Power efficiency and link reliability are of great impor- tance in hierarchical wireless sensor networks (HWSNs), espe- cially at the key level, which consists of sensor nodes located only one hop away from the sink...Power efficiency and link reliability are of great impor- tance in hierarchical wireless sensor networks (HWSNs), espe- cially at the key level, which consists of sensor nodes located only one hop away from the sink node called OHS. The power and admission control problem in HWSNs is comsidered to improve its power efficiency and link reliability. This problem is modeled as a non-cooperative game in which the active OHSs are con- sidered as players. By applying a double-pricing scheme in the definition of OHSs' utility function, a Nash Equilibrium solution with network properties is derived. Besides, a distributed algorithm is also proposed to show the dynamic processes to achieve Nash Equilibrium. Finally, the simulation results demonstrate the effec- tiveness of the proposed algorithm.展开更多
In this article, we give a description of measure-valued processes with interactive stochastic flows. It is a unified construction for superprocesses with dependent spatial motion constructed by Dawson, LI, Wang and s...In this article, we give a description of measure-valued processes with interactive stochastic flows. It is a unified construction for superprocesses with dependent spatial motion constructed by Dawson, LI, Wang and superprocesses of stochastic flows constructed by Ma and Xiang.展开更多
Based on the principle of “pre-disaster prevention outweighs rescue during disasters”, this study targets areas threatened by natural disasters, and develops an automatic algorithm based on the Prim algorithm to ser...Based on the principle of “pre-disaster prevention outweighs rescue during disasters”, this study targets areas threatened by natural disasters, and develops an automatic algorithm based on the Prim algorithm to serve as an automatic identification system. In the face of natural disasters that disable key facilities in the region and prevent settlements from contacting the outside world or outsiders from sending rescuers to the settlements, the proposed system helps to identify whether these regions will become isolated areas and conduct disaster mitigation and relief resource allocation before any natural disaster in order to reduce potential disaster losses. An automatic identification system, based on the threshold of channel blocking due to broken roads and bridges, determines through the decision tree model and relevant patterns whether such regions will become isolated areas by identifying areas based on the results of model analysis. The proposed system’s identification results are verified by actual case histories and comparisons;the results can be used to correctly identify isolated areas. Finally, Microsoft Visual Studio C # and Google Map are employed to apply the results and to produce an information mode for the determination and decision support of isolated areas affected by natural disasters.展开更多
Automated trust negotiation (ATN) is an approach to establishing mutual trust between strangers wishing to share resources or conduct business by gradually requesting and disclosing digitally signed credentials. In ...Automated trust negotiation (ATN) is an approach to establishing mutual trust between strangers wishing to share resources or conduct business by gradually requesting and disclosing digitally signed credentials. In ATN, there are conflicts between negotiation success and sensitive information protection, that is, these two needs cannot be given priority at the same time, which is a challenging problem to resolve. In this paper, a language independent ATN framework, which is dynamic, flexible and adaptive, is presented to address this problem, ensuring negotiation success without sensitive information leakage. This framework is independent of the policy language which is used. However, the language used should have the capability to specify all kinds of sensitive information appearing in credentials and policies, and support the separation of attribute disclosure from credential disclosure. Thus definitions of new language features, which can be incorporated into existing policy languages, are given, enabling the used language to support the capabilities mentioned above.展开更多
The existing research of process capability indices of multiple quality characteristics mainly focuses on nonconforming of process output, the concept development of tmivariate process capability indices, quality loss...The existing research of process capability indices of multiple quality characteristics mainly focuses on nonconforming of process output, the concept development of tmivariate process capability indices, quality loss function and various comprehensive evaluation methods. The multivariate complexity increases the computation difficulty of multivariate process capability indices(MPCI), which makes them hard to be used in practice. In this paper, a new PCA-based MPCI approach is proposed to assess the production capability of the processes that involve multiple product quality characteristics. This approach first transforms the original quality variables into standardized normal variables. MPCI measures are then provided based on the Taam index. Moreover, the statistical properties of these MPCIs, such as confidence intervals and lower confidence bound, are given to let the practitioners understand the capability indices as random variables instead of deterministic variables. A real manufacturing data set and a synthetic data set are used to demonstrate the effectiveness of the proposed method. An implementation procedure is also provided for quality engineers to apply our MPCI approach in their manufacturing processes. The case studies demonstrate the effectiveness and feasibility of this new kind of MPCI, which is easier to be used in production practice. The proposed research provides a novel approach of MPCI calculation.展开更多
We propose a novel dynamic asset allocation framework based on a family of mean-variance-induced utility functions that alleviate the non-monotonicity and time-inconsistency problems of mean-variance optimization.The ...We propose a novel dynamic asset allocation framework based on a family of mean-variance-induced utility functions that alleviate the non-monotonicity and time-inconsistency problems of mean-variance optimization.The utility functions are motivated by the equivalence between the mean-variance objective and a quadratic utility function.Crucially,our framework differs from mean-variance analysis in that we allow different treatment of upside and downside deviations from a target wealth level.This naturally leads to a different characterization of possible investment outcomes below and above a target wealth as risk and potential.Our proposed asset allocation framework retains two attractive features of mean-variance optimization:an intuitive explanation of the investment objective and an easily computed optimal strategy.We establish a semi-analytical solution for the optimal trading strategy in our framework and provide numerical examples to illustrate its behavior.Finally,we discuss applications of this framework to robo-advisors.展开更多
基金supported by the National Natural Science Foundation of China (7070102571071105)+2 种基金the Program for New Century Excellent Talents in Universities of China (NCET-08-0396)the National Science Fund for Distinguished Young Scholars of China (70925005)the Program for Changjiang Scholars and Innovative Research Team in University (IRT/028)
文摘Power efficiency and link reliability are of great impor- tance in hierarchical wireless sensor networks (HWSNs), espe- cially at the key level, which consists of sensor nodes located only one hop away from the sink node called OHS. The power and admission control problem in HWSNs is comsidered to improve its power efficiency and link reliability. This problem is modeled as a non-cooperative game in which the active OHSs are con- sidered as players. By applying a double-pricing scheme in the definition of OHSs' utility function, a Nash Equilibrium solution with network properties is derived. Besides, a distributed algorithm is also proposed to show the dynamic processes to achieve Nash Equilibrium. Finally, the simulation results demonstrate the effec- tiveness of the proposed algorithm.
