Pub Date : 2024-01-12DOI: 10.1017/s0269964823000244
Yitong Zhang, Xiuli Xu, Pei Zhao, Mingxin Liu
This article considers the individual equilibrium behavior and socially optimal strategy in a fluid queue with two types of parallel customers and incomplete fault. Assume that the working state and the incomplete fault state appear alternately in the buffer. Different from the linear revenue and expenditure structure, an exponential utility function can be constructed to obtain the equilibrium balking thresholds in the fully observable case. Besides, the steady-state probability distribution and the corresponding expected social benefit are derived based on the renewal process and the standard theory of linear ordinary differential equations. Furthermore, a reasonable entrance fee strategy is discussed under the condition that the fluid accepts the globally optimal strategies. Finally, the effects of the diverse system parameters on the entrance fee and the expected social benefit are explicitly illustrated by numerical comparisons.
{"title":"Equilibrium analysis of the fluid model with two types of parallel customers and incomplete fault","authors":"Yitong Zhang, Xiuli Xu, Pei Zhao, Mingxin Liu","doi":"10.1017/s0269964823000244","DOIUrl":"https://doi.org/10.1017/s0269964823000244","url":null,"abstract":"This article considers the individual equilibrium behavior and socially optimal strategy in a fluid queue with two types of parallel customers and incomplete fault. Assume that the working state and the incomplete fault state appear alternately in the buffer. Different from the linear revenue and expenditure structure, an exponential utility function can be constructed to obtain the equilibrium balking thresholds in the fully observable case. Besides, the steady-state probability distribution and the corresponding expected social benefit are derived based on the renewal process and the standard theory of linear ordinary differential equations. Furthermore, a reasonable entrance fee strategy is discussed under the condition that the fluid accepts the globally optimal strategies. Finally, the effects of the diverse system parameters on the entrance fee and the expected social benefit are explicitly illustrated by numerical comparisons.","PeriodicalId":54582,"journal":{"name":"Probability in the Engineering and Informational Sciences","volume":"14 1","pages":""},"PeriodicalIF":1.1,"publicationDate":"2024-01-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139464975","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-01-11DOI: 10.1017/s0269964823000268
M. Mohammadi, M. Hashempour, O. Kamari
In this paper, we introduce a novel way to quantify the remaining inaccuracy of order statistics by utilizing the concept of extropy. We explore various properties and characteristics of this new measure. Additionally, we expand the notion of inaccuracy for ordered random variables to a dynamic version and demonstrate that this dynamic information measure provides a unique determination of the distribution function. Moreover, we investigate specific lifetime distributions by analyzing the residual inaccuracy of the first-order statistics. Nonparametric kernel estimation of the proposed measure is suggested. Simulation results show that the kernel estimator with bandwidth selection using the cross-validation method has the best performance. Finally, an application of the proposed measure on the model selection is provided.
{"title":"On the dynamic residual measure of inaccuracy based on extropy in order statistics","authors":"M. Mohammadi, M. Hashempour, O. Kamari","doi":"10.1017/s0269964823000268","DOIUrl":"https://doi.org/10.1017/s0269964823000268","url":null,"abstract":"<p>In this paper, we introduce a novel way to quantify the remaining inaccuracy of order statistics by utilizing the concept of extropy. We explore various properties and characteristics of this new measure. Additionally, we expand the notion of inaccuracy for ordered random variables to a dynamic version and demonstrate that this dynamic information measure provides a unique determination of the distribution function. Moreover, we investigate specific lifetime distributions by analyzing the residual inaccuracy of the first-order statistics. Nonparametric kernel estimation of the proposed measure is suggested. Simulation results show that the kernel estimator with bandwidth selection using the cross-validation method has the best performance. Finally, an application of the proposed measure on the model selection is provided.</p>","PeriodicalId":54582,"journal":{"name":"Probability in the Engineering and Informational Sciences","volume":"59 1","pages":""},"PeriodicalIF":1.1,"publicationDate":"2024-01-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139421156","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-12-15DOI: 10.1017/s0269964823000232
Antonella Iuliano, Barbara Martinucci, Verdiana Mustaro
We study three classes of shock models governed by an inverse gamma mixed Poisson process (IGMP), namely a mixed Poisson process with an inverse gamma mixing distribution. In particular, we analyze (1) the extreme shock model, (2) the δ-shock model, and the (3) cumulative shock model. For the latter, we assume a constant and an exponentially distributed random threshold and consider different choices for the distribution of the amount of damage caused by a single shock. For all the treated cases, we obtain the survival function, together with the expected value and the variance of the failure time. Some properties of the inverse gamma mixed Poisson process are also disclosed.
