系统科学与复杂性(英文)

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ON THE ALGORITHMIC COMPLEXITY OF STATIC STRUCTURES

Joel RATSABY;J. CHASKALOVIC

Journal of Systems Science and Complexity. 2010, 23(6): 1037-1053. https://doi.org/10.1007/s11424-010-8465-2

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This paper provides a first indication that this is true for a system comprised of a static structure described by hyperbolic partial differential equations
and is subjected to an external random input force. The system deforms
the randomness of an input force sequence in proportion to its
algorithmic complexity. The authors demonstrate this by numerical
analysis of a one-dimensional vibrating elastic solid (the system)
on which we apply a maximally-random force sequence (input). The
level of complexity of the system is controlled via external
parameters. The output response is the field of displacements
observed at several positions on the body. The algorithmic
complexity and stochasticity of the resulting output displacement
sequence is measured and compared against the complexity of the
system. The results show that the higher the system complexity,
the more random-deficient the output sequence.

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OPTIMAL DECISIONS WHEN BALANCING EXPECTED PROFIT AND CONDITIONAL VALUE-AT-RISK IN NEWSVENDOR MODELS

Minghui XU;Jianbin LI

Journal of Systems Science and Complexity. 2010, 23(6): 1054-1070. https://doi.org/10.1007/s11424-010-7116-y

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This paper investigates a risk-averse inventory model by
balancing the expected profit and conditional value-at-risk (CVaR)
in a newsvendor model setting. We find out that: i) The optimal
order quantity is increasing in the shortage cost for both the CVaR
only criterion and the tradeoff objective. ii) For the case of zero
shortage cost, the optimal order quantity to the CVaR criterion or
tradeoff objective is increasing in the selling price, respectively.
However, it may not be monotonic in the selling price when
incorporating a substantial shortage cost. Moreover, it may be
larger or less than the risk-neutral solution. iii) Under the
tradeoff objective function, although the optimal order quantity for
the model without shortage cost is increasing in the weight put on
the expected profit, this property may not be true in general for
the model with a substantial shortage cost. Some numerical examples
are conducted to verify our results and observations.

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OPTIMAL DIVIDEND STRATEGIES IN THE DIFFUSION MODEL WITHSTOCHASTIC RETURN ON INVESTMENTS

Wei WANG;Chunsheng ZHANG

Journal of Systems Science and Complexity. 2010, 23(6): 1071-1085. https://doi.org/10.1007/s11424-010-8077-x

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This paper studies the optimal dividend problem in the
diffusion model with stochastic return on investments. The
insurance company invests its surplus in a financial market. More
specially, the authors consider the case of investment in a
Black-Scholes market with risky asset such as stock. The classical
problem is to find the optimal dividend payment strategy that
maximizes the expectation of discounted dividend payment until
ruin. Motivated by the idea of Thonhauser and Albrecher (2007), we
take the lifetime of the controlled risk process into account,
that is, the value function considers both the expectation of
discounted dividend payment and the time value of ruin. The
authors conclude that the optimal dividend strategy is a barrier
strategy for the unbounded dividend payment case and is of
threshold type for the bounded dividend payment case.

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THE DATA ENVELOPMENT ANALYSIS MODEL WITH INTERSECTION FORMPRODUCTION POSSIBILITY SET

Quanling WEI;Hong YAN

Journal of Systems Science and Complexity. 2010, 23(6): 1086-1101. https://doi.org/10.1007/s11424-010-9218-y

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The data envelopment analysis (DEA) model is used to evaluate
the relative economic efficiency of a given set of decision making
units (DMUs). In this paper, the DEA production possibility set is
transferred from the conventional sum form into the intersection
form which is represented by a linear inequality system. Although it
is time consuming to obtain the intersection form of the production
possibility set, it suggests a new angle to investigate the
properties of DMUs and to extend the DEA research further beyond the
efficiency measurement. Following the intersection form, the
analytical formula of the efficiency indicator and projection is
given. Various aspects of technical efficiency, returns to scale and
evidence of congestion of the DMUs are studied. The relationship
between the weak DEA efficiency and the weak Pareto solution is
discussed. Finally, a procedure for DMU grouping is proposed to help
the decision makers for better resource reallocation and strategy
adjustment.

