The development,validation and implementation of knowledge-based systems

It is now ten years since Operational Research, and other groups that support management decision making, seized upon Knowledge-based Systems (KBS) as an alternative set of techniques and methods for building systems that support, augment or automate decision making. Success, as with most information technologies, has been mixed. This paper briefly reviews where KBS have been successful, and what benefits have been derived. It notes that interest in KBS has been rekindled by the present interest in business process re-engineering. Given the mature state of development tools, most KBS developers are now focusing on methodological and life-cycle issues. The paper reviews progress in understanding and using development methodologies, validation methods (now generally considered as crucial to technical success) and implementation. Some ideas about where KBS ‘fits in’ to the array of tools, techniques and methodologies available to the modern analyst and system developer are presented.     

Kindergarten teachers’ accounts of their developing mathematical practice

This study explores kindergarten teachers?? accounts of their developing mathematical practice in the context of their participation in a developmental research project. Observations and interviews were analysed to elaborate the accounts as regards orchestrating mathematical activities in the kindergarten. A co-learning agreement was established as collaboration between the kindergarten teachers and researchers. The study reveals that the kindergarten teachers argue that they have been empowered in developing an inquiry stance towards mathematics and mathematical activities. Taking an inquiry stance, they claim, has increased their awareness of the mathematics involved in activities, and enabled them to be more explicit when communicating mathematical ideas to children. An adjusted didactic triangle within the kindergarten setting is proposed based on these results.     

A normative framework for agent-based systems

One of the key issues in the computational representation of open societies relates to the introduction of norms that help to cope with the heterogeneity, the autonomy and the diversity of interests among their members. Research regarding this issue presents two omissions. One is the lack of a canonical model of norms that facilitates their implementation, and that allows us to describe the processes of reasoning about norms. The other refers to considering, in the model of normative multi-agent systems, the perspective of individual agents and what they might need to effectively reason about the society in which they participate. Both are the concerns of this paper, and the main objective is to present a formal normative framework for agent-based systems that facilitates their implementation. F. López y López is researcher of the Computer Science Faculty at the Benemérita Universidad Autónoma de Puebla in México, from where she got her first degree. She also gained a MSc in Computation from the Universidad Nacional Autónoma de México and a PhD in Computer Science from the University of Southampton in the United Kingdom. She is leading several theoretical and practical projects that use multi-agent systems as the main paradigm. Her research has been focused on Autonomous Normative Agents and Normative Multi-Agent Systems and she has published over 20 articles in these and related topics. M. Luck is Professor of Computer Science in the Intelligence, Agents, Multimedia Group of the School of Electronics and Computer Science at the University of Southampton, where he carries out research into the theory and practice of agent technology. He has published over 150 articles in these and related areas, both alone and in collaboration with others, and has published eight books. He is a member of the Executive Committee of AgentLink III, the European Network of Excellence for Agent-Based Computing. He is a co-founder of the European Multi-Agent Systems workshop series, is co-founder and Chair of the steering committee of the UK Multi-Agent Systems Workshops (UKMAS), and was a member of the Management Board of Agentcities.NET. Professor Luck is also a steering committee member for the Central and Eastern European Conference on Multi-Agent Systems. He is series editor for Artech House’s Agent Oriented Systems series, and an editorial board member of the Journal of Autonomous Agents and Multi-Agent Systems, the International Journal of Agent-Oriented Software Engineering, and ACM Transactions on Autonomous and Adaptive Systems. M. d’Inverno gained a BA in Mathematics and an MSc in Computation both from Oxford University. He also was awarded a PhD from University College London. He joined the University of Westminster in 1992 as a Lecturer, became a senior lecturer in 1998, a reader in 1999 and was appointed professor of computer science in 2001. He is interested in formal, principled approaches to modelling both natural and artificial systems in a computational setting. The main strand to this research, focuses on the application of formal methods in providing models of intelligent agent and multi-agent systems. His approach has sought to take a structured approach to the development of practical agent systems from theoretical models. He has published over 70 articles in these areas and has published four books and edited collections.     

