中国科学院数学与系统科学研究院期刊网

2024年, 第37卷, 第3期 刊出日期:2024-06-25
  

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  • HUANG Zhiyong, SONG Qijiang
    系统科学与复杂性(英文). 2024, 37(3): 907-923. https://doi.org/10.1007/s11424-024-3109-0
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    In this paper, the problem of identifying autoregressive-moving-average systems under random threshold binary-valued output measurements is considered. With the help of stochastic approximation algorithms with expanding truncations, the authors give the recursive estimates for the parameters of both the linear system and the binary sensor. Under reasonable conditions, all constructed estimates are proved to be convergent to the true values with probability one, and the convergence rates are also established. A simulation example is provided to justify the theoretical results.
  • YANG Anqing, MA Shuping
    系统科学与复杂性(英文). 2024, 37(3): 924-946. https://doi.org/10.1007/s11424-024-2253-x
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    This work investigates the input-to-state stability (ISS) problem for impulsive switched singular systems (ISSSs) with mismatched disturbances. In this paper, ‘disturbance’ is a general concept that includes model uncertainty, unknown system dynamic, external disturbance, etc. The modified uncertainty and disturbance estimator (UDE)-based control method is presented for singular systems and ISSSs, a virtual control is introduced to offset the effects of mismatched disturbances. On the basis of a discontinuous multiple Lyapunov functional and admissible edge-dependent average dwell time (AED-ADT) method, several sufficient conditions in terms of linear matrix inequalities (LMIs) are obtained to ensure that the closed-loop systems are regular, impulse-free and ISS. Finally, two examples are given to demonstrate the effectiveness of the proposed results.
  • WANG Yu
    系统科学与复杂性(英文). 2024, 37(3): 947-964. https://doi.org/10.1007/s11424-024-3091-6
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    This paper focuses on a Pareto cooperative differential game with a linear mean-field backward stochastic system and a quadratic form cost functional. Based on a weighted sum optimality method, the Pareto game is equivalently converted to an optimal control problem. In the first place, the feedback form of Pareto optimal strategy is derived by virtue of decoupling technology, which is represented by four Riccati equations, a mean-field forward stochastic differential equation (MF-FSDE), and a mean-field backward stochastic differential equation (MF-BSDE). In addition, the corresponding Pareto optimal solution is further obtained. Finally, the author solves a problem in mathematical finance to illustrate the application of the theoretical results.
  • NIU Ben, WANG Xiaoan, WANG Xiaomei, WANG Xinjun, LI Tao
    系统科学与复杂性(英文). 2024, 37(3): 965-984. https://doi.org/10.1007/s11424-024-1259-8
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    In this paper, the authors propose an adaptive Barrier-Lyapunov-Functions (BLFs) based control scheme for nonlinear pure-feedback systems with full state constraints. Due to the coexist of the non-affine structure and full state constraints, it is very difficult to construct a desired controller for the considered system. According to the mean value theorem, the authors transform the pure-feedback system into a system with strict-feedback structure, so that the well-known backstepping method can be applied. Then, in the backstepping design process, the BLFs are employed to avoid the violation of the state constraints, and neural networks (NNs) are directly used to online approximate the unknown packaged nonlinear terms. The presented controller ensures that all the signals in the closed-loop system are bounded and the tracking error asymptotically converges to zero. Meanwhile, it is shown that the constraint requirement on the system will not be violated during the operation. Finally, two simulation examples are provided to show the effectiveness of the proposed control scheme.
  • LI Yuling, LIU Chenglin, ZHANG Ya, CHEN Yangyang
    系统科学与复杂性(英文). 2024, 37(3): 985-1002. https://doi.org/10.1007/s11424-023-2461-9
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    In this paper, the authors tackle a fixed-time average-tracking problem for multi-agent systems which do not require velocity measurements and are affected by external mismatched and matched disturbances. The objective requires the considered agents with second-order dynamics to follow the average value of several time-varying reference signals, each of which is acquired by only one agent. First of all, the average value is estimated by using a novel distributed average estimator in a fixed time. Second, an original observer is created to provide estimated values in a fixed time for external mismatched and matched disturbances as well as unmeasured velocities of agents. Then, the authors propose a novel fixed-time anti-disturbance average-tracking protocol with the aid of the observer and a sliding mode surface. In the end, the feasibility of theoretical analysis is illustrated by some simulation experiments.
