中国科学院数学与系统科学研究院期刊网

25 November 2024, Volume 44 Issue 11
    

  • Select all
    |
  • XIONG Jingjing, JI Zhijian
    Journal of Systems Science and Mathematical Sciences. 2024, 44(11): 3183-3199. https://doi.org/10.12341/jssms23623
    Abstract & Html ( ) Download PDF ( )   Knowledge map   Save
    This paper studies the stabilization problem of heterogeneous multi-agent systems composed of the first-order and second-order dynamic agents in a signed directed graph. By utilizing the knowledge of Laplacian matrix and graph theory, corresponding protocols are designed for the second-order and first-order dynamic agents, respectively. Based on the layering theory proposed in this paper, independent strongly connected components (SBiSCC) of structural equilibrium are utilized to design control parameters. The necessary and sufficient conditions for achieving stabilization of the first-order and second-order heterogeneous systems in communication topology are given. Finally, the paper provides several simulation verification theoretical results.
  • MA Teng, ZHOU Han, SUN Shuli
    Journal of Systems Science and Mathematical Sciences. 2024, 44(11): 3200-3214. https://doi.org/10.12341/jssms23757
    Abstract & Html ( ) Download PDF ( )   Knowledge map   Save
    This paper studies centralized state estimation problems for multi-agent systems with random packet losses. The random variables satisfying Bernoulli distribution are employed to depict the phenomena of packet losses during measurement data transmission from sensors to the data processing center. First, an optimal centralized state filter in the linear minimum variance (LMV) sense is designed in the case that the fusion center knows whether data packets are lost or not at each time, where the filtering gain requires computing in real time. To reduce the online computational burden, a suboptimal filter dependent on probabilities of packet losses is also designed and its steady-state property is analyzed. Then, an optimal centralized state filter in the LMV sense is designed in the case that the fusion center does not know whether data packets are lost or not at each time, and its steady-state property is analyzed. Finally, the estimation accuracy and computational burden of the proposed three filtering algorithms are analyzed. A simulation example verifies the effectiveness of the algorithms.
  • WANG Zhouyuan, ZHANG Yi, WANG Yingying
    Journal of Systems Science and Mathematical Sciences. 2024, 44(11): 3215-3227. https://doi.org/10.12341/jssms23520
    Abstract & Html ( ) Download PDF ( )   Knowledge map   Save
    Aiming at a stochastic SIR infectious disease model with population mobility and Lévy environmental noise, the existence and uniqueness of a global positive solution was obtained by using Itô formula and Lyapunov function, the asymptotic properties around the equilibrium point were discussed. In addition, the vaccination strategy was added to the infectious disease model as the control input by using sliding mode control, and the corresponding nonlinear sliding mode surface and controller were designed. The model would reach stability in a finite time, and the spread of infectious diseases was controlled. Finally, numerical simulation results were verified that the as-designed method is effective.
  • GAO Yang, LI Yuan
    Journal of Systems Science and Mathematical Sciences. 2024, 44(11): 3228-3238. https://doi.org/10.12341/jssms23616
    Abstract & Html ( ) Download PDF ( )   Knowledge map   Save
    An adaptive dynamic programming (ADP) algorithm based on strategy iteration(PI) is proposed for optimal pulse control of discrete-time nonlinear systems. Firstly, the system is transformed into a discrete-time nonlinear pulse control system by introducing the constraint of pulse interval set, and the optimal performance index function under pulse control is obtained according to the Hamilton-Jacobi-Bellman equation. Secondly, an ADP algorithm based on PI is proposed to solve the optimal control problem of the pulse system, and the convergence analysis of the pulse system is given. Compared with the value iteration(VI) algorithm, PI converges faster while ensuring system stability. Then a strategy evaluation algorithm is proposed, which relaxes the initial conditions of PI algorithm and solves the difficult problem of initial value selection. Finally, a simulation example is given to verify the effectiveness of the proposed algorithm.