Contextualism,art, and rigidity: Levinson,Currie and Davies

The topic of this paper is the role played by context in art. In this regard I examine three theories linked to the names of J. Levinson, G. Currie and D. Davies. Levinson’s arguments undermine the structural theory. He finds it objectionable because it makes the individuation of artworks independent of their histories. Secondly, such a consequence is unacceptable because it fails to recognise that works are created rather than discovered. But, if certain general features of provenance are always work-constitutive, as it seems that Levinson is willing to claim, these features must always be essential properties of works. On the other hand, consideration of our modal practice suggests that whether a given general feature of provenance is essential or non-essential depends upon the particular work in question or is “work relative”. D. Davies builds his performance theory on the basis of the critical evaluation of Currie’s action-type hypotheses (ATH). Performances, says Davies, are not to be identified with “basic actions” to which their times belong essentially, but with “doings” that permit of the sorts of variation in modal properties required by the work-relativity of modality. He is also a fierce critic of the contextualist account. Contextualism is in his view unable to reflect the fact that aspects of provenance bear upon our modal judgements with variable force.In the second part of the paper I consider Davies’s “modality principle”. Davies is inclined to defend the claim that labels used for designation of works are rigid designators. Such a view offers a ground for discussion about the historicity of art. What has been meant when people claim that art is an historical concept? I argue that any historical theory implies a two-dimensional notion of “art”. At the end of the paper I suggest that Davies should embrace the theory of contingent identity and not the colocationist view about the relationship that exists between a particular artwork and its physical bearer.     

Soft OR and management practice: a study of the adoption and use of Soft Systems Methodology

The adoption and use of Soft Systems Methodology (SSM) within management practice is the central focus of the reported research study. The paper concentrates upon the extent to which SSM has been adopted and integrated into the management practice of 349 members of the Systems Study Group (SSG) of the Queensland Department of Primary Industries (QDPI). The study builds upon and complements previous work that surveyed the use of Soft Systems Methodology in the United Kingdom. Although the results of the study are consistent with the previous research, the level of adoption is found to be much higher than anticipated and the form of adoption differs considerably from the UK study. Users are found to fall into two main groups; those that use the core elements of SSM and those that do not. However, both groups report successful use of the approach but yet again the attribution of success falls into two main categories, namely sense making and change management. It is concluded that a positive impact of SSM upon management practice can be demonstrated but that the nature of the impact remains unclear.     

Prediction of IBNR claim counts by modelling the distribution of report lags

Property/liability insurance companies write insurance to cover many possible events for many different kinds of insured groups. Examples are: (1) workers insured against work related injuries; (2) doctors (and other professionals) insured against malpractice; (3) automobile owners insured against fire, theft and liability for injury; (4) homeowners insured against a multitude of hazards, etcetera. The company must, among other things, have a good idea of how many claims have yet to be reported on accidents which have already happened, and this must be done for each different kind of insured group. A claim which has been incurred (i.e., the accident has already happened) but not yet reported to the insurance company is called an IBNR claim. In this paper, we discuss some methods of predicting the number of IBNR claims. These methods center on the principle of maximum likelihood prediction, and are based upon suitable assumptions about the nature of accident frequency and the delay (lag) between the accident and the report. A later paper will include simulations, examples with real data, and asymptotic results. A special feature of the present paper is that grouping of the data as it arises in insurance data collection is fully taken into account. An example illustrating the basic ideas is presented at the end of the paper.     

Development of a Community of Science Teachers: Participation in a Collaborative Action Research Project

This article presents a study exploring the beliefs, knowledge, and practices of four middle and secondary science teachers participating in a collaborative curriculum action research project. Using a case study methodology, the views and practices of these teachers were described and analyzed as they investigated novel ideas about scientific inquiry and nature of science, critically examined their practice, and implemented and reflected upon modified curricular practices. Findings indicated that by the end of the study, all participants had enhanced their views of scientific inquiry and nature of science, and the collaborative group evolved as a community of teachers. Wenger's (1998a) community of practice theory provided a useful framework to describe and analyze the experiences of these science teachers. Implications for the professional development of science teachers and the compatibility between a community of practice and collaborative action research projects are presented.     

A revised theorization of the relationship between teachers’ conceptions of mathematics and its teaching

We assembled the ideas about mathematics and about its teaching which were expressed by mathematicians and mathematics educators into two pairs of ‘official’ (collective) conceptions: mathematics is either static or dynamic, and mathematics teaching is either closed or open. These polar conceptions produce a 4-pair relationship between the conceptions of mathematics and its teaching. The adherence to official conceptions was tapped by a questionnaire encompassing 176 Israeli high school mathematics teachers, aimed at examining the relationship between their conceptions of mathematics and its teaching. The majority of these teachers either hold a single conception in one of the domains or do not adhere to any conception, and a quarter of them hold either the static-closed or dynamic-open pairs of conceptions that prevail among teachers in other countries. Consequently, we define a conception of an entity as a comprehensive and homogenous set of ideas about a particular characteristic or feature of that entity. Reality is that teachers practice their profession without adhering to any official conception, and perhaps are (/to be?/) praised for their reluctance to blindly adopt the clear-cut rigid official conceptions of mathematics and its teaching while maintaining their individual and independent blends of ideas.     

