中国科学院数学与系统科学研究院期刊网

2004年, 第17卷, 第1期 刊出日期:2004-01-15
  

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  • Gang YIN;Han Qin ZHANG
    Journal of Systems Science and Complexity. 2004, 14(1): 1-15.
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    A fluid buffer model with Markov modulated input-output rates is considered. When traffic intensity is near its critical value, the system is known as in heavy traffic. It is shown that a suitably scaled sequence of the equilibrium buffer contents has a weak or distributional limit under heavy traffic conditions. This weak limit is a functional of a diffusion process determined by the Markov chain modulating the input and output rates. The first passage time of the reflected process is examined. It is shown that the mean first passage time can be obtained via a solution of a Dirichlet problem. Then the transition density of the reflected process is derived by solving the Kolmogorov forward equation with a Neumann boundary condition. Furthermore, when the fast changing part of the generator of the Markov chain is a constant matrix, the representation of the probability distribution of the reflected process is derived. Upper and lower bounds of the probability distribution are also obtained by means of asymptotic expansions of standard normal distribution.
  • Jie CUI
    Journal of Systems Science and Complexity. 2004, 14(1): 16-22.
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    In this correspondence, a decoding algorithm for the general $Z\!\!\!Z_4$-linear codes is given and the complexity of the decoding algorithm is estimated.
  • Jin Quan DONG;Yan Pei LIU
    Journal of Systems Science and Complexity. 2004, 14(1): 23-27.
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    Define the density $d(G)$ of a graph $G$ as $\frac{\varepsilon (G)}{\nu (G)}$. A polynomial algorithm for finding the densest subgraph of a graph is provided. Some results related to the density of the densest subgraph of a graph are obtained as well.
  • Dan LI;Wei Sheng QIU
    Journal of Systems Science and Complexity. 2004, 14(1): 28-32.
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    It is already known that there are several nonlinearity criteria such as algebraic degree, nonlinearity, distance to linear structures, correlation immune, propagation criterion, differential uniformity, which are used to check whether a cryptographic function is weak or not. In this paper we will discuss these criteria from a valuation point of view, and consider the largest transformation group which leave a criterion invariant, which is named its symmetry group. It can serve as a way of comparing the stability of nonlinearity criteria under the action of invertible transformations.
  • Yan LIU;Shi Ying WANG
    Journal of Systems Science and Complexity. 2004, 14(1): 33-38.
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    The maximum matching graph of a graph has a vertex for each maximum matching and an edge for each pair of maximum matchings which differ by exactly one edge. In this paper, we prove that the connectivity of maximum matching graph of a bipartite graph is equal to its minimum degree.
  • Zhi Ping CHEN;Cheng Xian XU;K. C. Yuen
    Journal of Systems Science and Complexity. 2004, 14(1): 39-53.
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    Using the GARCH model to describe the risky asset's return process so that its time-varying moments and conditional heteroskedasticity can be properly reflected, general multiperiod optimal investment and consumption problems with both fixed and proportional transactions costs are investigated in this paper. We model this kind of difficult problems as a dynamic stochastic optimization problem, which can cope with different utility functions and any number of time periods. The procedure to solve the resulting complex nonlinear stochastic optimization problem is discussed in detail and a branch-decomposition algorithm is devised.
  • Xiao Jiao TONG;Dong Hui LI
    Journal of Systems Science and Complexity. 2004, 14(1): 54-63.
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    This paper presents a trust region algorithm with null space technique for nonlinear equality constrained optimization. Considering in the null space methods that, the convergent rate of range space step is faster than the null space step for the most cases, the proposed algorithm computes null steps more often than range space step. Moreover, the new algorithm is based on the reduced Hessian SQP method. Global convergence of the proposed algorithm is proved. The effectiveness of the method is demonstrated by some numerical examples.
  • Lu Chuan ZENG
    Journal of Systems Science and Complexity. 2004, 14(1): 64-74.
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    In this paper, we are devoted to the convergence analysis of algorithms for generalized set-valued variational inclusions in Banach spaces. Our results improve, extend, and develop the earlier and recent corresponding results.
  • Bai Wu WAN
    Journal of Systems Science and Complexity. 2004, 14(1): 75-85.
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    This paper considers the fourth stage of development of hierarchical control of industrial processes to the intelligent control and optimization stage, and reviews what the author and his Group have been investigating for the past decade in the on-line steady-state hierarchical intelligent control of large-scale industrial processes (LSIP). This paper gives a definition of intelligent control of large-scale systems first, and then reviews the use of neural networks for identification and optimization, the use of expert systems to solve some kinds of hierarchical multi-objective optimization problems by an intelligent decision unit (ID), the use of fuzzy logic control, and the use of iterative learning control. Several implementation examples are introduced. This paper reviews other main achievements of the Group also. Finally this paper gives a perspective of future development.