  • HE Yaquan, LUO Zhixue
    Journal of Systems Science and Mathematical Sciences. 2024, 44(11): 3239-3256. https://doi.org/10.12341/jssms23675
    Abstract & Html ( ) Download PDF ( )   Knowledge map   Save
    In this paper, the optimal harvest problem of an $n$-population competition model with age hierarchy structure is discussed. First and foremost, the first thing is that by using the fixed point theorem of contraction mapping and some important comparison theorems, the existence, uniqueness, and non-negative boundedness of the system solution, which is the well-posedness of the solution, are studied. Subsequently, the second thing is that the existence of the optimal solution of the control problem is proved by using some constructed extremum sequences, the relevant compactness theorem and Mazur theorem. Third but not least, the last thing is that by constructing an appropriate system of conjugate equations, utilizing the concept of the cone and applying the corresponding continuity theorem, the first-order necessary conditions of the optimal harvest problem are obtained. And these proofs of these lemmas, theorems, and conditions can provide a certain degree of theoretical basis for the study of many multiple population system models.
  • CHEN Zhijuan, JI Heping, MA Changfeng, ZHANG Shunming
    Journal of Systems Science and Mathematical Sciences. 2024, 44(11): 3257-3280. https://doi.org/10.12341/jssms22794
    Abstract & Html ( ) Download PDF ( )   Knowledge map   Save
    This paper uses the textual vectorization method to digitize the text of earnings conference call of Chinese listed firms, and then analyzes whether managers choose the tone strategically and how investors respond to it. It is the first time that the management tone is refined into market, industry and corporate component. We find that managers strategically arrange their tones for their own interests at earnings conference call; and the net positive market tone moves the stock price up in the long window of the event. Furthermore, investors can gain from analyzing the corporate tone of firms with high investor attention during normal market and industry situations. This paper shows that the text messages disclosure on earnings conference call can provide a valuable information, and also provides a new perspective for management tone analysis. In addition, under the highly dependence of semantics on context within Chinese cultural background, this paper provides new empirical evidence for such hot issues as investors' information acquisition and comprehension.
  • KUANG Xiong, ZHENG Yuanguo
    Journal of Systems Science and Mathematical Sciences. 2024, 44(11): 3281-3297. https://doi.org/10.12341/jssms240115
    Abstract & Html ( ) Download PDF ( )   Knowledge map   Save
    The re-loans for supporting agriculture policy, a long-term structural monetary measure adopted by the central bank, aims to address the financing challenges in China's agriculture, rural areas, and farmers' economy. This policy has significant implications for the overall economy. To analyze the effects of this policy, this study constructs a Chinese financial social accounting matrix (SAM) and develops a Chinese financial computable general equilibrium (CGE) model based on this FSAM. Through the simulation, the study assesses how the re-loans for supporting agriculture policy impacts China's agriculture, rural areas, farmers, and other economic indicators. The results suggest that this policy contributes to economic growth, employment, and income increase for rural residents, easing the financing difficulties faced by agriculture, rural areas, and farmers. However, attention should be paid to potential inflation risks, necessitating additional supporting policies for further macroeconomic adjustments.
  • WU Xianbo, HUI Xiaofeng, TANG Xiaoli
    Journal of Systems Science and Mathematical Sciences. 2024, 44(11): 3298-3322. https://doi.org/10.12341/jssms22677
    Abstract & Html ( ) Download PDF ( )   Knowledge map   Save
    This paper divides China's financial system into two major parts, namely the financial markets and financial institutions, and based on previous research and the actual situation of financial operation, subdivides the markets and institutions, obtaining a total of 16 elements of the financial system. In specific empirical research, the paper takes complex networks as the research perspective, using a data-driven method which does not rely on specific models and parameter settings and could be applied in both linear and nonlinear environments, mutual information method, to calculate the dependence relationship between various elements of the financial system, and construct a dependence network; Using the sliding window method to examine the dynamic evolution of the dependence relationship between each element and other elements; Introducing the concept of Spatial Hierarchical Heterogeneity, combining the methods of geographic detectors and maximum spanning trees to characterize the hierarchical properties and core structure of the dependence relationships among elements; Finally, a robustness test is conducted on the above results to ensure the robustness and scientificity of the results obtained in this paper. The main findings of this paper are as follows: The dependence among elements in the financial system has a clear characteristic of hierarchical heterogeneity; The interdependence between the stock market and other elements is the closest and the centrality of the market is the strongest, banking financial institutions generally have strong node strength in the dependence network, which reflects the core position of the stock market and banking financial institutions in China's financial system; In addition, the dependence relationship between the elements of the financial system grows rapidly and fluctuate violently near the two stages of Chinese stock market turbulence in 2015 and the COVID-19.