System dynamics and microworlds for policymakers

In the past ten years, system dynamics has become more accessible to policymakers and to the academic community. The paper reviews four major developments in the subject that have brought about this change. There have been improvements in the symbols and software used to map and model system structure. New ideas have been adopted from behavioural decision theory which help to transfer policymakers' knowledge into computer models. There have been improvements in methods of simulation analysis that enable modelers and model users to gain better insight into dynamic behaviour. Greater emphasis has been placed on small transparent models, on games and on dialogue between ‘mental models’ and computer simulations. Together these developments allow modelers to create computer-based learning environments (or microworlds) for policymakers to ‘play-with’ their knowledge of business and social systems and to debate policy and strategy change. The paper concludes with some thoughts on future research.     

A review of the recent contribution of systems thinking to operational research and management science

The systems approach, or systems thinking, has been intimately connected with the development of OR and management science initially through the work of founders such as Churchman and Ackoff and latterly through innovations such as soft systems. In this paper we have undertaken a review of the contribution that systems thinking has been making more recently, especially to the practice of OR. Systems thinking is a discipline in its own right, with many theoretical and methodological developments, but it is also applicable to almost any problem area because of its generality, and so such a review must always be selective. We have looked at the literature from both a theoretical and an applications orientation. In the first part we consider the main systems theories and methodologies in terms of their recent developments and also their applications. This covers: the systems approach, complexity theory, cybernetics, system dynamics, soft OR and PSMs, critical systems and multimethodology. In the second part we review the main domains of application: strategy, information systems, organisations, production and operations, ecology and agriculture, and medicine and health. Our overall conclusion is that while systems may not be well established institutionally, in terms of academic departments, it is incredibly healthy in terms of the quantity and variety of its applications.     

Saddlepoint Approximations to Tail Probabilities and Quantiles of Inhomogeneous Discounted Compound Poisson Processes with Periodic Intensity Functions

This article provides saddlepoint approximations to tail probabilities and quantiles of the insurer discounted total claim amount, where the individual claim amounts are independent with a linear combination of exponential distributions and the number of claims is given by an inhomogeneous Poisson process with a periodic intensity function. It extends some previous results by Gatto (Methodol Comput Appl Probab 12:533?C551, 2010), which are given for tail probabilities only and for non-periodic intensities only. Both extensions proposed in this article are important in the actuarial practice, where phenomena generating claims are subject to seasonal variations and where the quantiles or the values-at-risk of the total claim amount are desired. Some numerical comparisons of the new methods with Monte Carlo simulation are shown. The methods proposed are numerically very accurate, computationally efficient and hence relevant for the actuarial practice.     

Uncertain volatility and the risk-free synthesis of derivatives

To price contingent claims in a multidimensional frictionless security market it is sufficient that the volatility of the security process is a known function of price and time. In this note we introduce optimal and risk-free strategies for intermediaries in such markets to meet their obligations when the volatility is unknown, and is only assumed to lie in some convex region depending on the prices of the underlying securities and time. Our approach is underpinned by the theory of totally non-linear parabolic partial differential equations (Krylov and Safanov, 1979; Wang, 1992) and the non-stochastic approach to Itô's formation first introduced by Föllmer (1981a,b).

In these more general conditions of unknown volatility, the optimal risk-free trading strategy will, necessarily, produce an unpredictable surplus over the minimum assets required at any time to meet the liabilities. This surplus, which could be released to the intermediary or to the client, is not required to meet the contingent claim. One sees that the effect of unknown volatility is the creation of a ‘with profits’ policy, where a premium is paid at the beginning, the contingent claim is collected at the terminal time, but that in addition an unpredictable surplus available as well.

The risk-free initial premium required to meet the contingent claim is given by the solution to the Dirichlet problem for a totally non-linear parabolic equation of the Pucci-Bellman type. The existence of a risk-free strategy starting with this minimum sum is dependent upon theorems ensuring the regularity of the solution and upon a non-probabilistic understanding of Itô's change of variable formulae.

