Table of Content

    25 April 2017, Volume 30 Issue 2
    Backstepping Approach to the Adaptive Regulator Design for a One-Dimensional Wave Equation with General Input Harmonic Disturbance
    GUO Wei,SHAO Zhi-Chao
    2017, 30(2):  253-279.  DOI: 10.1007/s11424-016-5038-z
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    This paper considers the parameter estimation and stabilization of an unstable one-dimensional wave equation with matched general harmonic disturbance at the controlled end. The backstepping method for infinite-dimensional system is adopted in the design of the adaptive regulator. It is shown that the resulting closed-loop system is asymptotically stable. Meanwhile, the estimated parameter is shown to be convergent to the unknown parameter as time goes to infinity.

    Stochastic Maximum Principle for Optimal Control Problems of Forward-Backward Delay Systems Involving Impulse Controls
    WANG Shujun,WU Zhen
    2017, 30(2):  280-306.  DOI: 10.1007/s11424-016-5039-y
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    This paper is concerned with the optimal control problems of forward-backward delay systems involving impulse controls. The authors establish a stochastic maximum principle for this kind of systems. The most distinguishing features of the proposed problem are that the control variables consist of regular and impulsive controls, both with time delay, and that the domain of regular control is not necessarily convex. The authors obtain the necessary and sufficient conditions for optimal controls, which have potential applications in mathematical finance.

    Positive Observer Design for Positive Markovian Jump Systems with Partly Known Transition Rates
    WANG Jiyang,QI Wenhai,GAO Xianwen
    2017, 30(2):  307-315.  DOI: 10.1007/s11424-017-5053-8
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    The paper is concerned with positive observer design for positive Markovian jump systems with partly known transition rates. By applying a linear co-positive type Lyapunov-Krasovskii function, a sufficient condition is proposed to ensure the stochastic stability of the error positive system and the existence of the positive observer, which is computed in linear programming. Finally, an example is given to demonstrate the validity of the main results.

    Maximum Principle for Partially-Observed Optimal Control Problems of Stochastic Delay Systems
    WU Shuang,SHU Lan
    2017, 30(2):  316-328.  DOI: 10.1007/s11424-016-5078-4
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    This paper is concerned with partially-observed optimal control problems for stochastic delay systems. Combining Girsanov’s theorem with a standard variational technique, the authors obtain a maximum principle on the assumption that the system equation contains time delay and the control domain is convex. The related adjoint processes are characterized as solutions to anticipated backward stochastic differential equations in finite-dimensional spaces. Then, the proposed theoretical result is applied to study partially-observed linear-quadratic optimal control problem for stochastic delay system and an explicit observable control variable is given.

    On the Stability Analysis of Switched Nonlinear Systems with Time Varying Delay Under Arbitrary Switching
    KERMANI Marwen,SAKLY Anis
    2017, 30(2):  329-346.  DOI: 10.1007/s11424-017-5080-5
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    This paper addresses the stability problem for a class of switched nonlinear time varying delay systems modeled by delay differential equations. By transforming the system representation under the arrow form and using a new constructed Lyapunov function, the aggregation techniques, the Borne-Gentina practical stability criterion associated with the properties, new delay-independent stability conditions of the considered systems are established. Compared with the existing results in this area, the obtained result is explicit, simple to use and allows us to avoid the problem of searching a common Lyapunov function. Finally, an example is provided, with numerical simulations, to demonstrate the effectiveness of the proposed method.

    Bell State Preparation Based on Switching Between Quantum System Models
    ZHOU Juan,KUANG Sen,CONG Shuang
    2017, 30(2):  347-356.  DOI: 10.1007/s11424-016-5100-x
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    For the preparation of any target Bell state under continuous quantum measurement, this paper proposes a method which achieves the control objective by switching between two different models or by switching between two control channels under one model. Proper control Hamiltonians are selected for the two system models, a switching strategy between the two models is designed, and the stability of the whole switching system is proved in theory. For a given target Bell state, the effectiveness of the proposed switching control strategy between different models is illustrated through simulation experiments.