  • TANG Changyi, WANG Lei
    Journal of Systems Science and Mathematical Sciences. 2024, 44(11): 3323-3334. https://doi.org/10.12341/jssms23837
    Abstract & Html ( ) Download PDF ( )   Knowledge map   Save
    In auditing practice, there are some underestimated issues, such as auditors and clients engaging in herd behavior, the impact of herd behavior on audit risk, and how to avoid audit risk. The authors have established an evolutionary game theory framework to address the audit detection risk problem. Subsequently, theoretical proofs and numerical analyses have been provided regarding a specific case. Faced with insufficient information and constantly changing auditing standards, stakeholders tend to exhibit more common and reasonable behavior, which is imitation or herd behavior. Conversely, imitation behavior further magnifies market volatility and audit risk. In other words, the evolutionary equilibrium manifests as a limit cycle, amplifying the fluctuation range of audit failure compared to the mixed equilibrium point in traditional games. Therefore, periodic adjustments to auditing standards can effectively mitigate audit risks.
  • JIANG Wejin, ZHOU Wei, WANG Haijuan, HAN Yuqing, CHEN Yilin, WU Yuting
    Journal of Systems Science and Mathematical Sciences. 2024, 44(11): 3335-3350. https://doi.org/10.12341/jssms23534
    Abstract & Html ( ) Download PDF ( )   Knowledge map   Save
    The main factor in ensuring the smooth execution of tasks in mobile swarm-aware networks is the choice of participants, but most of the existing work relies on third-party service platforms to complete the sensing tasks, thus ignoring the importance of participant privacy. In order to achieve the best quality of the completion of the perceptual task, this paper studies the participant selection strategy SWPS in the perceptual link, mainly focusing on the distance between the participant and the perceptual task, the inference of missing data, the protection of the privacy of the participant's location and the task budget, and the recruitment cost is controlled within a certain range while maximizing the task completion quality under the premise of protecting user privacy. Firstly, the position of the participant is encrypted by the order-preserving encryption algorithm and Merkle tree to ensure the personal privacy of the participant. Secondly, through the method of sparse perception, a small number of participants are recruited to achieve cost control, and the calculation of participant reputation value and the distance between the participant and the perceived task area is introduced into the trust value to determine the choice of participants. Finally, the data collected by the task participants is obtained, and the missing data is inferred by using the method of compressed sensing for the sparsity data. Through simulation experiments and related work comparison, SWPS has good performance in participant selection and privacy protection, which can ensure data quality and data accuracy, and protect participant privacy and security.
  • MENG Mengjun, WANG Yingming, SONG Huihui
    Journal of Systems Science and Mathematical Sciences. 2024, 44(11): 3351-3370. https://doi.org/10.12341/jssms23151
    Abstract & Html ( ) Download PDF ( )   Knowledge map   Save
    In order to solve the problems of group decision making, where incomplete trust relationship, the unknown weights of decision-makers, and a dual hierarchy linguistic term set is treated as evaluation information, a social network group decision making method is proposed in the present study based on the prospect theory with incomplete trust information in double hierarchy linguistic environment. Firstly, a novel trust propagation model is constructed to determine the incomplete trust network by characterizing the decision information and trust degree with a dual hierarchy linguistic term set. Secondly, based on the complete trust information, a decision-maker's weight determination method is developed by taking into consideration trust relationship and trust degree. Then, the decision-maker's attitude about risk is introduced into the social network group decision making model, with the options ranked according to the prospect theory. Finally, the feasibility and effectiveness of the method are validated in a case study against the reverse logistics service provider selected.