基金Foundation item: Support by the Natural Science Foundation of Henan Province(2004601018)
文摘In this article, we give a description of measure-valued processes with interactive stochastic flows. It is a unified construction for superprocesses with dependent spatial motion constructed by Dawson, LI, Wang and superprocesses of stochastic flows constructed by Ma and Xiang.
文摘Based on the principle of “pre-disaster prevention outweighs rescue during disasters”, this study targets areas threatened by natural disasters, and develops an automatic algorithm based on the Prim algorithm to serve as an automatic identification system. In the face of natural disasters that disable key facilities in the region and prevent settlements from contacting the outside world or outsiders from sending rescuers to the settlements, the proposed system helps to identify whether these regions will become isolated areas and conduct disaster mitigation and relief resource allocation before any natural disaster in order to reduce potential disaster losses. An automatic identification system, based on the threshold of channel blocking due to broken roads and bridges, determines through the decision tree model and relevant patterns whether such regions will become isolated areas by identifying areas based on the results of model analysis. The proposed system’s identification results are verified by actual case histories and comparisons;the results can be used to correctly identify isolated areas. Finally, Microsoft Visual Studio C # and Google Map are employed to apply the results and to produce an information mode for the determination and decision support of isolated areas affected by natural disasters.
文摘Automated trust negotiation (ATN) is an approach to establishing mutual trust between strangers wishing to share resources or conduct business by gradually requesting and disclosing digitally signed credentials. In ATN, there are conflicts between negotiation success and sensitive information protection, that is, these two needs cannot be given priority at the same time, which is a challenging problem to resolve. In this paper, a language independent ATN framework, which is dynamic, flexible and adaptive, is presented to address this problem, ensuring negotiation success without sensitive information leakage. This framework is independent of the policy language which is used. However, the language used should have the capability to specify all kinds of sensitive information appearing in credentials and policies, and support the separation of attribute disclosure from credential disclosure. Thus definitions of new language features, which can be incorporated into existing policy languages, are given, enabling the used language to support the capabilities mentioned above.
基金supported by National Natural Science Foundation of China(Grant Nos.70802043,71225006 and 71002105)
文摘The existing research of process capability indices of multiple quality characteristics mainly focuses on nonconforming of process output, the concept development of tmivariate process capability indices, quality loss function and various comprehensive evaluation methods. The multivariate complexity increases the computation difficulty of multivariate process capability indices(MPCI), which makes them hard to be used in practice. In this paper, a new PCA-based MPCI approach is proposed to assess the production capability of the processes that involve multiple product quality characteristics. This approach first transforms the original quality variables into standardized normal variables. MPCI measures are then provided based on the Taam index. Moreover, the statistical properties of these MPCIs, such as confidence intervals and lower confidence bound, are given to let the practitioners understand the capability indices as random variables instead of deterministic variables. A real manufacturing data set and a synthetic data set are used to demonstrate the effectiveness of the proposed method. An implementation procedure is also provided for quality engineers to apply our MPCI approach in their manufacturing processes. The case studies demonstrate the effectiveness and feasibility of this new kind of MPCI, which is easier to be used in production practice. The proposed research provides a novel approach of MPCI calculation.
基金supported by the National Natural Science Foundation of China(Nos.71671106 and 72171138)by the Shanghai Institute of International Finance and Economics,and by the Program for Innovative Research Team of Shanghai University of Finance and Economics(No.2020110930)+1 种基金partially supported by the Research Grants Council of the Hong Kong Special Administrative Region,China(No.CityU 11200219)partially supported by the National Natural Science Foundation of China(No.72050410356).
文摘We propose a novel dynamic asset allocation framework based on a family of mean-variance-induced utility functions that alleviate the non-monotonicity and time-inconsistency problems of mean-variance optimization.The utility functions are motivated by the equivalence between the mean-variance objective and a quadratic utility function.Crucially,our framework differs from mean-variance analysis in that we allow different treatment of upside and downside deviations from a target wealth level.This naturally leads to a different characterization of possible investment outcomes below and above a target wealth as risk and potential.Our proposed asset allocation framework retains two attractive features of mean-variance optimization:an intuitive explanation of the investment objective and an easily computed optimal strategy.We establish a semi-analytical solution for the optimal trading strategy in our framework and provide numerical examples to illustrate its behavior.Finally,we discuss applications of this framework to robo-advisors.