2010年, 第23卷, 第6期　刊出日期：2010-12-25

  

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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.