  • GONG Yanbing, XU Boxuan, LIU Gaofeng
    Journal of Systems Science and Mathematical Sciences. 2024, 44(11): 3371-3387. https://doi.org/10.12341/jssms23357
    Abstract & Html ( ) Download PDF ( )   Knowledge map   Save
    Cloud model similarity measurement plays an important role in uncertain classification, clustering and decision-making. Therefore, the quality of similarity measurement methods directly affects the application effect of cloud model. Based on the analysis of the shortcomings of existing cloud model similarity measurement methods, the fuzzy lattice closeness and shape similarity of cloud model are constructed, and a new cloud model comprehensive similarity measurement method based on normal OWA operator is proposed. Firstly, from the point of view of the hyper entropy expectation curve cluster of the cloud model, this method comprehensively considers the location and shape characteristics of the cloud model. The comparison between the simulation example and the existing similarity method shows that the method is scientific and reasonable. Secondly, aiming at the multi-attribute decision-making problem with completely unknown weight information and uncertain attribute index value, a linguistic multi-attribute decision-making method based on comprehensive similarity of cloud model is proposed. Finally, the feasibility and effectiveness of this method are illustrated by an example of new product development scheme selection in pharmaceutical enterprises.
  • WANG Haiyan, SHEN Chongjie
    Journal of Systems Science and Mathematical Sciences. 2024, 44(11): 3388-3403. https://doi.org/10.12341/jssms23678
    Abstract & Html ( ) Download PDF ( )   Knowledge map   Save
    The rise of the digital economy and e-commerce has made it possible for suppliers to invade the retail market through online channels. This paper respectively explores the conditions for supplier channel intrusion and the optimal decision-making of supply chain members in online single-channel and dual-channel supply chains under the scenario of whether to open online reviews. The research shows: 1) In a single-channel supply chain, when online reviews are positive and have a high level of effectiveness, opening online reviews can help increase demand and achieve a “triple win” for suppliers, retailers and consumers. 2) The improvement of direct sales satisfaction is not always beneficial to supplier intrusion. When online reviews are not enabled or the online reviews are negative after activation, the increase in direct sales satisfaction has a positive impact on supplier intrusion; When online reviews are positive and their effectiveness level is high, increased direct sales satisfaction will inhibit supplier intrusion. 3) In a dual-channel supply chain, the introduction of online reviews does not yield benefits for all channel participants, and retailers' profits are consistently adversely affected. However, when the effectiveness of online reviews reaches specific thresholds, their implementation can enhance supplier profitability and consumer welfare.
  • LI Chunhua, QU Guohua, SHI Jiazhe, WANG Di, FENG Zhen
    Journal of Systems Science and Mathematical Sciences. 2024, 44(11): 3404-3423. https://doi.org/10.12341/jssms23601
    Abstract & Html ( ) Download PDF ( )   Knowledge map   Save
    As global environmental pollution intensifies, it is crucial to achieve coordinated optimization of green supply chain. In order to respond to the national “dual carbon” policy and achieve green and sustainable development, this paper introduces big data service providers and builds a three-level green supply chain model consisting of a single manufacturer, retailer and big data service provider. Based on the cost-sharing contract strategy, this paper innovatively discusses whether the introduction of big data service providers can achieve coordinated optimization of green supply chain profits, and how to achieve coordinated optimization. At the same time, Stackelberg game is used for inverse solution. The results show that, first, enhancing consumer awareness of environmental protection and green and low-carbon consumption has a positive effect on the coordinated optimization of green supply chain; Second, under the cost-sharing contract strategy, big data service providers are introduced into green supply chains, which helps to make the profit of the green supply chain reach Pareto optimization and realize the coordination and optimization of the supply chain. Third, the big data technology R&D profit of big data service providers and the sensitivity coefficient of market demand for green products show a stage relationship between rising period and easing period, in which the profit of big data service providers is positively correlated with the sensitivity coefficient of market demand for green products during the rising period, and the two are negatively correlated during the easing period. This paper introduces the big data service provider into the green supply chain and explores the coordination strategy of the green supply chain based on the cost-sharing strategy, which has practical significance for accelerating the development process of the green supply chain and reducing the environmental pollution degree of the manufacturing industry.
