Springer

48154

Автор(ы): 

Автор(ов): 

3

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

An Owen-type value for games with two-level communication structure

ISBN/ISSN: 

0254-5330

DOI: 

10.1007/s10479-015-1808-6

Наименование источника: 

  • Annals of Operations Research

Обозначение и номер тома: 

т. 243, вып. 1

Город: 

  • Netherlands

Издательство: 

  • Springer

Год издания: 

2016

Страницы: 

179-198
Аннотация
We introduce an Owen-type value for games with two-level communication structure, which is a structure where the players are partitioned into a coalition structure such that there exists restricted communication between as well as within the a priori unions of the coalition structure. Both types of communication restrictions are modeled by an undirected communication graph. We provide an axiomatic characterization of the new value using an efficiency, two types of fairness (one for each level of the communication structure), and a new type of axiom, called fair distribution of the surplus within unions, which compares the effect of replacing a union in the coalition structure by one of its maximal connected components on the payoffs of these components. The relevance of the new value is illustrated by an example. We also show that for particular two-level communication structures the Owen value and the Aumann–Drèze value for games with coalition structure, the Myerson value for communication graph games, and the equal surplus division solution appear as special cases of this new value.

Библиографическая ссылка: 

van den Brink J. R., Хмельницкая А.Б., van der Laan G. An Owen-type value for games with two-level communication structure // Annals of Operations Research. 2016. т. 243, вып. 1. С. 179-198.

47253

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Глава в книге

Название: 

An Approach to Forming and Managing a Portfolio of Financial Securities by Small and Medium Price-Taking Traders in a Stock Exchange

ISBN/ISSN: 

ISBN 978-3-319-18161-5

Наименование источника: 

  • Advances in Intelligent Systems and Computing Issue 359: Modelling, Computation and Optimization in Information Systems and Management Sciences

Город: 

  • Switzerland

Издательство: 

  • Springer

Год издания: 

2015

Страницы: 

257-268

Библиографическая ссылка: 

Беленький А.С., Егорова Л.Г. An Approach to Forming and Managing a Portfolio of Financial Securities by Small and Medium Price-Taking Traders in a Stock Exchange / Advances in Intelligent Systems and Computing Issue 359: Modelling, Computation and Optimization in Information Systems and Management Sciences. Switzerland: Springer, 2015. С. 257-268.

46778

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Глава в книге

Название: 

On Sensitivity of Steady-State Probabilities of a Cold Redundant System to the Shapes of Life and Repair Time Distributions of Its Elements

ISBN/ISSN: 

ISBN 978-3-319-76034-6

DOI: 

https://doi.org/10.1007/978-3-319-76035-3_28

Наименование источника: 

  • Statistics and Simulation

Город: 

  • Cham

Издательство: 

  • Springer

Год издания: 

2018

Страницы: 

391-402
Аннотация
The problem of sensitivity of a redundant system’s reliability characteristics to shapes of their input distributions is considered. In Efrosinin and Rykov, Information Technologies and Mathematical Modelling, 2014, [1] an analytical form for dependence of a two-unit cold standby redundant system reliability characteristics on life and repair time input distributions was obtained and investigated for the case of exponential distribution of one of the time lengths. In the current chapter this study is extended with the help of simulation method to a general case of both non-exponential distributions. Comparison of analytic and simulation results was carried out.

Библиографическая ссылка: 

Рыков В.В., Козырев Д.В. On Sensitivity of Steady-State Probabilities of a Cold Redundant System to the Shapes of Life and Repair Time Distributions of Its Elements / Statistics and Simulation. Cham: Springer, 2018. С. 391-402.

46646

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Пленарный доклад

Название: 

Data Analysis of Measurements Governed by Immanent Dependences and Heavy-Tailed Distributions

Электронная публикация: 

Да

Наименование конференции: 

  • 19th International GI/ITG Conference on “Measurement, Modelling and Evaluation of Computing Systems” (Erlangen, 2018)

Наименование источника: 

  • Proceedings of the 19th International GI/ITG Conference on “Measurement, Modelling and Evaluation of Computing Systems” (Erlangen, 2018)

Город: 

  • Erlangen

Издательство: 

  • Springer

Год издания: 

2018

Страницы: 

http://www.mmb2018.de/program.html#tut3
Аннотация
Modern tools to measure Internet traffic such as Wireshark or Atheris offer complex opportunities to collect packet data from high speed networks. Advanced statistical methods are required to support an adequate teletraffic analysis of these traces and the evaluation of relevant performance indices, for instance, of captured packet flows stemming from new multimedia services in Internet. They allow us to cope with immanent dependencies and underlying heavy-tailed distributions of interesting features of the traffic such as the bitrates, volumes or lengths of sessions, the inter-arrival times, loss rates and delay distributions of the packet streams or their equivalent bandwidth.  In the tutorial we shall discuss useful statistical techniques to handle the arising strongly correlated or long-range dependent time series and heavy-tailed marginal distributions. The latter features characterize the underlying random variables of the observed data. Advanced procedures to compute the demanded bandwidth of observed streams or the delay-loss profiles of packet flows during a session will be stated. The analysis concepts will be illustrated by real traces arising from some popular Internet applications.  The tutorial shall stimulate the participants to incorporate adaptations of the sketched statistical procedures into open source tools or their own codes according to their personal needs.