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THE BUYER'S PROCURING MECHANISM UNDER OPERATING COSTSHARING IN SUPPLY CHAIN

Xuewu WANG

Journal of Systems Science and Complexity. 2010, 23(6): 1102-1117. https://doi.org/10.1007/s11424-010-7167-0

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This paper considers a buyer's procuring strategy where the
buyer purchases products from a supplier in order to minimize his
total cost. Assume that the customer arrivals follow a Poisson
process, a base-stock policy is implemented by the buyer, and the
supplier will afford partial operating cost incurred by the buyer;
The cost shared by the buyer includes procuring cost and some
operating cost; The supplier does not hold the inventory and her
production time is exponentially distributed. The objective of the
supplier is to maximize her profit. The buyer designs a contract
to minimize his total expected cost. Two different cases are
considered: One potential supplier and many competing suppliers.
The optimal control approaches are used to design the buyer's
optimal mechanism and some simple procurement mechanisms are
presented.

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GENERALIZED \mbox{\boldmath $p$}-VALUES FOR TESTINGREGRESSION COEFFICIENTS IN PARTIALLY LINEAR MODELS

Huimin HU;Xingzhong XU;Guoying LI

Journal of Systems Science and Complexity. 2010, 23(6): 1118-1132. https://doi.org/10.1007/s11424-010-8147-0

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The one-sided and two-sided hypotheses about the parametric
component in partially linear model are considered in this paper.
Generalized $p$-values are proposed based on fiducial method for
testing the two hypotheses at the presence of nonparametric
nuisance parameter. Note that the nonparametric component can be
approximated by a linear combination of some known functions,
thus, the partially linear model can be approximated by a linear
model. Thereby, generalized $p$-values for a linear model are
studied first, and then the results are extended to the situation
of partially linear model. Small sample frequency properties are
analyzed theoretically. Meanwhile, simulations are conducted to
assess the finite sample performance of the tests based on the
proposed $p$-values.

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LARGE SAMPLE AND ROBUST PROPERTIES OF \mbox{\boldmath$\widetilde{L}^2$}-MEDIAN

Tianfa XIE;Guoying LI

Journal of Systems Science and Complexity. 2010, 23(6): 1133-1142. https://doi.org/10.1007/s11424-010-8423-z

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As a competitive depth, $\widetilde{L}^2$-depth is modified
from $L^2$-depth. Its induced median is called
$\widetilde{L}^2$-median. Basic properties of the median and its
sample version are provided. Especially, the strong consistency of
sample median is gained under weaker condition. Robustness of the
median and its sample version is discussed. Besides ease of
computation, it is shown that $\widetilde{L}^2$-median has both
good large-sample and robust properties. Simulation studies are
also given to compare the breakdown point of
$\widetilde{L}^2$-median with that of other depth-induced
medians.

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MULTIVARIATE LIKELIHOOD RATIO ORDERING OF CONDITIONALORDER STATISTICS

Yashi WANG;Peng ZHAO

Journal of Systems Science and Complexity. 2010, 23(6): 1143-1152. https://doi.org/10.1007/s11424-010-7269-8

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Multivariate likelihood ratio order of order statistics
conditioned on both the right tail and the left tail are built.
These results strengthen and generalize those conclusions in terms
of the univariate likelihood ratio order by Khaledi and Shaked
(2007), Li and Zhao (2006), Hu, et al. (2006), and Hu, Jin, and
Khaledi (2007).

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MODEL CHECKING FOR GENERAL LINEAR ERROR-IN-COVARIABLES MODELWITH VALIDATION DATA

Pengjie DAI;Zhihua SUN;Peng WANG

Journal of Systems Science and Complexity. 2010, 23(6): 1153-1166. https://doi.org/10.1007/s11424-010-8051-7

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In this paper, model checking problem is considered for
general linear model when covariables are measured with error and
an independent validation data set is available. Without assuming
any error model structure between the true variable and the
surrogate variable, the author first apply nonparametric method to
model the relationship between the true variable and the surrogate
variable with the help of the validation sample. Then the author
construct a score-type test statistic through model adjustment.
The large sample behaviors of the score-type test statistic are
investigated. It is shown that the test is consistent and can
detect the alternative hypothesis close to the null hypothesis at
the rate $n^{-r}$ with $0 \leq r \leq \frac{1}{2}.$ Simulation
results indicate that the proposed method works well.

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EFFICIENT CERTIFICATELESS THRESHOLD SIGNATURES WITHOUTRANDOM ORACLES

Piyi YANG;Zhenfu CAO;Xiaolei DONG

Journal of Systems Science and Complexity. 2010, 23(6): 1167-1182. https://doi.org/10.1007/s11424-010-7274-y

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This paper defines the security notion for Certificateless
Threshold Signatures (CLTHS). Different from the adversarial model
defined by Wang, et al.\,(2007), our definition considers Type I and
Type II adversary separately. At the same time, the authors develop
the simulatability and relationship between certificateless
threshold signature and the underlying certificateless signature. We
also propose the first CLTHS scheme which is proved existentially
unforgeable against adaptively chosen message attack without random
oracles. Compared with the previous scheme by Wang, et al.\,(2007),
our scheme does not use hash function and is more efficient.

