Optimal stopping of Markov random processes

2008 ◽  
pp. 83-116
Keyword(s):  
Optimal Stopping ◽  
Random Processes ◽  
Markov Random

scholarly journals Model of Secure File Exchange Information Technology Operation

2021 ◽  
pp. 52-62
Author(s):  
Tatyana Lebedkina ◽  
◽  
Sergey Sokolovsky ◽  
Keyword(s):  
Information System ◽  
Data Transmission ◽  
Random Processes ◽  
Security Requirements ◽  
Transmission Process ◽  
Markov Random ◽  
Exchange Information ◽  
Simultaneous Decrease ◽  
Time Resource

The purpose of this work: to develop a model that allows to assess the security of the information system of file exchange, to ensure the efficiency of servicing the maximum number of requests of authorized customers with a simultaneous decrease in the quality of service of requests from the attacker’s means. Methods used: formalization of service processes in the form of Markov random processes, as well as numerical methods. The result of the study: a criterion evaluation base for the effectiveness of the functioning of the information system of file exchange has been developed. The problem of dynamic management of the resource capabilities of the information system of file exchange by managing the parameters of data transmission has been solved. An assessment of the asymptotic stability and robustness of the model relative to the perturbations of the values of the initial parameters is solved in order to increase the adequacy of the model when choosing control modes for the data transmission process. Probabilistic and temporal characteristics and the process of functioning of the information system of file exchange in the conditions of unauthorized influences in various situations of interaction of the parties to the conflict, as well as in the managementand computational and time resource of the means of network intelligence of the attacker are obtained. The optimal modes of functioning of information systemsand file exchange, ensuring its compliance withthe established security requirements of critical information infrastructure objects, aresubstantiated.

scholarly journals Modeling of reliability of power supply systems with autonomous energy source

2019 ◽  
Vol 139 ◽  
pp. 01036
Author(s):  
M.S. Ershov ◽  
R.B. Jalilov ◽  
S.P. Shayimova ◽  
A.I. Choriyev ◽  
M.R. Charieva
Keyword(s):  
Energy Source ◽  
Comparative Analysis ◽  
Power Supply ◽  
Power Supply System ◽  
Random Processes ◽  
Supply System ◽  
Software Implementation ◽  
Energy Sources ◽  
Markov Random ◽  
Supply Systems

The methodology for calculating the reliability of power supply systems with autonomous and mixed energy sources has been considered. Autonomous sources are widely used in industrial power supply systems as primary, backup or emergency sources. The functioning and interchangeability of these systems has features that affect the reliability of power supply. The proposed methodology is based on the method of semi-Markov random processes and can be used for comparative analysis of the reliability of options for power supply systems. The methodology has been brought to software implementation and is accompanied by an example of calculating the reliability of the power supply system for stationary marine oil production platforms.

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