英文标题：
《Homogenization and Clustering as a Non-Statistical Methodology to Assess
  Multi-Parametrical Chain Problems》
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作者：
Johannes Freiesleben and Nicolas Gu\\\'erin
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最新提交年份：
2017
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英文摘要：
  We present a new theoretical and numerical assessment methodology for a one-dimensional process chain with general applicability to management problems such as the optimization of decision chains or production chains. The process is thereby seen as a chain of subsequently arranged units with random parameters influencing the objective function. For solving such complex chain problems, analytical methods usually fail and statistical methods only provide approximate solutions while requiring massive computing power. We took insights from physics to develop a new methodology based on homogenization and clustering. The core idea is to replace the complex real chain with a virtual chain that homogenizes the involved parameters and clusters the working units into global units to facilitate computation. This methodology drastically reduces computing time, allows for the derivation of analytical formulas, and provides fast and objective insights about the optimization problem under investigation. We illustrate the analytical potency of this methodology by applying it to the production problem of selecting the economically superior quality maintenance strategy. It can further be applied to all sequential multi-parametrical chain problems commonly found in business.
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中文摘要：
我们提出了一种新的一维过程链的理论和数值评估方法，该方法普遍适用于决策链或生产链的优化等管理问题。因此，该过程被视为一系列随后排列的单元，这些单元具有影响目标函数的随机参数。对于解决此类复杂的链式问题，分析方法通常会失败，而统计方法只能提供近似解，同时需要大量的计算能力。我们从物理学的角度出发，开发了一种基于同质化和聚类的新方法。其核心思想是用虚拟链代替复杂的实链，虚拟链将相关参数均匀化，并将工作单元聚类为全局单元，以便于计算。这种方法极大地减少了计算时间，允许推导分析公式，并提供有关正在研究的优化问题的快速和客观的见解。我们通过将该方法应用于选择经济上优越的质量维护策略的生产问题，说明了该方法的分析效力。它还可以进一步应用于商业中常见的所有顺序多参数链问题。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Economics        经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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