


Vol 80, No 7 (2019)
- Year: 2019
- Articles: 13
- URL: https://ogarev-online.ru/0005-1179/issue/view/9037
Optimization, System Analysis, and Operations Research
Analysis of the Sensitivity of Solutions of Multi-Criteria Problems Based on Parametric Partial Preference Relations
Abstract
We give a survey of approaches for analyzing the sensitivity of non-dominated alternatives to changes in the parameters of partial quasi-orderings that define preferences. Such parameters can include values of importance coefficients for different criteria or boundaries of interval estimates of the degrees of superiority in the importance of some criteria over others, boundaries of intervals of criteria value tradeoffs uncertainty and others.



Mathematical Models of Modified Crypto-Code Means of Information Protection Based on Coding Theory Schemes
Abstract
We develop mathematical models of modified crypto-code means of information protection based on the McEliece coding theory scheme using algebro-geometric block codes with shortening and extending of the information package, analyze the security and power costs of their software implementation.



On the Existence of an Integer Solution to the Relaxed Weber Problem for a Tree Network
Abstract
The problem of finding an optimal location of the vertices of a tree network in an assembly space representing a finite set is considered. The optimality criterion is the minimum total cost of location and communications in all points of this space. Different vertices of the tree can be located in a single point of the assembly space. This problem is well-known as the Weber problem. The representation of the Weber problem as a linear programming problem is given. It is proved that the set of all optimal solutions to the corresponding relaxed Weber problem for the tree network contains an integer solution. This fact can be used to improve the efficiency of algorithms for the problems differing from the Weber problem by the presence of additional constraints: it allows us to find the optimal value of the objective function, which in turn significantly reduces the complexity of calculating the optimal solution itself, e.g., by the branch-and-bound method.



Control Sciences
Methods for Solving of the Aircraft Landing Problem. I. Exact Solution Methods
Abstract
It is noted that the aircraft landing problem is one of the main tasks in the planning and regulation of air traffic flows, which requires the use of a sufficiently serious mathematical apparatus. A brief overview of the main approaches to the formulation and solution of this problem is presented.



Mathematical Game Theory and Applications
Evolutionary Methods for Solving Dynamic Resource Allocation Problems
Abstract
This paper proposes a dynamic game-theoretic statement of the resource allocation problem in an organizational system. The application of evolutionary modeling algorithms for solving such problems is considered. Some illustrative examples are given.



Pricing of Platforms in Two-Sided Markets with Heterogeneous Agents and Limited Market Size
Abstract
This paper studies equilibrium in a two-sided market represented by network platforms and heterogeneous agents. The setup below is based on the Armstrong monopoly model suggested in 2006 under the following assumptions: (1) a continuum of agents of limited size on each side of the market and (2) the heterogeneous utility of agents with the Hotelling specification. We show that the monopoly’s optimal pricing strategy always results in a corner solution in terms of the equilibrium market share. In addition, we solve the social planner’s optimization problem, obtaining a similar corner solution. Finally, we find the exact values for the equilibrium in the case of duopoly in a two-sided market with two platforms.



Coalition-Formation Problem for Cooperative Inventory Routing Game
Abstract
This paper studies stability of carrier coalitions in a cooperative inventory routing game (CIRG). Difficulty of this study is not only in a computational complexity of the class of routing problems, but also in the task of constructing a characteristic function, since heuristic solutions that are usually used in routing problems can’t guarantee the subadditivity property in the general case. In its turn, violation of subadditivity can lead to instability of a coalition, because a player could get more profit in a different coalition or individually. To solve routing problems, Adaptive large neighborhood search (ALNS) and its modification with the Dynamic adaptation method, DALNS, are used in this work. A special Direct coalition induction algorithm (DCIA) is used to construct a subadditive characteristic function, and four different concepts of cooperative game solutions are considered. The analysis of extensive computational experiments allows to illustrate the dependence of the stability of a grand coalition on such factors as a routing algorithm, an algorithm for a characteristic function construction, and a solution concept for a cooperative game.



Automation in Industry
Numerical Investigation of the Influence of Bluff Body’s Shape on Flow Characteristics in Vortex Flowmeters
Abstract
The paper examines the influence of bluff body’s shape on vortex shedding stability in a liquid flow. It shows that the expansion of stable vortex existence domain enables the extension of velocity measurement range for vortex flowmeters. Numerical simulation of eddy flows generated by various bluff body shapes is undertaken with the appropriate comparative analysis of flow characteristics. A bluff body with the best flow parameters enabling the improvement of flowmeter’s measurement performance is selected.



Reviews
The Method of Lyapunov-Razumikhin Functions in Stability Analysis of Systems with Delay
Abstract
The history of development and the current state-of-the-art in the stability theory of systems with delay based on an effective generalization of the direct Lyapunov method are presented. This method uses “classical” Lyapunov functions in combination with the Razumikhin condition.



Stochastic Systems
Conditionally Minimax Nonlinear Filter and Unscented Kalman Filter: Empirical Analysis and Comparison
Abstract
We present the results of the analysis and comparison of the properties of two concepts in state filtering problems for nonlinear stochastic dynamic observation systems with discrete time: sigma-point Kalman filter based on a discrete approximation of continuous distributions and conditionally minimax nonlinear filter that implements the conditionally optimal filtering method based on simulation modeling. A brief discussion of the structure and properties of the estimates and justifications of the corresponding algorithms is accompanied by a significant number of model examples illustrating both positive applications and limitations of the efficiency for the estimation procedures. The simplicity and clarity of the considered examples (scalar autonomous regressions in the state equation and linear observations) allow us to objectively characterize the considered estimation methods. We propose a new modification of the nonlinear filter that combines the ideas of both considered approaches.



Necessary and Sufficient Conditions for Optimal Stabilization of Quasi-Linear Stochastic Systems
Abstract
A wide class of admissible control strategies that guarantee the mean-square stabilization of a stochastic system is considered. Necessary and sufficient conditions for the opti-mality of a linear time-invariant controller are established. The difference between the stated problem and the optimal control problem on an infinite time interval is demonstrated. The obtained optimality conditions are illustrated by the example of stabilization of an artificial Earth satellite in the neighborhood of a circular orbit.



Intellectual Control Systems, Data Analysis
Risk Management in Hierarchical Games with Random Factors
Abstract
A game-theoretic model of the Principal-agent type is considered, in which the result of an agent’s activity depends not only on his/her choice but also on some random factor. The Principal is assumed to choose the total probability of all negative events that he/she will exclude from consideration; in the other respects, he/she is cautious. The structure of the Principal’s optimal strategies is found. Two models differing by the Principal’s awareness of the partner’s actions are studied.



A Search Method for Unknown High-Frequency Oscillators in Noisy Signals Based on the Continuous Wavelet Transform
Abstract
We propose a method for finding a priori undefined structures of unknown temporal fluctuations for frequency oscillators of various intensities as part of the output signals of synchronized dynamical systems. Unlike traditional approaches, the developed method is based on the continuous wavelet transform of the observed signal and is efficient in cases when frequency characteristics of the desired pattern are close to the noise characteristics of the output signal.


