两类新的Nash平衡点的精选

本文从系统的观点出发,对n-人非合作对策的解点作了探讨,提出了两类新的Nash平衡点的精选,并证明了其存在性。这两种Nash平衡点分别称之为第一类Nash平衡点和第二类Nash平衡点。第一类Nash平衡点具有冒险性,第二类Nash平衡点具有保守性,二者都满足整体上的最优性。     

Higher‐order Markov chain models for categorical data sequences*

In this paper we study higher‐order Markov chain models for analyzing categorical data sequences. We propose an efficient estimation method for the model parameters. Data sequences such as DNA and sales demand are used to illustrate the predicting power of our proposed models. In particular, we apply the developed higher‐order Markov chain model to the server logs data. The objective here is to model the users' behavior in accessing information and to predict their behavior in the future. Our tests are based on a realistic web log and our model shows an improvement in prediction. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

BIT系统的三态马尔可夫模型分析

BIT技术是改善系统测试性和诊断能力的重要途径,但是较高的虚警率一直是阻碍BIT广泛应用的一个重要原因。研究过程中将系统状态划分为正常、间歇、故障三种状态,建立了马尔可夫模型,分析、对比了三态模型与两态模型的关系。理论分析结果表明:基于三态模型的BIT,在提高故障检测率的同时,还可以较大程度地降低虚警率。     

航天测控通信系统可靠性分析的Krylov子空间投影算法

基于Markov模型对航天测控通信系统进行可靠性分析的过程中,若系统中测控通信设备数量较多,模型中的状态空间随设备数量呈指数增长,将会导致数值计算困难.提出了一种基于Krylov子空间技术的可靠性分析方法,将大规模问题投影至小规模子空间中,求得问题的近似解.实验结果证明,Krylov子空间方法的计算速度及精度优于Ross方法和前向Euler法(forward Euler method,FEM).     

Computational analysis of MMAP[K]/PH[K]/1 queues with a mixed FCFS and LCFS service discipline

This paper studies a queueing system with a Markov arrival process with marked arrivals and PH‐distribution service times for each type of customer. Customers (regardless of their types) are served on a mixed first‐come‐first‐served (FCFS) and last‐come‐first‐served (LCFS) nonpreemptive basis. That is, when the queue length is N (a positive integer) or less, customers are served on an FCFS basis; otherwise, customers are served on an LCFS basis. The focus is on the stationary distribution of queue strings, busy periods, and waiting times of individual types of customers. A computational approach is developed for computing the stationary distribution of queue strings, the mean of busy period, and the means and variances of waiting times. The relationship between these performance measures and the threshold number N is analyzed in depth numerically. It is found that the variance of the virtual (actual) waiting time of an arbitrary customer can be reduced by increasing N. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 399–421, 2000     

基于Markov链的分布式仿真系统最佳检查点间隔研究

基于HLA的分布式仿真系统作为一类特殊的分布式系统,其容错一般基于回卷恢复实现,在回卷恢复中检查点间隔的不同会对系统性能产生很大的影响。分析了分布式仿真容错与一般分布式系统容错的异同,根据不同仿真进程对仿真结果的重要程度对其进行了分类,定义并利用Markov链分析了采用回卷恢复时分布式仿真系统的可用度,得到了系统最大可用度对应的检查点间隔的求解等式,通过一组试验数据验证了该最佳检查点间隔求解等式的正确性。     

基于马尔可夫过程的活动目标侦察雷达搜索效率模型研究

根据活动目标侦察雷达的特点和发现目标的环节,用马尔可夫过程对侦察系统的雷达搜索效率进行分析,得出计算模型,给出应用实例.对提高雷达的作战效能有一定意义.     

Transient analysis of Markov models of fault‐tolerant systems with deferred repair using split regenerative randomization

The (standard) randomization method is an attractive alternative for the transient analysis of continuous time Markov models. The main advantages of the method are numerical stability, well‐controlled computation error, and ability to specify the computation error in advance. However, the fact that the method can be computationally very expensive limits its applicability. In this paper, we develop a new method called split regenerative randomization, which, having the same good properties as standard randomization, can be significantly more efficient. The method covers reliability‐like models with a particular but quite general structure and requires the selection of a subset of states and a regenerative state satisfying some conditions. For a class of continuous time Markov models, model class C₂, including typical failure/repair reliability‐like models with exponential failure and repair time distributions and deferred repair, natural selections are available for both the subset of states and the regenerative state and, for those natural selections, theoretical results are available assessing the efficiency of the method in terms of “visible” model characteristics. Those results can be used to anticipate when the method can be expected to be competitive. We illustrate the application of the method using a large class C₂ model and show that for models in that class the method can indeed be significantly more efficient than previously available randomization‐based methods. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

差分跳频码性能检验研究

差分跳频是一种新的扩展频谱通信技术.在介绍差分跳频基本原理的基础上,将差分跳频的频率跳变过程建模成齐次马尔可夫链.分析了G函数的功能,重点讨论了差分跳频码性能的检验方法,包括不可约性、频隙滞留、均匀性和随机性检验,其中频隙滞留是首次提出应用于差分跳频码性能的检验.这些检验方法对于差分跳频G函数的设计具有一定的指导意义.     

Rebellion,Repression and Welfare

I develop a dynamic model of social conflict whereby manifest grievances of the poor generate the incentive of taking over political power violently. Rebellion can be an equilibrium outcome depending on the level of preexisting inequality between the poor and the ruling elite, the relative military capabilities of the two groups and the destructiveness of conflict. Once a technology of repression is introduced, widespread fear reduces the parameter space for which rebellion is an equilibrium outcome. However, I show that repression-driven peace comes at a cost as it produces a welfare loss to society.