  • WANG Hongxia, HU Yuxi, LI Zixing, SONG Lianfeng
    系统科学与复杂性(英文). 2024, 37(3): 1003-1022. https://doi.org/10.1007/s11424-024-2501-0
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    Different from the standard linear quadratic (LQ) problem for stochastic systems, the LQ problem considered in the paper has extra measurability restrictions. The problem also appears in the LQ control problem for stochastic systems with delays, rational expectations problems, asymmetric information control, and so on. The essential difficulty lies in that one has to optimize the input and its conditional expectations simultaneously. The stochastic maximum principle (SMP) and orthogonal decomposition technique are the key tools. Firstly, the authors establish the SMP and convert the original problem into forward and backward stochastic difference equations (FBSDEs) with extra measurability restrictions. Secondly, the authors resolve the FBSDEs by using the orthogonal decomposition technique and obtain the analytical solution to the underlying problem. Thirdly, the authors explore the essential distinction between the problem and the standard stochastic LQ control problem. Finally, numerical examples are given to illustrate the obtained results.
  • ZHANG Ziwei, SHEN Hao, SU Lei
    系统科学与复杂性(英文). 2024, 37(3): 1023-1036. https://doi.org/10.1007/s11424-024-3049-8
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    In this work, an $H_{\infty}$/passive-based secure synchronization control problem is investigated for continuous-time semi-Markov neural networks subject to hybrid attacks, in which hybrid attacks are the combinations of denial-of-service attacks and deception attacks, and they are described by two groups of independent Bernoulli distributions. On this foundation, via the Lyapunov stability theory and linear matrix inequality technology, the $H_{\infty}$/passive-based performance criteria for semi-Markov jump neural networks are obtained. Additionally, an activation function division approach for neural networks is adopted to further reduce the conservatism of the criteria. Finally, a simulation example is provided to verify the validity and feasibility of the proposed method.
  • LI Lingfei, ZHANG Xiaoyi, ZHOU Xiuxiang
    系统科学与复杂性(英文). 2024, 37(3): 1037-1051. https://doi.org/10.1007/s11424-023-2312-8
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    This paper is addressed to a study of the stability of heat and wave equations with memory. The necessary and sufficient conditions of the exponential stability are investigated by the theory of Laplace transform. The results show that the stability depends on the decay rate and the coefficient of the kernel functions of the memory. Besides, the feedback stabilization of the heat equation is obtained by constructing finite dimensional controller according to unstable eigenvalues. This stabilizing procedure is easy to operate and can be applicable for other parabolic equations with memory.
  • BAI Wei, ZHANG Junting, LIU Haifei, LIU Kai
    系统科学与复杂性(英文). 2024, 37(3): 1052-1079. https://doi.org/10.1007/s11424-023-2296-4
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    In order to build a low-risk Fund of Funds (FOF), from the perspective of correlation, the principal component factor is used to improve the traditional risk parity model. Principal component analysis is used to decompose the underlying assets and generate unrelated principal component factors, and then the authors can construct a principal component risk parity portfolio. The proposed empirical results based on China’s mutual fund market show that the performance of principal component risk parity portfolio (PCRPP) is better than that of equal weight portfolio (EWP) and traditional risk parity portfolio (RPP). That is to say, not only the PCRPP in this paper has much lower risk than EWP and RPP, but also slightly better than EWP and RPP in terms of average return. Moreover, the study of dividing the underlying assets shows that the PCRPP in this paper is not sensitive to the underlying assets. The PCRPP in this paper is better than EWP and RPP for both the better performing funds and the worse performing funds. In addition, the empirical results on dynamic portfolio adjustments show that it is not appropriate to adjust asset allocation too frequently when the expected rate of return is calculated using the arithmetic mean.
  • WANG Jun, HE Jiabei, LIANG Hua, LI Xinmin
    系统科学与复杂性(英文). 2024, 37(3): 1080-1099. https://doi.org/10.1007/s11424-024-2333-y
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    The main objective of this paper is to consider model averaging methods for kriging models. This paper proposes a Mallows model averaging procedure for the orthogonal kriging model and demonstrate the asymptotic optimality of the model averaging estimators in terms of mean square error. Simulation studies are conducted to evaluate the performance of the proposed method and compare it with the competitors to demonstrate its superiority. The authors also analyse a real dataset for an illustration.