{"title":"Shock models governed by an inverse gamma mixed Poisson process","authors":"Antonella Iuliano, Barbara Martinucci, Verdiana Mustaro","doi":"10.1017/s0269964823000232","DOIUrl":"https://doi.org/10.1017/s0269964823000232","url":null,"abstract":"We study three classes of shock models governed by an inverse gamma mixed Poisson process (IGMP), namely a mixed Poisson process with an inverse gamma mixing distribution. In particular, we analyze (1) the extreme shock model, (2) the <jats:italic>δ</jats:italic>-shock model, and the (3) cumulative shock model. For the latter, we assume a constant and an exponentially distributed random threshold and consider different choices for the distribution of the amount of damage caused by a single shock. For all the treated cases, we obtain the survival function, together with the expected value and the variance of the failure time. Some properties of the inverse gamma mixed Poisson process are also disclosed.","PeriodicalId":54582,"journal":{"name":"Probability in the Engineering and Informational Sciences","volume":"106 1","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138692444","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-12-01DOI: 10.1017/s0269964823000220
Yang Liu, Ke-Ang Fu, Zhenlong Chen
In this paper, we consider a nonstandard multidimensional risk model, in which the claim sizes ${vec{X}_k, kge 1}$ form an independent and identically distributed random vector sequence with dependent components. By assuming that there exists the regression dependence structure between inter-arrival time and the claim-size vectors, we extend the regression dependence to a more practical multidimensional risk model. For the univariate marginal distributions of claim vectors with consistently varying tails, we obtain the precise large deviation formulas for the multidimensional risk model with the regression size-dependent structure.
{"title":"Precise large deviations for a multidimensional risk model with regression dependence structure","authors":"Yang Liu, Ke-Ang Fu, Zhenlong Chen","doi":"10.1017/s0269964823000220","DOIUrl":"https://doi.org/10.1017/s0269964823000220","url":null,"abstract":"In this paper, we consider a nonstandard multidimensional risk model, in which the claim sizes <jats:inline-formula> <jats:alternatives> <jats:inline-graphic xmlns:xlink=\"http://www.w3.org/1999/xlink\" mime-subtype=\"png\" mimetype=\"image\" xlink:href=\"S0269964823000220_inline1.png\" /> <jats:tex-math>${vec{X}_k, kge 1}$</jats:tex-math> </jats:alternatives> </jats:inline-formula> form an independent and identically distributed random vector sequence with dependent components. By assuming that there exists the regression dependence structure between inter-arrival time and the claim-size vectors, we extend the regression dependence to a more practical multidimensional risk model. For the univariate marginal distributions of claim vectors with consistently varying tails, we obtain the precise large deviation formulas for the multidimensional risk model with the regression size-dependent structure.","PeriodicalId":54582,"journal":{"name":"Probability in the Engineering and Informational Sciences","volume":"209 1","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138539062","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-10-20DOI: 10.1017/s0269964823000219
Yunna Han, Ruiling Tian, Xinyu Wu, Liuqing He
Abstract This paper studies an M/M/1 retrial queue with negative customers, passive breakdown, and delayed repairs. Assume that the breakdown behavior of the server during idle periods is different from that during busy periods. Passive breakdowns may occur when the server is idle, due to the lack of monitoring of the server during idle periods. When the passive breakdown occurs, the server does not get repaired immediately and enters a delayed repair phase. Negative customers arrive during the busy period, which will cause the server to break down and remove the serving customers. Under steady-state conditions, we obtain explicit expressions of the probability generating functions for the steady-state distribution, together with some important performance measures for the system. In addition, we present some numerical examples to illustrate the effects of some system parameters on important performance measures and the cost function. Finally, based on the reward-cost structure, we discuss Nash equilibrium and socially optimal strategy and numerically analyze the influence of system parameters on optimal strategies and optimal social benefits.
