CORBA~( ):一个具有自卫智能体的扩展CORBA

将自卫机制加入OOP成为AOP以提高CORBA中软件的强健性和防卫能力,在CORBA这个异构环境中,一个对象申请服务之后就需等待,如果应答迟迟不到则有可能永远等待下去,为避免这种现象的产生和蔓延,在客户和服务方的行为中加入超时机制(timeout mecha-nism)并采用利己或利他策略,使得对象可独立地根据当前环境和时间决定下一步骤,将这种在协作者失败的情况下仍能生存的对象称为自卫智能体,加入白卫智能体的CORBA称为CORBA~( ),由于智能体可在任何条件下生存,CORBA~( )可为用户提供可靠的服务,也就能实现CORBA~( )中软件构成的强健性。     

不确定市场条件下的稳健最优投资组合

本文假设风险资产和无风险资产收益的相关参数属于某个已知的凸多面体,分别讨论了在市场不存在无风险资产和存在无风险资产的情况下稳健最优投资组合问题,给出了问题的解析解,从而推广了Markowitz均值-方差模型的结果.     

Asymptotic analysis of the effect of arrival model uncertainties in some optimal routing problems

We study the effect of arrival model uncertainties on the optimal routing in a system of parallel queues. For exponential service time distributions and Bernoulli routing, the optimal mean system delay generally depends on the interarrival time distribution. Any error in modeling the arriving process will cause a model-based optimal routing algorithm to produce a mean system delay higher than the true optimum. In this paper, we present an asymptotic analysis of the behavior of this error under heavy traffic conditions for a general renewal arrival process. An asymptotic analysis of the error in optimal mean delay due to uncertainties in the service time distribution for Poisson arrivals was reported in Ref. 6, where it was shown that, when the first moment of the service time distribution is known, this error in performance vanishes asymptotically as the traffic load approaches the system capacity. In contrast, this paper establishes the somewhat surprising result that, when only the first moment of the arrival distribution is known, the error in optimal mean delay due to uncertainties in the arrival model is unbounded as the traffic approaches the system capacity. However, when both first and second moments are known, the error vanishes asymptotically. Numerical examples corroborating the theoretical results are also presented.This work was supported by the National Science Foundation under Grants ECS-88-01912 and EID-92-12122 and by NASA under Contract NAG 2-595.The authors wish to thank an anonymous referee for pointing out Ref. 20, thus avoiding the need for an explicit proof of convexity of the cost function considered in the paper.     

Robust Adaptive Identification of Fuzzy Systems with Uncertain Data

This study presents a method of adaptive identification of parameters describing Sugeno fuzzy inference system in presence of bounded disturbances while maintaining the readability and interpretability of the fuzzy model during and after identification. This method do not require any a priori knowledge of a bound on the disturbance and noise and of a bound on the unknown parameters values. The method can be used for the robust and adaptive identification of slowly time varying nonlinear systems using fuzzy inference systems. The suggested method was used to build a fuzzy expert system that approximates the functional relationship between physical fitness and some of the measurable physiological parameters by their real measurements and opinion (human-experiences) of a medical expert.     

计及位置不确定的喷雾机喷杆系统仿形姿态渐近跟踪控制北大核心CSCD

针对喷雾机喷杆仿形系统中同时存在负载变化、未建模不确定项、物理参数摄动以及外部干扰等问题,提出了一种基于小波网络逼近的具有自适应性和鲁棒性的反步控制方法.首先,将含有不确定、未知和非线性项的喷杆仿形系统建立为完整的数学模型,将其等价转化为具有严格反馈的状态空间形式;其次,采用设计的小波基元去构造神经网络,在满足最优误差有界条件下逼近反步法中虚拟等效控制部分,选取自适应更新律估计系统中存在的未知参数,引入鲁棒补偿项减小复合干扰对系统的不利影响,降低了输入指令信号的阶次要求;最后,通过构造合适的Lyapunov函数,应用稳定性理论证明了闭环系统位置跟踪误差渐近收敛到原点.仿真结果表明,所提控制方法可实现喷雾机喷杆位置姿态快速升降机动调整,有效地增强了喷杆系统的鲁棒稳定性和控制精度.     