  • CHIKHI Nacira, DJEHICHE Boualem
    系统科学与复杂性(英文). 2024, 37(3): 1100-1113. https://doi.org/10.1007/s11424-024-3073-8
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    The scheduling problem in surgery is difficult because, in addition of the planning of the operating rooms which are the most expensive resources in hospitals, each surgery requires a combination of human and material resources. In this paper, the authors address a surgery scheduling problem which arises in operated health care facility. Moreover, the authors consider simultaneously materiel and human resources. This problem is a three-stages flow shop scheduling environment. The first stage (ward) contains a limited number of resources of the same type (beds); The second stage contains different resources with limited capacity (operating rooms, surgeons, nurses, anesthesiologists) and the third stage contains a limited number of recovery beds. There is also a limited number of transporters (porters) between the ward and the other stages. The objective of the problem is to minimize the completion time of the last patient (makespan). The authors formulate this NP-Hard problem in a mixed integer programming model and conduct computational experiments to evaluate the performance of the proposed model.
  • MA Jiali, ZHU Shushang, LI Duan
    系统科学与复杂性(英文). 2024, 37(3): 1114-1146. https://doi.org/10.1007/s11424-024-2389-8
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    Following the framework of E-N model (Eisenberg and Noe, 2001), the authors consider a new clearing mechanism based on net liabilities among financial institutions since the liabilities between the counterparties should be deducted accordingly when clearing in practice. As the basis for systemic risk measurement, similar to the original E-N model, the authors first establish some good properties for the clearing payment vector according to a more general model. Then, the authors investigate how risk spreads among institutions through the liability network forming the risk contagion channel. Finally, the authors illustrate with a specific example that the original E-N clearing mechanism may misidentify the systemic important institutions, and theoretically show that it may also overestimate the risk compared with the netting clearing mechanism.
  • LI Zhenpeng, YAN Zhihua, YANG Jian, TANG Xijin
    系统科学与复杂性(英文). 2024, 37(3): 1147-1162. https://doi.org/10.1007/s11424-024-2484-x
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    Micro triadic structure is an important motif and serves the building block of complex networks. In this paper, the authors define structure entropy for a social network and explain this concept by using the coded triads proposed by Davis and Leinhardt in 1972. The proposed structure entropy serves as a new macro-evolution index to measure the network’s stability at a given timestamp. Empirical analysis of real-world network structure entropy discloses rich information on the mechanism that yields given triadic motifs frequency distribution. This paper illustrates the intrinsic link between the micro dyadic/triadic motifs and network structure entropy. Importantly, the authors find that the high proportion of reciprocity and transitivity results in the emergence of hierarchy, order, and cooperation of online social networks.
  • CHAI Jian, HE Peng, ZHANG Xiaokong, HOU Yamin
    系统科学与复杂性(英文). 2024, 37(3): 1163-1183. https://doi.org/10.1007/s11424-024-2273-6
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    Under China’s “Dual Carbon” target (DCT), “clean replacement” on the energy supply side and “electric energy replacement” on the energy consumption side are the ways to achieve energy transformation. However, energy projects have a long construction period, complex technology categories, and investment risks that greatly affect the development of energy transformation. Correctly judging the effect of investment changes on primary energy production is of great practical significance to the realization of the DCT. Based on this, NARDL and TVP-SV-VAR models are innovatively used to reveal the nonlinear effect of fixed-asset investment on China’s primary energy production. The results show that the marginal effect of investment growth on coal production is about 1.44 times that of investment reduction. Similarly, the marginal effect of oil and gas investment growth is about 1.21 times that of investment reduction. Due to the influence of resource constraints, China’s traditional fossil energy still has varying degrees of path dependence on the investment-driven development model. For non-fossil energy, investment in hydropower and nuclear power has an inverse correlation with the change in production. Negative marginal efficiency and diseconomies of scale have hindered the development of the hydropower and nuclear power industries. In addition, the asymmetric effect is not yet significant for the short development time and technical constraints of wind and solar power. From the impulse response results, the impact curves of investment in wind and solar power are generally positive, and investment has different degrees of time-delay and time-varying effects on various energy production, which verifies the heterogeneity of investment adjustment mechanisms in different energy industries.
