MAXIMUM PRINCIPLE FOR OPTIMAL CONTROLPROBLEM OF FULLY COUPLEDFORWARD-BACKWARD STOCHASTIC SYSTEMS

1.IntroductionLet(fi,F,P)beaprobabilityspaceand{Bt}tZobead-dimensionalBrownianmotioninthisspace.Let{R}tZobethenaturalfiltrationofthisBrownianmotion.Weconsiderthefollowingfullycoupledforward-backwardstochasticsystems:where(x,y,z)takesvaluesinR"xacxRTnxd.LetUbeanonemptyconvexsubsetofR',Anelementofadiscalledanadmissiblecontrol.Wecandefinethefollowingcostfunction:TheoptimalcontrolproblemistominimizethecostfunctionJ(v(.))overadmissiblecontrols.Anadmissiblecontrolu(.)iscalledanoptimalcontrol…     

Estimation procedures for structural time series models

A univariate structural time series model based on the traditional decomposition into trend, seasonal and irregular components is defined. A number of methods of computing maximum likelihood estimators are then considered. These include direct maximization of various time domain likelihood function. The asymptotic properties of the estimators are given and a comparison between the various methods in terms of computational efficiency and accuracy is made. The methods are then extended to models with explanatory variables.     

基于时间Petri网的渗透测试攻击模型研究

针对攻击模型会因为描述的攻击参数不完备,导致实际应用价值降低的问题,提出一种以漏洞为基本粒度,基于时间Petri网的渗透测试攻击模型及构建方法. 该方法对已知漏洞列表构建单漏洞利用模型,通过整合形成渗透测试攻击模型,并提供快速和稳定的漏洞利用方案选择算法,获得相应攻击方案,以及完成一次渗透攻击所需最短时间. 实验结果表明,该模型及算法可以有效地描述攻击时间和攻击稳定性,可实际应用于渗透测试.      

信息物理融合系统可信软件形式化建模与分析

从多Agent系统的角度,以Petri网和π演算为语义基础,建立了一种信息物理融合系统（cyber-physical systems,CPS）可信软件形式化模型（high-confidence software formal model,HCSFM）. HCSFM以Petri网形象地描述CPS可信软件静态结构模型及动态行为,用Petri网分析方法和支持工具对模型进行分析和验证; 利用π演算刻画CPS可信软件中Agent的加入、退出、更新和体系结构重配置等动态演化机制,并研究Agent的演化策略及演化后CPS的一致性,确保动态演化后CPS软件能正常交互,从而为CPS软件设计提供可信保障. 通过HCSFM在无人驾驶车辆编队CPS中的应用,表明HCSFM可以有效地对CPS可信软件进行建模和分析.     

含本征二级活变迁的Petri网剖析

对含有二级活而非三级活（ 即本征二级活） 变迁的Ｐｅｔｒｉ 网结构进行了深入的分析，并对含本征二级活子网的可重复网的结构进行了讨论。     

基于时间Petri网的Artifact有效性的验证

在面向Artifact的业务流程管理系统中,业务核心数据实体Artifact具有动态时变性。Artifact状态是否正常关系到流程的运转成功与否,因此,验证Artifact的有效性是一个关键问题。针对该问题本文基于时间Petri网理论对Artifact的相关流程进行分析并获得其业务要求树,然后根据流程记录数据库中Artifact的快照构建出相应快照树,最后通过比较业务要求树和快照树而得以验证Artifact是否有效。     

Simulation Modeling by Fuzzy Nets

Fuzzy technology is a newly developed discipline based on fuzzy mathematics. In the recent years, it has been successfully applied into many areas, such as process control, diagnosis,evaluation, decision making and scheduling, especially in simulation where accurate mathematical models can not or very hard be established. In this paper, to meet the demands of fuzzy simulation, two fuzzy nets will first be presented, which are quite suitable for modeling the parallel or concurrent systems with fuzzy behavior. Then, a concept of active simulation will be introduced, in which the simulation model not only can show its fuzzy behavior, but also has a certain ability which can actively perform many very useful actions, such as automatic warning, realtime monitoring, simulation re-sult checking, simulation model self-adapting, error recovery, simulating path tracing, system states inspecting and exception handling, by a unified approach while some specified events occur. The simulation model described by this     

分布式数据库并发控制的一个理论模型

本文引进带时间的Petri网,给出分布式数据库中并发控制中的时间标记算法(time stemp)的Petri网形式描述,并利用带时间的Petri网理论分析和验证时间标记法的有关性质。     

关节化虚拟人手臂动作的建模及其仿真实现

关节化虚拟人在执行维修作业过程中，不可避免的需要用手臂去操控各种操作对象，为此提出了一种基于Petri网的关节化虚拟人手臂动作模型。模型首先利用逆向运动学方法计算出在目标位姿下的关节链上各关节的角度，进而利用关节插值方法，以仿真循环迭代的方式实现对手臂关节链上各个关节的运动控制。仿真和实验结果验证了所提方法的可行性与实用性。