STOCHASTIC_SYSTEMS

作品数：124被引量：174H指数：6
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Signalling and Control of Nonlinear Partially Observable Stochastic Systems:Information States,Sufficient Statistics,and Applications
《Journal of Systems Science & Complexity》2025年第1期271-312,共42页CHARALAMBOUS Charalambos D. LOUKA Stelios 
In this paper the authors consider the operational problem of optimal signalling and control,called control-coding capacity(with feedback),C_(FB) in bits/second,of discrete-time nonlinear partially observable stochast...
关键词：DECENTRALIZED information theory NONLINEAR optimization randomized strategies SIGNALLING stochastic control 
A new discrepancy for sample generation in stochastic response analyses of aerospace problems with uncertain parameters
《Chinese Journal of Aeronautics》2024年第12期192-211,共20页Feng WU Yuelin ZHAO Yuxiang YANG Xiaopeng ZHANG Ning ZHOU 
the support of the National Natural Science Foundation of China(Nos.12372190,12272077);the Fundamental Research Funds for the Central Universities,China(Nos.DUT20RC(5)009,DUT20GJ216).
Good distribution of samples and weights can improve the computational accuracy and efficiency in the stochastic response analyses of aerospace problems with uncertain parameters.This work proposes a new Generalized L...
关键词：Stochastic systems Aerospace engineering Monte Carlo methods Sample generation Generalized discrepancy Non-same weights 
Distributed order estimation for continuous-time stochastic systems
《Control Theory and Technology》2024年第3期406-418,共13页Xinghua Zhu Zhixin Liu Xiaoming Hu 
supported by the National Key R&D Program of China(No.2018YFA0703800);the Natural Science Foundation of China(No.T2293770);the Strategic Priority Research Program of Chinese Academy of Sciences(No.XDA27000000);the National Science Foundation of Shandong Province(No.ZR2020ZD26).
In this paper,we investigate the distributed estimation problem of continuous-time stochastic dynamic systems over sensor networks when both the system order and parameters are unknown.We propose a local information c...
关键词：Stochastic differential equations Sensor networks Distributed order estimation Cooperative excitation condition.Convergence 
Incentive Feedback Stackelberg Strategy in Mean-Field Type Stochastic Difference Games
《Journal of Systems Science & Complexity》2024年第4期1425-1445,共21页GAO Wenhui LIN Yaning ZHANG Weihai 
supported by the National Natural Science Foundation of China under Grant Nos.61903234 and 61973198;the Natural Science Foundation of Shandong Province under Grant No.ZR2021MA066。
This paper designs an incentive Stackelberg strategy for the discrete-time stochastic systems with mean-field terms.Sufficient conditions for the existence of such a design are suggested.Moreover,the incentive strateg...
关键词：Discrete-time mean-field stochastic systems incentive strategy Stackelberg game teamoptimal solution 
Data-Driven Direct Adaptive Risk-Sensitive Control of Stochastic Systems
《Journal of Systems Science & Complexity》2024年第4期1446-1469,共24页QIAO Nan LI Tao 
supported in part by the National Natural Science Foundation of China under Grant No.62261136550;in part by the Basic Research Project of Shanghai Science and Technology Commission under Grant No.20JC1414000。
The authors propose a data-driven direct adaptive control law based on the adaptive dynamic programming(ADP) algorithm for continuous-time stochastic linear systems with partially unknown system dynamics and infinite ...
关键词：Adaptive dynamic programming direct adaptive control generalized algebraic Riccati equation risk-sensitive control 
Stochastic LQ Control with Extra Measurability Restriction
《Journal of Systems Science & Complexity》2024年第3期1003-1022,共20页WANG Hongxia HU Yuxi LI Zixing SONG Lianfeng 
supported by the Original Exploratory Program Project of National Natural Science Foundation of China under Grant No.62250056;the Joint Funds of the National Natural Science Foundation of China under Grant No.U23A20325;the Major Basic Research of Natural Science Foundation of Shandong Province under Grant No.ZR2021ZD14;the High-level Talent Team Project of Qingdao West Coast New Area under Grant No.RCTD-JC-2019-05。
Different from the standard linear quadratic(LQ)problem for stochastic systems,the LQ problem considered in the paper has extra measurability restrictions.The problem also appears in the LQ control problem for stochas...
关键词：Multiplicative noise systems optimal control stochastic maximum principle stochastic systems 
Receding Horizon Control-Based Stabilization of Singular Stochastic Systems with State Delay
《Journal of Shanghai Jiaotong university(Science)》2024年第3期436-449,共14页王晓静 刘晓华 高荣 
the Natural Science Foundation of Shandong Province (No.ZR2020MF063);the National Natural Science Foundation of China (No.61873332)。
For a class of discrete-time singular stochastic systems with multi-state delay,the stabilization problem of receding horizon control(RHC)is concerned.Due to the difficulty in solving the proposed optimization problem...
关键词：receding horizon control(RHC) singular stochastic system state delay STABILIZATION 
Recursive Filtering for Stochastic Systems With Filter-and-Forward Successive Relays
《IEEE/CAA Journal of Automatica Sinica》2024年第5期1202-1212,共11页Hailong Tan Bo Shen Qi Li Hongjian Liu 
supported in part by the National Natural Science Foundation of China(62103004,62273088,62273005,62003121);Anhui Provincial Natural Science Foundation of China(2108085QA13);the Natural Science Foundation of Zhejiang Province(LY24F030006);the Science and Technology Plan of Wuhu City(2022jc24);Anhui Polytechnic University Youth Top-Notch Talent Support Program(2018BJRC009);Anhui Polytechnic University High-End Equipment Intelligent Control Innovation Team(2021CXTD005);Anhui Future Technology Research Institute Foundation(2023qyhz08,2023qyhz09)。
In this paper,the recursive filtering problem is considered for stochastic systems over filter-and-forward successive relay(FFSR)networks.An FFSR is located between the sensor and the remote filter to forward the meas...
关键词：FILTERING successive STOCHASTIC 
Online Pareto optimal control of mean-field stochastic multi-player systems using policy iteration
《Science China(Information Sciences)》2024年第4期17-33,共17页Xiushan JIANG Yanshuang WANG Dongya ZHAO Ling SHI 
supported by National Natural Science Foundation of China(Grant Nos.62103442,12326343,62373229);Natural Science Foundation of Shandong Province(Grant No.ZR2021QF080);Fundamental Research Funds for the Central Universities(Grant No.23CX06024A);Outstanding Youth Innovation Team in Shandong Higher Education Institutions(Grant No.2023KJ061)。
In this study,the Pareto optimal strategy problem was investigated for multi-player mean-field stochastic systems governed by It?differential equations using the reinforcement learning(RL)method.A partially model-free...
关键词：mean-field stochastic systems Pareto optimal control policy iteration scheme H-representation 
Value iteration algorithm for continuous-time linear quadratic stochastic optimal control problems
《Science China(Information Sciences)》2024年第2期166-176,共11页Guangchen WANG Heng ZHANG 
This work was supported by National Natural Science Foundation of China(Grant Nos.61925306,61821004,11831010);National Key R&D Program of China(Grant No.2022YFA1006103);Natural Science Foundation of Shandong Province(Grant Nos.ZR2019ZD42,ZR2020ZD24).
In this study,we investigate a continuous-time infinite-horizon linear quadratic stochastic optimal control problem with multiplicative noise in control and state variables.Using the techniques of stochastic stability...
关键词：stochastic systems optimal control linear quadratic stochastic problem generalized algebraic Riccati equation value iteration algorithm 
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