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A NEW THRESHOLD AUTHENTICATED ENCRYPTION SCHEME USINGLABOR-DIVISION SIGNATURE

Zuowen TAN

Journal of Systems Science and Complexity. 2010, 23(6): 1183-1194. https://doi.org/10.1007/s11424-010-9078-5

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This paper shows several security weaknesses of a threshold
authenticated encryption scheme. A new threshold authenticated
encryption scheme using labor-division signature is proposed without
redundancy added to message blocks. On the assumptions of {EDDH}
problems, the proposed scheme is secure against chosen-ciphertext
attacks and existentially unforgeable against the chosen-message
attacks in the random oracle model.

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A ONE-PARAMETER FILLED FUNCTION FOR NONSMOOTH GLOBALOPTIMIZATION AND ITS APPLICATION

Ying ZHANG;Liansheng ZHANG;Yingtao XU

Journal of Systems Science and Complexity. 2010, 23(6): 1195-1209. https://doi.org/10.1007/s11424-010-7199-5

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This paper presents a modified definition of the filled
function for finding a global minimizer of a nonsmooth function on
a closed bounded set, and then give a one-parameter filled
function. Theoretical and numerical properties of the proposed
filled function are investigated and a corresponding solution
algorithm is proposed. The proposed filled function's parameter is
easier to be appropriately chosen than previous functions in
literatures. Numerical results obtained indicate the efficiency of
the proposed filled function method. An improved fingerprint
recognition method using global filled function is also
reported.

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ADAPTIVE PRACTICAL TRACKING CONTROL BY OUTPUT FEEDBACK FOR ACLASS OF NONLINEAR SYSTEMS

Fang SHANG;Yungang LIU;Chenghui ZHANG

Journal of Systems Science and Complexity. 2010, 23(6): 1210-1220. https://doi.org/10.1007/s11424-010-7243-5

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This paper investigates the problem of adaptive practical
tracking control by output feedback for a class of nonlinear
systems in which the nonlinearities are restricted to be upper
bounded by a constant plus a polynomial function of the output
multiplied by unmeasured states. To solve the problem, an observer
with a dynamic high-gain is first introduced, and then an adaptive
output feedback tracking controller is successfully designed using
the universal control methodology. It is shown that all the states
of the closed-loop system are bounded, and the tracking error can
be made arbitrarily small by an appropriate choice of the design
parameters after some large enough time. A simulation example is
also provided to illustrate the correctness of the theoretical
results.

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GLOBAL STABILITY OF ENDEMIC EQUILIBRIUM POINT OF BASICVIRUS INFECTION MODEL WITH APPLICATION TO HBV INFECTION

Yu ZHENG;Lequan MIN;Yu JI;Yongmei SU;Yang KUANG

Journal of Systems Science and Complexity. 2010, 23(6): 1221-1230. https://doi.org/10.1007/s11424-010-8467-0

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In this paper, the authors first show that if $R_0 \leq 1$,
the infection free steady state is globally attractive by using
approaches different from those given by Min, et al.(2008). Then
the authors prove that if $R_0 > 1$, the endemic steady state is
also globally attractive. Finally, based on a patient's clinical
HBV DNA data of anti-HBV infection with drug lamivudine, the
authors establish an ABVIM. The numerical simulations of the ABVIM
are good in agreement with the clinical data.

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A PROPERTY OF THE RELATIVE SUBCODES

Zihui LIU;Wende CHEN

Journal of Systems Science and Complexity. 2010, 23(6): 1231-1238. https://doi.org/10.1007/s11424-010-9249-4

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The relative subcodes are closely related to the concept of
the relative generalized Hamming weight. Using projective geometry
methods and the concept of the relative generalized Hamming weight,
the authors prove a property of the relative subcodes which
substantially improves the existing result.

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STABILITY OF HLPPS AND MODIFIED HLPPS POLICIES FOR THERE-ENTRANT LINE

Jiankui YANG

Journal of Systems Science and Complexity. 2010, 23(6): 1239-1246. https://doi.org/10.1007/s11424-010-8263-x

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For a re-entrant line operating under the HLPPS
service policy, the stability was proved by Bramson in 1996.
A simple proof for the stability of the fluid model is given here. Also,
the HLPPS service policy is modified according to
the proportion of potential jobs and the stability of the
fluid model under the modified one is proved.

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2010年, 第23卷, 第6期　刊出日期：2010-12-25

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2010年, 第23卷, 第6期 刊出日期：2010-12-25

2010年, 第23卷, 第6期　刊出日期：2010-12-25