Distributionally robust modeling of optimal control

The aim of this paper is to formulate several questions related to distributionally robust Stochastic Optimal Control modeling. As an example the distributionally robust counterpart of the classical inventory model is discussed in details. Finite and infinite horizon stationary settings are considered.     

Efficiency of connected binary block designs when a single observation is unavailable

In this paper the problem of finding the design efficiency is considered when a single observation is unavailable in a connected binary block design. The explicit expression of efficiency is found for the resulting design when the original design is a balanced incomplete block design or a group divisible, singular or semiregular or regular with ₁>0, design. The efficiency does not depend on the position of the unavailable observation. For a regular group divisible design with ₁>0, the efficiency depends on the position of the unavailable observation. The bounds, both lower and upper, on the efficiency are given in this situation. The efficiencies of designs resulting from a balanced incomplete block design and a group divisible design are in fact high when a single observation is unavailable.The work of the first author is sponsored by the Air Force Office of Scientific Research under Grant AFOSR-90-0092.On leave from Indian Statistical Institute, Calcutta, India. The work of the third author was supported by a grant from the CMDS, Indian Institute of Management, Calcutta.     

Bayesian robustness under a skew-normal class of prior distribution

We develop a global sensitivity analysis to measure the robustness of the Bayesian estimators with respect to a class of prior distributions. This class arises when we consider multiplicative contamination of a base prior distribution. A similar structure was presented by van der Linde [12]. Some particular specifications for this multiplicative contamination class coincide with well known families of skewed distributions. In this paper, we explore the skew-normal multiplicative contamination class for the prior distribution of the location parameter of a normal model. Results of a Bayesian conjugation and expressions for some measures of distance between posterior means and posterior variance are obtained. We also elaborate on the behavior of the posterior means and of the posterior variances through a simulation study.     

Robustness in deterministic multi-objective linear programming with respect to the relative interior and angle deviation

This paper deals with the robustness issue in deterministic multi-objective linear programming from two new standpoints. It is shown that a robustness notion recently reported in the literature is equivalent to strict efficiency. Corresponding to an efficient solution, a new quantity, robustness order (RO) is defined with respect to the interiority order of the cost matrix in the binding cone. A linear programming problem is provided to calculate the RO of a given efficient solution. The second part of the paper is devoted to investigating the robustness with respect to the eligible angle deviation of the cost matrix in the binding cone. Theoretical results are given to obtain the maximum eligible angle deviation. Finally, the relationship between two above-mentioned robustness standpoints is established. To have a better geometrical view, we prove the results for single-objective LP problems at first, and then we extend them to the multi-objective case. In addition to the theoretical results, some clarifying examples are given.     

A high‐order element based adaptive mesh refinement strategy for three‐dimensional unstructured grid

Adaptive mesh refinement (AMR) shows attractive properties in automatically refining the flow region of interest, and with AMR, better prediction can be obtained with much less labor work and cost compared to manually remeshing or the global mesh refinement. Cartesian AMR is well established; however, AMR on hybrid unstructured mesh, which is heavily used in the high‐Reynolds number flow simulation, is less matured and existing methods may result in degraded mesh quality, which mostly happens in the boundary layer or near the sharp geometric features. User intervention or additional constraints, such as freezing all boundary layer elements or refining the whole boundary layer, are required to assist the refinement process. In this work, a novel AMR strategy is developed to handle existing difficulties. In the new method, high‐order unstructured elements are first generated based on the baseline mesh; then the refinement is conducted in the parametric space; at last, the mesh suitable for the solver is output. Generating refined elements in the parametric space with high‐order elements is the key of this method and this helps to guarantee both the accuracy and robustness. With the current method, 3‐dimensional hybrid unstructured mesh of huge size and complex geometry can be automatically refined, without user intervention nor additional constraints. With test cases including the 2‐dimensional airfoil and 3‐dimensional full aircraft, the current AMR method proves to be accurate, simple, and robust.