  • GUI Yunmiao, LI Zhiyuan, GONG Bengang
    Journal of Systems Science and Mathematical Sciences. 2024, 44(11): 3424-3434. https://doi.org/10.12341/jssms23118
    Abstract & Html ( ) Download PDF ( )   Knowledge map   Save
    Platform upgrading has become an important way for the logistics information platform to enhance its competitive advantage. In this paper, considering the platform quality and cross network externalities of logistics information platform users on the basis of utility, the authors establish item single rollover and dual rollover two platform upgrade strategy of logistics information platform pricing decision game model, analyze the bilateral pricing and unilateral pricing two pricing models of platform upgrading and platform profit impact. Through the research, it is found that the dual rollover strategy is better than the single rollover strategy, and the bilateral pricing model is better than the unilateral pricing mode under different upgrading strategies, that is, the logistics information platform adopts the dual rollover strategy and bilateral pricing mode as the best upgrading strategy and pricing mode. Under both upgrading strategies, the increased cross-network externality accelerates the profit gap between the bilateral and unilateral pricing models. Ultimately, this will cause logistics information platforms to move to a bilateral pricing model. In the bilateral pricing mode, with the increase of the quality of the new logistics information platform and the increase of the externality of the bilateral crossover network, the optimal profit of the platform will increase accordingly.
  • WU Jiujing, GUO Wenwen
    Journal of Systems Science and Mathematical Sciences. 2024, 44(11): 3435-3454. https://doi.org/10.12341/jssms23638
    Abstract & Html ( ) Download PDF ( )   Knowledge map   Save
    Due to “the curse of dimensionality”, both parametric and non-parametric high-dimensional tests are exposed to the issue of low power. Currently, there are two approaches to enhance the power of high-dimensional tests: 1) Add an indicative function to the test statistic, and use the marginal information to promote the power of high-dimensional tests, called as power enhancement. 2) Apply the sample splitting technique for dimensionality reduction of variables to improve the power of high-dimensional tests, named dimensionality reduction method. Based on these two ideas, this paper proposes the hypothesis tests via power enhancement and dimensionality reduction for high-dimensional means, regression coefficients and independence respectively. Numerical results demonstrate that the power enhancement method can obtain high power under both sparse and dense hypotheses. But the test level depends on the selection of the original test statistic and the threshold parameter. The dimensionality reduction method can control the significance level pretty well without considering the threshold parameter selection. Under the sparse hypothesis, the dimensionality reduction method possesses high power, but it performs lower than the power enhancement under the dense hypothesis.
  • LIU Suhang, WANG Huiyuan, LI Xinmin
    Journal of Systems Science and Mathematical Sciences. 2024, 44(11): 3455-3465. https://doi.org/10.12341/jssms23585
    Abstract & Html ( ) Download PDF ( )   Knowledge map   Save
    Meta-analysis is a statistical method that systematically integrates, analyzes and synthesizes the results of multiple independent studies to reach more accurate and comprehensive conclusions. To solve model uncertainty in the prediction for meta-analysis, an optimal model averaging prediction method is proposed based on Mallows criterion, and the optimality of Mallows model averaging(MMA) estimator under square loss is discussed. Finally, simulation studies are conducted to evaluate and compare the performance of MMA, Jackknife model average(JMA), S-AIC and S-BIC model average estimation under information criteria, and all methods are applied to analyze the data set of BCG vaccine for illustration. The results show that the MMA estimation is superior to other model average estimations in prediction regardless of whether the variance and sample size are large or small.
  • YU Qin, GUO Yongfeng, CHEN Haoyu
    Journal of Systems Science and Mathematical Sciences. 2024, 44(11): 3466-3476. https://doi.org/10.12341/jssms23763
    Abstract & Html ( ) Download PDF ( )   Knowledge map   Save
    In this paper, the dynamic characteristics of a tumor growth model with time delay driven by Gaussian noise and Lévy noise were studied. Firstly, the deterministic equation of a tumor growth model and the delayed tumor growth model with noise interference were introduced. Then, the Lévy noise sequence was simulated by the Janicki-Weron algorithm, and the stationary probability density curve of the system was simulated by the fourth-order random Runge-Kutta algorithm. Finally, the effects of time delay and two different types of noise on the system were analyzed respectively. The results showed that both kinds of noise could promote the state transformation of the system, and have opposite effects. The increase of time delay and Gaussian white noise intensity was conducive to the recovery of the system, while the increase of Lévy noise intensity, stability index and skew parameter would induce the system to produce lesions.