{"title":"On a retrial queue with negative customers, passive breakdown, and delayed repairs","authors":"Yunna Han, Ruiling Tian, Xinyu Wu, Liuqing He","doi":"10.1017/s0269964823000219","DOIUrl":"https://doi.org/10.1017/s0269964823000219","url":null,"abstract":"Abstract This paper studies an M/M/1 retrial queue with negative customers, passive breakdown, and delayed repairs. Assume that the breakdown behavior of the server during idle periods is different from that during busy periods. Passive breakdowns may occur when the server is idle, due to the lack of monitoring of the server during idle periods. When the passive breakdown occurs, the server does not get repaired immediately and enters a delayed repair phase. Negative customers arrive during the busy period, which will cause the server to break down and remove the serving customers. Under steady-state conditions, we obtain explicit expressions of the probability generating functions for the steady-state distribution, together with some important performance measures for the system. In addition, we present some numerical examples to illustrate the effects of some system parameters on important performance measures and the cost function. Finally, based on the reward-cost structure, we discuss Nash equilibrium and socially optimal strategy and numerically analyze the influence of system parameters on optimal strategies and optimal social benefits.","PeriodicalId":54582,"journal":{"name":"Probability in the Engineering and Informational Sciences","volume":"6 3","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135565467","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-10-19DOI: 10.1017/s0269964823000189
Omid Kharazmi, Narayanaswamy Balakrishnan
Abstract The purpose of this paper is twofold. The first part is to introduce relative- $chi_{alpha}^{2}$ , Jensen- $chi_{alpha}^{2}$ and ( p , w )-Jensen- $chi_{alpha}^2$ divergence measures and then examine their properties. In addition, we also explore possible connections between these divergence measures and Jensen–Shannon entropy measure. In the second part, we introduce $(p,eta)$ -mixture model and then show it to be an optimal solution to three different optimization problems based on $chi_{alpha}^{2}$ divergence measure. We further study the relative- $chi_{alpha}^{2}$ divergence measure for escort and arithmetic mixture densities. We also provide some results associated with relative- $chi_{alpha}^{2}$ divergence measure of mixed reliability systems. Finally, to demonstrate the usefulness of the Jensen- $chi_{alpha}^{2}$ divergence measure, we apply it to a real example in image processing and present some numerical results. Our findings in this regard show that the Jensen- $chi_{alpha}^{2}$ is an effective criteria for quantifying the similarity between two images.