    Scenario-Based Stochastic Resource Allocation with Uncertain Probability Parameters
    FAN Guimei,HUANG Haijun
    2017, 30(2):  357-377.  DOI: 10.1007/s11424-017-6178-5
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    The stochastic resource allocation (SRA) problem is an extensive class of combinatorial optimization problems widely existing in complex systems such as communication networks and unmanned systems. In SRA, the ability of a resource to complete a task is described by certain probability, and the objective is to maximize the reward by appropriately assigning available resources to different tasks. This paper is aimed at an important branch of SRA, that is, stochastic SRA (SSRA) for which the probability for resources to complete tasks is also uncertain. Firstly, a general SSRA model with multiple independent uncertain parameters (GSSRA-MIUP) is built to formulate the problem. Then, a scenario-based reformulation which can address multi-source uncertainties is proposed to facilitate the problem-solving process. Secondly, in view of the superiority of the differential evolution algorithm in real-valued optimization, a discrete version of this algorithm was originally proposed and further combined with a specialized local search to create an efficient hybrid optimizer. The hybrid algorithm is compared with the discrete differential evolution algorithm, a pure random sampling method, as well as a restart local search method. Experimental results show that the proposed hybrid optimizer has obvious advantages in solving GSSRA-MIUP problems.

    Continuity of Solution Mappings for Parametric Generalized Set-Valued Weak Vector Equilibrium Problems
    PENG Zaiyun,ZHAO Yong,YANG Xinmin
    2017, 30(2):  378-391.  DOI: 10.1007/s11424-017-4251-8
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    This paper obtains some stability results for parametric generalized set-valued weak vector equilibrium problem. Under new assumptions, which do not contain any information about solution mappings, the authors establish the continuity of the solution mapping to a parametric generalized set-valued weak vector equilibrium problem without monotonicity. These results extend and improve some results in the literature. Some examples are given to illustrate the results.

    Delivery Efficiency and Supplier Performance Evaluation in China’s E-retailing Industry
    SHI Yong,YANG Zhuofan,YAN Hong,TIAN Xin
    2017, 30(2):  392-410.  DOI: 10.1007/s11424-017-5007-6
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    This paper focuses on overall and sub-process supply chain efficiency evaluation using a network slacks-based measure model and an undesirable directional distance model. Based on a case analysis of a leading Chinese B2C firm W, a two-stage supply chain structure covering procurementstock and inventory-sale management is constructed. The research shows overall supply chain inefficiency is attributable to procurement-stock conversion inefficiency. From a view of operations model, the third-party platform model is more efficient than a “shop in shop” self-operated model. However, the self-operated mode performs better in product categories such as computer & Office & digital, food & drink and healthy products due to these products’ delivery characteristics and consumers’ shopping habits. In the logistics selection, most e-retail players are inclined to choose the hybrid model of 3PL and self-operated logistics with the product category extension from vertical model to all-category model. These findings may help managers improve supplier-buyer relationship and strengthen supply chain management. This research offers a new explanation regarding the failure of e-retail supply chain.

    Optimal IPO Mechanism with Retail Investors and Two Asymmetric Institutional Investors
    LU Yunzhao,LIU Shulin
    2017, 30(2):  411-420.  DOI: 10.1007/s11424-016-5016-5
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    The authors construct an IPO selling mechanism with risk neutral retail investors, and two institutional investors that are better-informed and less-informed, respectively. In the mechanism, in addition to the main constraints such as the individual rationality (IR), the incentive compatibility (IC), and the feasibility constraint (FC), the authors consider two more typical constraints: There is a lower bound and no bound for allocation of the shares to two institutional investors. The authors derive the explicit expression of the optimal allocation of the shares to the investors. Under the lower bound constraint, the optimal mechanism will encourage the better-informed bidder to report sufficiently higher signal in order to get shares. If he gets allocation of shares, then the higher signal he reports, the more shares he will get, and the more the issuer’s expected maximum revenue will be.