  • LI Fuxiao, XIAO Yanting, CHEN Zhanshou
    系统科学与复杂性(英文). 2024, 37(3): 1184-1208. https://doi.org/10.1007/s11424-024-2064-0
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    Structural change in panel data is a widespread phenomena. This paper proposes a fluctuation test to detect a structural change at an unknown date in heterogeneous panel data models with or without common correlated effects. The asymptotic properties of the fluctuation statistics in two cases are developed under the null and local alternative hypothesis. Furthermore, the consistency of the change point estimator is proven. Monte Carlo simulation shows that the fluctuation test can control the probability of type I error in most cases, and the empirical power is high in case of small and moderate sample sizes. An application of the procedure to a real data is presented.
  • SUN Wei, WANG Hao, XIE Xumeng, LI Shiyong
    系统科学与复杂性(英文). 2024, 37(3): 1209-1232. https://doi.org/10.1007/s11424-024-2143-2
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    This paper studies customer joining behavior and system regulation strategy in non-exhaustive visible {\it M}/{\it M}/$m$ queues with synchronous vacations of a part of the servers. Once this part of the servers are idle, they take multiple vacations simultaneously (vacation period). Until there are customers waiting in the queue, they are reactivated and all servers are busy or idle (busy period). The authors call this part of the servers as "partial servers". In view of the fully visible queue and the almost visible queue, the authors obtain customers' equilibrium joining threshold strategies and their socially optimal joining threshold strategies, respectively, and observe that customer joining behavior in equilibrium generally makes the system overcrowded, which makes the equilibrium social welfare lower than the optimal social welfare. After regulation, interestingly, for optimizing social welfare, the system manager hopes not only customers arriving in vacation period pay attention to the number of partial servers, but also customers arriving in busy period should care about it rather than ignore. Moreover, arranging more servers for vacation does not necessarily lead to the decrease of social welfare on condition that the number of partial servers is close to $m$. As for the information advantage of the fully visible case, it is not obvious for increasing social welfare and even unfavorable to servers' profit unless the number of partial servers is big enough. Furthermore, given the different composition of social welfare, there exists the optimal number of partial servers and the optimal arrival rate of customers for maximizing social welfare.
  • WANG Chunyan, LIU Min-Qian, YANG Jinyu
    系统科学与复杂性(英文). 2024, 37(3): 1233-1250. https://doi.org/10.1007/s11424-023-3093-9
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    Strong orthogonal arrays (SOAs) were recently introduced and studied as a class of spacefilling designs for computer experiments. To surely realize better space-filling properties, SOAs of strength three or higher are desirable. In addition, orthogonality is also an important property for designs of computer experiments, because it guarantees that the estimates of the main effects are uncorrelated. This paper first provides a systematic study on the construction of (nearly) orthogonal strength-three SOAs with better space-filling properties. The newly proposed strength-three SOAs enjoy almost the same space-filling properties of strength-four SOAs, and can accommodate much more columns than the latter. Moreover, they are (nearly) orthogonal and flexible in run sizes. The construction methods are straightforward to implement, and their theoretical supports are well established. In addition to the theoretical results, many designs are tabulated for practical needs.
  • PENG Yanjin, WANG Lei
    系统科学与复杂性(英文). 2024, 37(3): 1251-1270. https://doi.org/10.1007/s11424-023-3014-y
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    In this paper, the authors propose a two-stage online debiased lasso estimation and statistical inference method for high-dimensional quantile regression (QR) models in the presence of streaming data. In the first stage, the authors modify the QR score function based on kernel smoothing and obtain the online lasso smoothed QR estimator through iterative algorithms. The estimation process only involves the current data batch and specific historical summary statistics, which perfectly accommodates to the special structure of streaming data. In the second stage, an online debiasing procedure is carried out to eliminate biases caused by the lasso penalty as well as the accumulative approximation error so that the asymptotic normality of the resulting estimator can be established. The authors conduct extensive numerical experiments to evaluate the performance of the proposed method. These experiments demonstrate the effectiveness of the proposed method and support the theoretical results. An application to the Beijing PM2.5 Dataset is also presented.
