Frank Hermann Analysis and Optimization of Visual Enterprise Models Based on Graph and Model Transformation Universitatsverlag¨ der TU Berlin ISBN 978-3-7983-2321-6 (Druckausgabe) ISBN 978-3-7983-2322-3 (Online-Version) Berlin 2011 ∞∞∞ Gedruckt auf säurefreiem alterungsbeständigem Papier Druck/ Endformat, Ges. für gute Druckerzeugnisse mbH Printing: Köpenicker Str. 187-188, 10997 Berlin Verlag/ Universitätsverlag der TU Berlin Publisher: Universitätsbibliothek Fasanenstr. 88 (im VOLKSWAGEN-Haus), D-10623 Berlin Tel.: (030)314-76131; Fax.: (030)314-76133 E-Mail:
[email protected] http://www.univerlag.tu-berlin.de Analysis and Optimization of Visual Enterprise Models Based on Graph and Model Transformation vorgelegt von Diplom-Informatiker Frank Hermann aus Luckenwalde Von der Fakultat¨ IV - Informatik und Elektrotechnik der Technischen Universitat¨ Berlin zur Erlangung des akademischen Grades Doktor der Ingenieurwissenschaften Dr.-Ing. genehmigte Dissertation Promotionsausschuss: Vorsitzender: Prof. Dr. rer. nat. Bernd Mahr Berichter: Prof. Dr. rer. nat. Hartmut Ehrig Berichterin: Prof. Dr. rer. nat. Barbara Konig¨ Berichter: Prof. Dr. rer. nat. Thomas Engel Tag der wissenschaftlichen Aussprache: 10. 02. 2011 Berlin 2011 D 83 iii Abstract Security, risk and compliance are increasingly important issues in enterprise modelling. An analysis of real world scenarios for banking has shown that today’s “best practices” based on informal techniques are insufficient and should be replaced by adequate formal approaches. For this purpose, visual enterprise models based on algebraic graph and model transformation are proposed in this thesis, where the following two typical problem areas are considered: 1. Behaviour Analysis and Optimization of Visual Enterprise Process Models 2. Conformance Analysis of Enterprise Process and Service Models The first problem is solved by new concepts and results concerning behaviour analysis of visual languages, especially analysis of permutation equivalence of graph transformations based on Petri nets.