УПРАВЛЕНИЕ БОЛЬШИМИ СИСТЕМАМИ
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Выпуск 45


  • Zhilyakova L. Ergodic cyclic resource networks. ii. high levels of resource
  • We study processes in ergodic nonregular resource networks at high levels of resource. The formula for the threshold value T is derived. It was shown that there are no oscillations if W ? T; the network becomes stable from every initial state when resource level is high. The formulae for the vectors of limit state and the limit flow are derived. The criterion of attractivity of vertices is formulated.

  • Shcherbatov I., Protalinskiy O. Complex ill-formalizable multicomponent technical systems
  • We suggest a concept of a complex ill-formalizable multicomponent technical system. For such systems we reveal mechanisms of organization structure formation and introduce the method for components’ description. We suggest classifying components into active and passive ones and explain main rational behavioral features of components. Examples of an active component (a robot) and a passive component (an ill-formalizable technological process) are given.

  • Kozhevnikov A., Rybakov K. Spectral method for stochastic systems with discontinuous trajectories described by random mixture of erlang distributions
  • We consider stochastic control systems with impulses generated by hyper-Erlang flows of events leading to jumps in system trajectories. We employ the spectral form of mathematical description of the system to find the probability density function of its states.

  • Shevlyakov A. Helicopter model and its quasicanonical form
  • We consider the mathematical model of a helicopter described by a system of ordinary differential equations. These equations are transformed to the quasicanonical form. Then we analyse the subsystem governing the zero dynamics of the system and find the outputs with respect to which the system is a minimum-phase one.

  • Asratian R., Lebedev V. Organization of protected http-interaction in multi-network environment
  • We suggest an architectural solution based on proxy servers technology for the problem of query protection and the.NET technology-based interactions security in the heterogeneous multi-network environment. The idea is to use special intermediary servers playing the role of gateways between information systems and a global network and carrying out functions of digital signature generation and verification for input and output SOAP messages.

  • Dushkin D. Automated determination of sensitivity classes of web services
  • We presents a method to calculate the sensitivity, which is a benchmark for web services performance. We introduce metrics which characterize sensitivity, describe the routine for their evaluation, and suggest the method of class definition for an arbitrary web service. The method uses several machine learning algorithms such as clustering via k-means and classification via support vector machines. At the end we present the results of a numerical experiment, which illustrates our method.

  • Pyrlina I. Service-oriented architecture: operational risks and choice of efficient system
  • We survey existing methods of efficient implementation projects selection for information system with service-oriented architecture (SOA), methods of risks assessment and multi-criteria analysis applied to information systems with SOA. We also suggest a new method to evaluate operational risks due to SOA and develop multi-criteria threshold algorithms to support ranking of information system implementation projects. Methods were used to design a tool consisting of two key subsystems – a simulation environment and a multi-criteria analysis module.

  • Smirnov V., Gusev M., Farkhadov M. Acoustic modeling module function in a system for automatic analysis of unstructured speech data
  • We focus on acoustic modeling – a component of a system for automatic analysis of unstructured speech data, which aims at creating statistical description for speech sounds. In the first part of the paper we outline goals of a system for automatic analysis of unstructured speech data and explain the place and functions of acoustic modeling within the system. Then we suggest an algorithm of acoustic modeling and address each of its stages in detail.

  • Gafarovа E. Simulation models of integrated regional development
  • This article provides an overview of domestic simulation models of regional development based on system dynamics and agent-based approach. It is shown that the universal models that do not take into account the specific development of the region and are not verified by the regional statistical data have low forecasting accuracy. The article describes the most famous Russian models of socio-economic regional development and provides comparative analysis of these models.

  • Chkhartishvili A., Gubanov D. Conceptual approach to online social networks analysis
  • We introduce a constructive approach to online social networks analysis. We suggest a conceptual model of a social network, describe basic problems of analysis and control in social networks, describe methods and algorithms for activity analysis in social networks, and also technologies for social networks monitoring and analysis.

  • Ratner S. Management of technological portfolio of energy companies: scenario approach
  • On an example of an energy company we study the optimal timing for the company to widely implement alternative technologies to production activity. We employ the method of simulation of the energy company profit with respect to different strategies of investment into traditional and alternative energy technologies to test the hypothesis of profit dependence on the scenario of alternative technologies’ profitability dynamics. We consider the scenarios of alternative energy technology efficiency growth corresponding to the initial and the final stage of a technological gap.

  • Stezhkin A. Banking network stability management taking into account industry-specific risks
  • We consider an approach to loss evaluation in banks under various scenarios of market crash, which is based on a classification of banks with respect to the dominant industry sector credited. We formulate and solve the problem of optimal loan size to each industrial sector, and the probability minimization problem of a loan default in the case of a crisis in a branch of industry under constraints of capital adequacy ratio and a sufficient level of current assets. A model is suggested of possible loss evaluation for stress situations in a banking sector and a routine for banks ranking based on Snow vector approach; several examples are considered. All approaches considered in this paper were not applied to the Russian banking sector before, as the problem of systemic risk evaluation emerged recently as a result of changes in international regulations.

  • Trahtengerts E. Use of two network-centric principles of modification of economic targets and strategy in crisis situations
  • We consider two principles of a network-centric paradigm – those of efforts concentration and the maximum use of information – which can be used to modify economic goals and strategies in a crisis situation.

  • Mirzoyan G. The model of monopolistic treatment-and-prophylactic institution on territorial health-care market
  • We state and study the model of decision-making on pricing and quality for the monopolist treatment-and-prophylactic institution on the regional market. The model accounts for intra-firm employees’ motivation mechanisms.

  • Karavay M., Podlazov V. Extended generaized hypercube as fail-safe system network for multiprocessor systems
  • We suggest a novel system network structure for high-performance multiprocessor computers. The system network has the structure of an extended generalized hypercube where links of complete graph topology in rows are replaced with links of quasi-complete graph topology with much less number of links.

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