  • HE Shitao, SHEN Liyong, WU Qin, YUAN Chunming
    系统科学与复杂性(英文). 2024, 37(3): 1271-1294. https://doi.org/10.1007/s11424-024-2420-0
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    Curve interpolation with B-spline is widely used in various areas. This problem is classic and recently raised in application scenario with new requirements such as path planning following the tangential vector field under certified error in CNC machining. This paper proposes an algorithm framework to solve Hausdorff distance certified cubic B-spline interpolation problem with or without tangential direction constraints. The algorithm has two stages: The first stage is to find the initial cubic B-spine fitting curve which satisfies the Hausdorff distance constraint; the second stage is to set up and solve the optimization models with certain constraints. Especially, the sufficient conditions of the global Hausdorff distance control for any error bound are discussed, which can be expressed as a series of linear and quadratic constraints. A simple numerical algorithm to compute the Hausdorff distance between a polyline and its B-spline interpolation curve is proposed to reduce our computation. Experimental results are presented to show the advantages of the proposed algorithms.
  • LU Dong, WANG Dingkang, XIAO Fanghui
    系统科学与复杂性(英文). 2024, 37(3): 1295-1307. https://doi.org/10.1007/s11424-024-1367-5
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    A new necessary and sufficient condition for the existence of minor left prime factorizations of multivariate polynomial matrices without full row rank is presented. The key idea is to establish a relationship between a matrix and any of its full row rank submatrices. Based on the new result, the authors propose an algorithm for factorizing matrices and have implemented it on the computer algebra system Maple. Two examples are given to illustrate the effectiveness of the algorithm, and experimental data shows that the algorithm is efficient.
  • LIU Zhen, PAN Yanbin, ZHENG Jinwei
    系统科学与复杂性(英文). 2024, 37(3): 1308-1325. https://doi.org/10.1007/s11424-024-2426-7
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    In ASIACCS 2015, Nu$\tilde{\rm n}$ez, et al. proposed a proxy re-encryption scheme, named \NTRUReEnc- \rypt,\ based on NTRU, which allows a proxy to translate ciphertext under the delegator's public key into a re-encrypted ciphertext that can be decrypted correctly by delegatee's private key. Because of the potential resistance to quantum algorithm, high efficiency and various applications in real life, \NTRUReEncrypt\ has drawn lots of attention and its security has been widely discussed and analyzed. In PQCrypto2019, Liu, et al. proposed two key recovery attacks against it. However, their first attack heavily relies on a weaken decryption oracle, and the second attack needs to collect about $2^{60}$ ciphertexts from the same message by theoretical analysis, which makes both of the attacks unrealistic. In this paper, inspired by the broadcast attack against NTRU, the authors find out that for \NTRUReEncrypt \ the delegator and the delegatee can efficiently recover each other's private key in polynomial time without any unrealistic assumptions. In addition, the authors also show how to fix \NTRUReEncrypt\ to resist the proposed attacks. As a by-product, the authors also show how to commit broadcast attacks against NTRU 2001 with even $d_g$, which was thought infeasible before.
  • WANG Hongyu, ZHENG Qunxiong, QI Wenfeng
    系统科学与复杂性(英文). 2024, 37(3): 1326-1350. https://doi.org/10.1007/s11424-024-2295-0
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    Trivium is an international standard of lightweight stream ciphers (ISO/IEC 29192-3: 2012). In this paper, the Trivium-like NFSRs, a class of Galois NFSRs generalized from the Galois NFSR of Trivium, are studied from the perspective of Fibonacci NFSRs. It is shown that an $n$-stage Trivium-like NFSR cannot be equivalent to an $n$-stage Fibonacci NFSR, which is proved by showing the existence of \textquotedblleft collision initial states\textquotedblright. As an intermediate conclusion, a necessary and sufficient condition for a kind of linear degeneracy of a Trivium-like NFSR is obtained from the persepective of interleaved sequences. Moreover, the smallest stage number of a Fibonacci NFSR that can generate all the output sequences of an $n$-stage Trivium-like NFSR is shown to be greater than $n-7$ and this value is no less than $371=287+\min\{93,84,111\}$ specifically for the 288-stage Galois NFSR used in Trivium. These results contradict the existence of a equivalent Fibonacci model of Trivium NFSR of small stage, which implies that Trivium algorithm possesses a fair degree of immunity against "structure attack".