  • Zi Hui LIU;Wen De CHEN
    Journal of Systems Science and Complexity. 2004, 14(1): 86-95.
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    The possible weight hierarchies of ternary codes of dimension 4 satisfying the almost chain condition are completely determined in this paper.
  • Wei WEI;Xiao Ling XIANG
    Journal of Systems Science and Complexity. 2004, 14(1): 96-108.
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    In this paper, a new existence theorem of anti-periodic solutions for a class of strongly nonlinear evolution equations in Banach spaces is presented. The equations contain nonlinear monotone operators and a nonmonotone perturbation. Moreover, through an appropriate transformation, the existence of anti-periodic solutions for a class of second-order nonlinear evolution equations is verified. Our abstract results are illustrated by an example from quasi-linear partial differential equations with time anti-periodic conditions and an example from quasi-linear anti-periodic hyperbolic differential equations.
  • Shan Cun LIU;Wan Hua QIU
    Journal of Systems Science and Complexity. 2004, 14(1): 109-116.
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    Portfolio management is a typical decision making problem under incomplete, sometimes unknown, information. This paper considers the portfolio selection problems under a general setting of uncertain states without probability. The investor's preference is based on his optimum degree about the nature, and his attitude can be described by an Ordered Weighted Averaging Aggregation function. We construct the OWA portfolio selection model, which is a nonlinear programming problem. The problem can be equivalently transformed into a mixed integer linear programming. A numerical example is given and the solutions imply that the investor's strategies depend not only on his optimum degree but also on his preference weight vector. The general game-theoretical portfolio selection method, max-min method and competitive ratio method are all the special settings of this model.
  • Jia Fu TANG;Ding Wei WANG;Richard Y K FUNG;Kai-Leung Yung
    Journal of Systems Science and Complexity. 2004, 14(1): 117-136.
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    A brief summary on and comprehensive understanding of fuzzy optimization is presented. This summary is made on aspects of fuzzy modelling and fuzzy optimization, classification and formulation for the fuzzy optimization problems, models and methods. The importance of interpretation of the problem and formulation of the optimal solution in fuzzy sense are emphasized in the summary of the fuzzy optimization.
  • Li Shang JIANG;De Sheng YANG;Shu Guang ZHANG
    Journal of Systems Science and Complexity. 2004, 14(1): 137-142.
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    Motivated by the reset option with $n$ predetermined dates analyzed by W. Cheng, we consider a kind of reset option with uncertain dates by introducing $N$ prespecified barrier levels. We claim this reset option consists of some standard knock-in and knock-out barrier options. The closed-form pricing formula is derived by means of a PDE's approach.
  • Hong DU
    Journal of Systems Science and Complexity. 2004, 14(1): 143-146.
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    Let $F$ be a field of characteristic zero. $W_n=F[t_1^{\pm 1}, t_2^{\pm 1},\cdots ,t_n^{\pm 1}]\frac \partial {\partial t_1}+\cdots +F[t_1^{\pm 1}, t_2^{\pm 1},\cdots ,t_n^{\pm 1}]\frac \partial {\partial t_n}$ is the Witt algebra over $F$, $W_n^{+}=F[t_1, t_2\cdots ,t_n]\frac \partial {\partial t_1}+\cdots +F[t_1, t_2\cdots ,t_n]\frac \partial {\partial t_n}$ is Lie subalgebra of $W_n.$ It is well known both $W_n$ and $W_n^{+}$ are simple infinite dimensional Lie algebra. In Zhao's paper, it was conjectured that $End(W_n^{+})-\{0\}=Aut(W_n^{+})$ and it was proved that the validity of this conjecture implies the validity of the well-known Jacobian conjecture. In this short note, we check the conjecture above for $n=1.$ We show $End(W_1^{+})-\{0\}=Aut(W_1^{+}).$
  • Cheng Hong WANG;Li Jun ZHANG
    Journal of Systems Science and Complexity. 2004, 14(1): 147-152.
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    Science of Complexity is a newly emerging branch of natural science. Although we still haven't a precise definition, there are some principles for justifying whether a system is a complex system. The purpose of this article is to reveal some of such principles. On the basis of them, the concept of a system with complexity is proposed. They may help us to distinguish a real complex system from complicated objects in common sense. Then we propose some fundamental problems faced by the study of systems with complexity.