proposed method and the objective quality development status of the sample enterprises, which verifies the effectiveness of the method proposed in this paper.
  • FANG Jie, FENG Ling
    Journal of System Science and Mathematical Science Chinese Series. 2023, 43(11): 3047-3059. https://doi.org/10.12341/jssms22648
    In this paper, we introduced a quantum field theory(QFT) model that is applied to term structure of forward rate on Chinese crude oil futures prices. QFT-based model is the generalization of HJM model which can describe the evolution of imperfectly correlated net cost-of-carry forward rates. Empirical evidence from Chinese crude oil futures market reveals the effectiveness and accuracy of QFT-based model compared to the traditional HJM model framework. Robustness test also shows that the QFT-based model is superior to the traditional two-factor HJM model both in robustness of estimation results and effectiveness of prediction, which implies that the model have great potential in futures price prediction and risk hedging.
  • ZHU Pingheng, WANG Kangsheng, WEN Fenghua
    Journal of System Science and Mathematical Science Chinese Series. 2023, 43(11): 2836-2855. https://doi.org/10.12341/jssms22858
    The volatility of commodity market pricing has made it a new risk point for the financial system. However, the question of how risk spillover between the commodity market, stock, and oil markets varies across time-frequency domains remains unclear. Therefore, this paper uses the time-frequency spillover approach proposed by Baruník and kárehlík to analyze risk spillover between commodity, stock, and oil markets. Also, the paper further discusses the portfolio and risk hedging of commodities in different sectors. First, the paper finds that commodity, stock, and oil markets are relatively well integrated and that the risk spillover rises rapidly during crisis events. And, throughout the sample period, the oil market is the transmitter of risk, while the stock market is the receiver of risk. Second, risk spillovers show heterogeneity across time-frequency domains, and cross-market risk spillovers are dominated by short-term time-frequency domains. Finally, precious metals and grains are particularly well suited to hedge against oil and stock assets. Our results are an important guide to risk management for Investors and Regulators in stock, oil, and commodity markets.