To illustrate the ideas we give a very simple example of a one-dimensional barrier option where the maximum Black-Scholes price of the option over different fixed values for the volatility lying in an interval always underestimates the risk-free ‘price’ under the assumption that the volatility can vary within the same interval.

This paper puts together rather standard mathematical ideas. However, the author hopes that the overall result is more than the sum of its parts. The ability to hedge under conditions of uncertain volatility seems to be of considerable practical importance.

In addition it would be interesting if these ideas explained some features in the design of existing contracts.     

Total Systems Intervention (TSI): A Reconstitution

Total Systems Intervention (TSI) is a very new approach to ‘problem solving’, but has enjoyed a more extensive use than expected at this stage. Early accounts of it have now been explored in some depth in practice and through theoretical discussion. There have been many new insights generated. Conditions are now propitious for a thorough reworking of TSI as a practical tool, to bring it right up-to-date. This article provides a very brief review of uses of TSI, theoretical and practical reflections, plus an extensive overview of the TSI method as it is employed today. TSI's philosophy, principles and process are described and explained. Some ideas for further development are given.     

非线性非定常系统在经常作用干扰下的稳定性定理——李雅普诺夫间接法

研究在经常作用干扰下的稳定性是研究李雅普诺夫意义下稳定性的深入和发展,并且更有实际意义,因为干扰往往并不是一次的.关于经常作用干扰下的稳定性,马尔金提出了一个一般定理;但实用它必须找出满足一定条件的李雅普诺夫函数.这对于非线性非定常系统是很困难的.本文根据李雅普诺夫间接法的原理,将之推广应用到判别非线性非定常系统在经常作用干扰下的稳定性,证明了一个重要结论.     

Performance and learning in a simulation of oil industry dynamics

Experimental studies on decision making in dynamically complex simulated systems have shown that poor performance arises from decision makers’ failure to correctly interpret feedback information due to the confounding effects of stock accumulation, time delays between decisions and actions, and non-linearities between system elements.This experimental simulation study examines ways to improve performance through online information feedback that clarifies for subjects the task structure of their decisions including cause and effect. In order to test our ideas we devised an assignment for business school students using a microworld simulator representing the global oil industry. Subjects completed a set of six upstream investment tasks and their resulting financial performance was measured and recorded. The repeated measures factorial design included three different treatment groups, who received various task structure feedback during the first three trials only. A fourth control group received no task structure feedback at all.The results show that mean subject performance was significantly greater for the treatment groups during the first two trials, consistent with our view that task structure feedback is helpful. However, in later trials the performance of all groups, including the control group, eventually reached a similar plateau, some 30% below a behavioural benchmark. From these results conclusions are drawn about individual and team learning in complex dynamic systems.     

Commentary on “The articulation of symbol and mediation in mathematics education” by Moreno-Armella and Sriraman

In this paper the author critiques and comments on the global ideas presented by Moreno-Armella & Sriraman (2005) on the development of representational systems drawn from the prehistory and history of mathematics, their discussion of tools and technology as mediators of mathematical action and cognition and the claim that we regard present-day computational media as mediators and mathematics itself as constituting “symbolic technology”.     

The Changing Role of O.R.

The authors set out to consider the activities of their own O.R. group at British Airways in the light of Russ Ackoff's papers delivered at the 1978 ORS Conference, but the paper has developed into a discussion of Ackoff's ideas from the viewpoint of an in-house industrial O.R. group that has had considerable success in implementation and has thought a great deal about what it is trying to do. Particularly relevant is the emphasis placed by this O.R. group on highly interactive planning models and systems and on an evolutionary approach to development. Some attempt is made to put Ackoff's ideas into an historical perspective and his main points are discussed one by one. The authors are in sympathy with the direction Ackoff is pressing, but not with the gloom his paper has generated in some quarters.     

Fractal theory of Saturn’s ring

The true reason, in our opinion, for the partition of Saturn’s ring as well as the rings of other planets into a large number of small subrings is found. This reason is clarified by the Zelikin–Lokutsievskiy–Hildebrand theorem about the fractal structure of solutions to generic piecewise smooth Hamiltonian systems. The instability of the two-dimensional model of the ring with continuous surface density of the distribution of particles is proved both for the Newton and Boltzmann equations. We do not claim that we have solved the problem of stability of Saturn’s ring. We rather put questions and suggest some ideas and means for future research.