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Irrational-Behavior-Proof Conditions for Stochastic Games over event trees

Journal of the Operations Research Society of China 2024年第1期12卷 243-263页

作者： Lei Wang Cui Liu Hong-Wei Gao Chong Lin School of Automation Institute of Complexity ScienceQingdao UniversityQingdao 266071ShandongChina School of Mathematics and Statistics Institute of Applied Mathematics of ShandongQingdao UniversityQingdao 266071ShandongChina

In this paper,the irrational-behavior-proof conditions in a class of stochastic dynamic games over event trees are *** kinds of irrational-behavior-proof conditions are proposed by the imputation distribution procedure,and their relationships are *** specific properties for the general transformation of characteristic functions are developed,based on which,the irrational-behavior-proof conditions are proved to be true in a transformed cooperative game.

关键词： Dynamic cooperative game event tree Irrational-behavior-proof condition Imputation distribution procedure Transformation of characteristic function

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Statistical Safety Analysis of Maintenance Management Process of Excavator Units

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International Journal of Automation and computing 2010年第2期7卷 146-152页

作者： Ljubisa Papic Milorad Pantelic Joseph Aronov Ajit Kumar Verma Research Center of Dependability and Quality Management Kolubara Metal Company Federal Scientific Research Institute of Standardization Indian Institute of Technology Bombay

Within this paper, the process of statistical safety analysis has been presented, which involves the following steps： formulation of basic principles of statistical safety analysis, initial events analysis, accident sceneries progress analysis, risk calculation, and risk calculation results analysis. On this basis, it has been concluded that the bucket wheel excavator SRs 1200×24/4×0（400 kW）＋VR safety criteria is the mechanism for the hoist of rotor＇s arrow failure modes, because in that case whole bucket wheel excavator failure would necessarily happen （excavator falling down on counterweight）. Therefore, excavator units statistical safety analysis is accomplished preventively to obtain its effective maintenance management.

关键词： Safety maintenance management statistical analysis event tree accident scenarios risk analysis excavator units.

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Operational Risk Control of Commercial Banks based on Bayesian Network

Operational Risk Control of Commercial Banks based on Bayesi...

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2013教育技术与信息系统国际会议

作者： Xiaoling Hao School of Information Management and Engineering Shanghai University of Finance and Economics Key Laboratory of Financial Information Technology of Shanghai

Commercial banks are facing challenges in operational risk management, with the occurrence of major events of Bahrain bank and other events on the banks. Most studies have concentrated on how to measure operational risk loss based on the new Basel Capital Accord and focus on mathematic and statistical method to accurately calculate the capital charge. However, studies on how to control and reduce the affect of operational risk are relatively scarce. Therefore, it is feasible and sensible to deepen the study of root cause of operational risk and find effective control methods, which can provide meaningful result in the future. In this paper, the risk events are presented with event tree;then the event tree is transformed into the Bayesian network. Next, loss probability of each node is estimated according to the Bayesian network structure. Finally, the specific control scheme is put forward to achieve the desired control effect.

关键词： Bayesian network operational risk control event tree

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