    Intraday Volume Percentages Forecasting Using a Dynamic SVM-Based Approach
    LIU Xiaotao,LAI Kin Keung
    2017, 30(2):  421-433.  DOI: 10.1007/s11424-016-5020-9
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    This paper proposes a dynamic model to forecast intraday volume percentages by decomposing the trade volume into two parts: The average part as the intraday volume pattern and the residual term as the abnormal changes. An empirical test on data spanning half-a-year gold futures and S&P 500 futures reveals that a rolling average of the previous days’ volume percentages shows great predictive ability for the average part. An SVM approach with the input pattern consisting of two categories is employed to forecast the residual term. One is the previous days’ volume percentages in the same time interval and the other is the most recent volume percentages. The study shows that this dynamic SVM-based forecasting approach outperforms the other commonly used statistical methods and enhances the tracking performance of a VWAP strategy greatly.

    Liquidity Dynamics Around Intraday Price Jumps in Chinese Stock Market
    WAN Die,WEI Xianhua,YANG Xiaoguang
    2017, 30(2):  434-463.  DOI: 10.1007/s11424-016-5033-4
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    Using 4128 single jumps detected from high frequency data of 220 individual stocks in SZ300P index, this paper investigates the liquidity dynamics around price jumps in Chinese market. Some interesting empirical results are obtained and the corresponding explanations are given. The frequency of positive jumps is quite higher than that of negative jumps. The trading volumes and average trade sizes are all in a high level around positive jumps. The relatively low liquidities around negative jumps show that negative jumps may be generated and enlarged by poor liquidity provision. The price reversal after price jumps is significant, and price reversal lasts longer after positive jumps. Moreover, the size and direction of jumps are significantly correlated with the returns and trades in the post-jump trading time. These findings are believed to be associated with the high proportion of retail investors and their herding behavior for price trend chasing.

    A Triangular Decomposition Algorithm for Differential Polynomial Systems with Elementary Computation Complexity
    ZHU Wei,GAO Xiao-Shan
    2017, 30(2):  464-483.  DOI: 10.1007/s11424-016-5040-5
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    In this paper, a new triangular decomposition algorithm is proposed for ordinary differential polynomial systems, which has triple exponential computational complexity. The key idea is to eliminate one algebraic variable from a set of polynomials in one step using the theory of multivariate resultant. This seems to be the first differential triangular decomposition algorithm with elementary computation complexity.

    Construction of One-Lee Weight and Two-Lee Weight Codes over ??p + v??p
    SHI Minjia,LUO Yong,SOL′E Patrick
    2017, 30(2):  484-493.  DOI: 10.1007/s11424-016-5062-z
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    This paper is devoted to the construction of one-Lee weight codes and two-Lee weight codes over ??p + v??p(v2 = v) with type p2k1pk2pk3 based on two different distance-preserving Gray maps from ((??p + v??p)n, Lee weight) to (??2n p , Hamming weight), where p is a prime. Moreover, the authors prove that the obtained two-Lee weight codes are projective only when p = 2.

    Linearization of Multi-Valued Nonlinear Feedback Shift Registers
    WANG Haiyan,ZHONG Jianghua,LIN Dongdai
    2017, 30(2):  494-509.  DOI: 10.1007/s11424-016-5156-7
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    Nonlinear feedback shift registers (NFSRs) have been used in many stream ciphers for cryptographic security. The linearization of NFSRs is to describe their state transitions using some matrices. Such matrices are called their state transition matrices. Compared to extensive work on binary NFSRs, much less work has been done on multi-valued NFSRs. This paper uses a semi-tensor product approach to investigate the linearization of multi-valued NFSRs, by viewing them as logical networks. A new state transition matrix is found for a multi-valued NFSR, which can be simply computed from the truth table of its feedback function. The new state transition matrix is easier to compute and is more explicit than the existing results. Some properties of the state transition matrix are provided as well, which are helpful to theoretically analyze multi-valued NFSRs.

    The Generalized Serre Problem over K-Hermite Rings
    LIU Jinwang,LI Dongmei
    2017, 30(2):  510-518.  DOI: 10.1007/s11424-017-6027-6
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    This paper investigates the completion and the zero prime factorization for matrices over a K-Hermite ring. The authors have generalized Kaplansky’s related results, solved similar Lin-Bose problem and generalized Serre problem over a K-Hermite ring.