{"title":"On Jensen- divergence measure","authors":"Omid Kharazmi, Narayanaswamy Balakrishnan","doi":"10.1017/s0269964823000189","DOIUrl":"https://doi.org/10.1017/s0269964823000189","url":null,"abstract":"Abstract The purpose of this paper is twofold. The first part is to introduce relative- $chi_{alpha}^{2}$ , Jensen- $chi_{alpha}^{2}$ and ( p , w )-Jensen- $chi_{alpha}^2$ divergence measures and then examine their properties. In addition, we also explore possible connections between these divergence measures and Jensen–Shannon entropy measure. In the second part, we introduce $(p,eta)$ -mixture model and then show it to be an optimal solution to three different optimization problems based on $chi_{alpha}^{2}$ divergence measure. We further study the relative- $chi_{alpha}^{2}$ divergence measure for escort and arithmetic mixture densities. We also provide some results associated with relative- $chi_{alpha}^{2}$ divergence measure of mixed reliability systems. Finally, to demonstrate the usefulness of the Jensen- $chi_{alpha}^{2}$ divergence measure, we apply it to a real example in image processing and present some numerical results. Our findings in this regard show that the Jensen- $chi_{alpha}^{2}$ is an effective criteria for quantifying the similarity between two images.","PeriodicalId":54582,"journal":{"name":"Probability in the Engineering and Informational Sciences","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135730362","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-10-05DOI: 10.1017/s0269964823000190
Subhash Kochar, Fabio L. Spizzichino
Abstract Let $(X_{1},ldots,X_{n})$ be a random vector distributed according to a time-transformed exponential model . This is a special class of exchangeable models, which, in particular, includes multivariate distributions with Schur-constant survival functions. Let for $1leq ileq n$ , $X_{i:n}$ denote the corresponding i th-order statistic. We consider the problem of comparing the strength of dependence between any pair of X i ’s with that of the corresponding order statistics. It is in particular proved that for $m=2,ldots,n$ , the dependence of $X_{2:m}$ on $X_{1:m}$ is more than that of X 2 on X 1 according to more stochastic increasingness (positive monotone regression) order, which in turn implies that $(X_{1:m},X_{2:m})$ is more concordant than $(X_{1},X_{2})$ . It will be interesting to examine whether these results can be extended to other exchangeable models.
{"title":"Dependence among order statistics for time-transformed exponential models","authors":"Subhash Kochar, Fabio L. Spizzichino","doi":"10.1017/s0269964823000190","DOIUrl":"https://doi.org/10.1017/s0269964823000190","url":null,"abstract":"Abstract Let $(X_{1},ldots,X_{n})$ be a random vector distributed according to a time-transformed exponential model . This is a special class of exchangeable models, which, in particular, includes multivariate distributions with Schur-constant survival functions. Let for $1leq ileq n$ , $X_{i:n}$ denote the corresponding i th-order statistic. We consider the problem of comparing the strength of dependence between any pair of X i ’s with that of the corresponding order statistics. It is in particular proved that for $m=2,ldots,n$ , the dependence of $X_{2:m}$ on $X_{1:m}$ is more than that of X 2 on X 1 according to more stochastic increasingness (positive monotone regression) order, which in turn implies that $(X_{1:m},X_{2:m})$ is more concordant than $(X_{1},X_{2})$ . It will be interesting to examine whether these results can be extended to other exchangeable models.","PeriodicalId":54582,"journal":{"name":"Probability in the Engineering and Informational Sciences","volume":"79 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135481884","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-10-02DOI: 10.1017/s0269964823000165
Morteza Soltani, Jeffrey P. Kharoufeh, Amin Khademi
Abstract We consider the problem of optimally maintaining an offshore wind farm in which major components progressively degrade over time due to normal usage and exposure to a randomly varying environment. The turbines exhibit both economic and stochastic dependence due to shared maintenance setup costs and their common environment. Our aim is to identify optimal replacement policies that minimize the expected total discounted setup, replacement, and lost power production costs over an infinite horizon. The problem is formulated using a Markov decision process (MDP) model from which we establish monotonicity of the cost function jointly in the degradation level and environment state and characterize the structure of the optimal replacement policy. For the special case of a two-turbine farm, we prove that the replacement threshold of one turbine depends not only on its own state of degradation but also on the state of degradation of the other turbine in the farm. This result yields a complete characterization of the replacement policy of both turbines by a monotone curve. The policies characterized herein can be used to optimally prescribe timely replacements of major components and suggest when it is most beneficial to share costly maintenance resources.