Библиографическая ссылка: 

Маркович Н.М., Krieger U. R. Data Analysis of Measurements Governed by Immanent Dependences and Heavy-Tailed Distributions / Proceedings of the 19th International GI/ITG Conference on “Measurement, Modelling and Evaluation of Computing Systems” (Erlangen, 2018). Erlangen: Springer, 2018. С. http://www.mmb2018.de/program.html#tut3.

46353

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Доклад

Название: 

Optimal Control of a Two-Server Heterogeneous Queueing System with Breakdowns and Constant Retrials

ISBN/ISSN: 

978-3-319-44614-1

DOI: 

https://doi.org/10.1007/978-3-319-44615-8

Наименование конференции: 

  • 15-я Международная научно-практическая конференция им. А. Ф. Терпугова «Информационные технологии и математическое моделирование» (ИТММ–2016, Томск)

Наименование источника: 

  • Материалы 15-й Международной научно-практической конференции им. А. Ф. Терпугова «Информационные технологии и математическое моделирование» (ИТММ–2016, Томск)

Обозначение и номер тома: 

V.638

Город: 

  • Cham

Издательство: 

  • Springer

Год издания: 

2016

Страницы: 

57-72
Аннотация
Heterogeneous servers which can differ in service speed and reliability are becoming more popular in the modelling of modern communication systems. For a two-server queueing system with one nonreliable server and constant retrial discipline we formulate an optimal allocation problem for minimizing a long-run average cost per unit of time. Using a Markov decision process formulation we prove a number of monotone properties for the increments of the dynamic-programming value function. Such properties imply the optimality of a two-level threshold control policy. This policy prescribes the usage of a less productive server if the number of customers in the queue becomes higher than a predefined level which depends on the state of a non-reliable more powerful server. We provide also a heuristic solution for the optimal threshold levels in explicit form as a function of system parameters.

Библиографическая ссылка: 

Ефросинин Д.В., Штрик Я.. Optimal Control of a Two-Server Heterogeneous Queueing System with Breakdowns and Constant Retrials / Материалы 15-й Международной научно-практической конференции им. А. Ф. Терпугова «Информационные технологии и математическое моделирование» (ИТММ–2016, Томск). Cham: Springer, 2016. V.638. С. 57-72.

46352

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Доклад

Название: 

Optimal Control of M(t)/M/K Queues with Homogeneous and Heterogeneous Servers

ISBN/ISSN: 

ISBN 978-3-319-51916-6

DOI: 

DOI 10.1007/978-3-319-51917-3

Наименование конференции: 

  • 19th International Conference, Distributed Computer and Communication Networks (DCCN 2016, Moscow, Russia)

Наименование источника: 

  • Proceedings of the 19th International Conference, Distributed Computer and Communication Networks (DCCN 2016, Moscow, Russia)

Обозначение и номер тома: 

V.678

Город: 

  • Cham

Издательство: 

  • Springer

Год издания: 

2016

Страницы: 

132-144
Аннотация
The paper deals with a multi-server controllable queueing system M(t)/M/K with time-dependent and, in particular, with periodic arrival rates. The models with homogeneous and heterogeneous servers are of interest. In latter case the fastest free server allocation mechanism is assumed and the preemption is allowed. The control problem consists in evaluation of the optimal number of servers during some specified stages and is solved by finite horizon dynamic programming approach. To calculate the transient solutions we use a forth-order Runge-Kutta method for the system with a truncated queue length. The results are compared with corresponding queues operating in a stationary regime. It is shown that the optimal control policies are also time dependent and periodic as arrival rates and heterogeneous systems are superior in performance comparing to the homogeneous ones.

Библиографическая ссылка: 

Ефросинин Д.В., Feichtenschlager M.. Optimal Control of M(t)/M/K Queues with Homogeneous and Heterogeneous Servers / Proceedings of the 19th International Conference, Distributed Computer and Communication Networks (DCCN 2016, Moscow, Russia). Cham: Springer, 2016. V.678. С. 132-144.