{"title":"Structured Replacement Policies for Offshore Wind Turbines","authors":"Morteza Soltani, Jeffrey P. Kharoufeh, Amin Khademi","doi":"10.1017/s0269964823000165","DOIUrl":"https://doi.org/10.1017/s0269964823000165","url":null,"abstract":"Abstract We consider the problem of optimally maintaining an offshore wind farm in which major components progressively degrade over time due to normal usage and exposure to a randomly varying environment. The turbines exhibit both economic and stochastic dependence due to shared maintenance setup costs and their common environment. Our aim is to identify optimal replacement policies that minimize the expected total discounted setup, replacement, and lost power production costs over an infinite horizon. The problem is formulated using a Markov decision process (MDP) model from which we establish monotonicity of the cost function jointly in the degradation level and environment state and characterize the structure of the optimal replacement policy. For the special case of a two-turbine farm, we prove that the replacement threshold of one turbine depends not only on its own state of degradation but also on the state of degradation of the other turbine in the farm. This result yields a complete characterization of the replacement policy of both turbines by a monotone curve. The policies characterized herein can be used to optimally prescribe timely replacements of major components and suggest when it is most beneficial to share costly maintenance resources.","PeriodicalId":54582,"journal":{"name":"Probability in the Engineering and Informational Sciences","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135895606","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-18DOI: 10.1017/s0269964823000177
Ji Hwan Cha, Maxim Finkelstein
Abstract In this paper, a new point process is introduced. It combines the nonhomogeneous Poisson process with the generalized Polya process (GPP) studied in recent literature. In reliability interpretation, each event (failure) from this process is minimally repaired with a given probability and GPP-repaired with the complementary probability. Characterization of the new process via the corresponding bivariate point process is presented. The mean numbers of events for marginal processes are obtained via the corresponding rates, which are used for considering an optimal replacement problem as an application.
{"title":"On the combined imperfect repair process","authors":"Ji Hwan Cha, Maxim Finkelstein","doi":"10.1017/s0269964823000177","DOIUrl":"https://doi.org/10.1017/s0269964823000177","url":null,"abstract":"Abstract In this paper, a new point process is introduced. It combines the nonhomogeneous Poisson process with the generalized Polya process (GPP) studied in recent literature. In reliability interpretation, each event (failure) from this process is minimally repaired with a given probability and GPP-repaired with the complementary probability. Characterization of the new process via the corresponding bivariate point process is presented. The mean numbers of events for marginal processes are obtained via the corresponding rates, which are used for considering an optimal replacement problem as an application.","PeriodicalId":54582,"journal":{"name":"Probability in the Engineering and Informational Sciences","volume":"189 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135153867","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-08-01DOI: 10.1017/s0269964823000141
Qiuyang Li, Xinqiao Xie
Omega ratio, a risk-return performance measure, is defined as the ratio of the expected upside deviation of return to the expected downside deviation of return from a predetermined threshold described by an investor. Motivated by finding a solution protected against sampling errors, in this paper, we focus on the worst-case Omega ratio under distributional uncertainty and its application to robust portfolio selection. The main idea is to deal with optimization problems with all uncertain parameters within an uncertainty set. The uncertainty set of the distribution of returns given characteristic information, including the first two orders of moments and the Wasserstein distance, can handle data problems with uncertainty while making the calculation feasible.
{"title":"Worst-case Omega ratio under distribution uncertainty with its application in robust portfolio selection","authors":"Qiuyang Li, Xinqiao Xie","doi":"10.1017/s0269964823000141","DOIUrl":"https://doi.org/10.1017/s0269964823000141","url":null,"abstract":"\u0000 Omega ratio, a risk-return performance measure, is defined as the ratio of the expected upside deviation of return to the expected downside deviation of return from a predetermined threshold described by an investor. Motivated by finding a solution protected against sampling errors, in this paper, we focus on the worst-case Omega ratio under distributional uncertainty and its application to robust portfolio selection. The main idea is to deal with optimization problems with all uncertain parameters within an uncertainty set. The uncertainty set of the distribution of returns given characteristic information, including the first two orders of moments and the Wasserstein distance, can handle data problems with uncertainty while making the calculation feasible.","PeriodicalId":54582,"journal":{"name":"Probability in the Engineering and Informational Sciences","volume":"1 1","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83129627","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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