46201

Автор(ы): 

Автор(ов): 

11

Параметры публикации

Тип публикации: 

Доклад

Название: 

Models of minimizing the damage from atmospheric emissions of industrial enterprises

Наименование конференции: 

  • 6th Computer Science On-Line Conference (CSOC2017, Prague)

Наименование источника: 

  • Proceedings of the 6th Computer Science On-Line Conference (CSOC2017, Prague) - Advances in Intelligent Systems and Computing

Обозначение и номер тома: 

575

Город: 

  • Прага, Чехия

Издательство: 

  • Springer

Год издания: 

2017

Страницы: 

255-262

Библиографическая ссылка: 

Резчиков А.Ф., Кушников В.А., Иващенко В.А., Богомолов А.С., Кушникова Е.В., Кулакова А.Д., Качур К.П., Долинина О.Н., Шульга Т.Э., Гулевич Н.В., Фролова Н.В. Models of minimizing the damage from atmospheric emissions of industrial enterprises / Proceedings of the 6th Computer Science On-Line Conference (CSOC2017, Prague) - Advances in Intelligent Systems and Computing. Прага, Чехия: Springer, 2017. 575. С. 255-262.

46199

Автор(ы): 

Автор(ов): 

6

Параметры публикации

Тип публикации: 

Доклад

Название: 

Control of the air transportation system with flight safety as the criterion

Наименование конференции: 

  • 5th Computer Science On-Line Conference (CSOC2016, Prague)

Наименование источника: 

  • Proceedings of the 5th Computer Science On-Line Conference (CSOC2016, Prague) - Advances in Intelligent Systems and Computing

Обозначение и номер тома: 

Т. 466

Город: 

  • Прага

Издательство: 

  • Springer

Год издания: 

2016

Страницы: 

423-432

Библиографическая ссылка: 

Резчиков А.Ф., Кушников В.А., Иващенко В.А., Богомолов А.С., Филимонюк Л.Ю., Качур К.П. Control of the air transportation system with flight safety as the criterion / Proceedings of the 5th Computer Science On-Line Conference (CSOC2016, Prague) - Advances in Intelligent Systems and Computing. Прага: Springer, 2016. Т. 466. С. 423-432.

44288

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

Analysis of renewable reliability systems by Markovization method

ISBN/ISSN: 

978-3-319-71503-2

DOI: 

10.1007/978-3-319-71504-9_19

Наименование источника: 

  • Lecture Notes in Computer Science. Analytical and Computational Methods in Probability Theory

Обозначение и номер тома: 

Vol. 10684

Город: 

  • Cham

Издательство: 

  • Springer

Год издания: 

2017

Страницы: 

210-220
Аннотация
Markovization method is used for heterogeneous double redundant hot standby renewable reliability system analysis. The time dependent, stationary and quasi-stationary probability distributions for the system are calculated.

Библиографическая ссылка: 

Рыков В.В., Козырев Д.В. Analysis of renewable reliability systems by Markovization method // Lecture Notes in Computer Science. Analytical and Computational Methods in Probability Theory. 2017. Vol. 10684. С. 210-220.

44094

Автор(ы): 

Автор(ов): 

4

Параметры публикации

Тип публикации: 

Доклад

Название: 

State Reduction in Analysis of a Tandem Queueing System with Correlated Arrivals

ISBN/ISSN: 

978-3-319-68068-2

DOI: 

10.1007/978-3-319-68069-9_18

Наименование конференции: 

  • 16th International Conference "Information Technologies and Mathematical Modelling - Queueing Theory and Applications" (ITMM 2017, Kazan)

Наименование источника: 

  • Proceedings of the 16th International Scientific Conference "Information Technologies and Mathematical Modelling - Queueing Theory and Applications" (ITMM 2017, Kazan)

Обозначение и номер тома: 

CCIS, vol 800

Город: 

  • Казань

Издательство: 

  • Springer

Год издания: 

2017

Страницы: 

215-230
Аннотация
Tandem queueing systems often arise in wireless networks modeling. Queueing models are very suitable for network performance evaluation but the system complexity exponential growth (or state space explosion) could make the analysis barely feasible. The paper presents a comparative study of various methods of a state space reduction for markovian arrival processes (MAP) and phase-type distributions (PH) applied to tandem queueing systems. The applied methods include non- linear optimization, EM-algorithm and linear minimization. While most of the described algorithms are well-studied, a number of issues arises when applying them to a tandem system of a real wireless network. Particularly, it is shown that while all the algorithms could be applied to tandems with a small number of queues, bigger tandems require ad- ditional e ort to get the appropriable results. Nevertheless, the results presented show that the departure MAPs reduction may help to solve the state space explosion problem.

Библиографическая ссылка: 

Вишневский В.М., Ларионов А.А., Семёнова О.В., Иванов Р.Е. State Reduction in Analysis of a Tandem Queueing System with Correlated Arrivals / Proceedings of the 16th International Scientific Conference "Information Technologies and Mathematical Modelling - Queueing Theory and Applications" (ITMM 2017, Kazan). Казань: Springer, 2017. CCIS, vol 800. С. 215-230.

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