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 
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 
Stabilization for Discrete-Time Stochastic Systems with Multiple Input Delays
《Journal of Systems Science & Complexity》2023年第5期1961-1980,共20页LI Lin ZHANG Huanshui 
supported by Shandong Provincial Natural Science Foundation of China under Grant Nos.ZR2022MF239 and ZR2021MA002。
A stabilization problem for stochastic systems with multiple input delays is investigated herein.A new method to construct an optimal control problem with input constraints is adopted.A sufficient stabilization condit...
关键词:Riccati-type equations STABILIZATION stochastic systems time-delay systems 
Feedback Stackelberg Solution for Mean-Field Type Stochastic Systems with Multiple Followers被引量:1
《Journal of Systems Science & Complexity》2023年第4期1519-1539,共21页LIN Yaning ZHANG Weihai 
This research was supported by the National Natural Science Foundation of China under Grant Nos.61903234 and 61973198.
This paper discusses feedback Stackelberg strategies for the continuous-time mean-field type stochastic systems with multiple followers in infinite horizon.First,optimal control problems of the followers are studied i...
关键词:Feedback information structure generalized algebraic Riccati equations mean-field type stochastic systems Stackelberg strategy 
On PID Control Theory for Nonaffine Uncertain Stochastic Systems被引量:3
《Journal of Systems Science & Complexity》2023年第1期165-186,共22页ZHANG Jinke ZHAO Cheng GUO Lei 
supported by the National Natural Science Foundation of China under Grant No.12288201.
PID(proportional-integral-derivative)control is recognized to be the most widely and successfully employed control strategy by far.However,there are limited theoretical investigations explaining the rationale why PID ...
关键词:Asymptotically regulation global stability nonaffine PID control stochastic systems uncertain structure 
Optimal Control and Stabilization for It?Systems with Input Delay
《Journal of Systems Science & Complexity》2021年第5期1895-1926,共32页WANG Hongxia ZHANG Huanshui XIE Lihua 
Science and Technology Project of Qingdao West Coast New Area(2019-32,2020-20,2020-1-4);High-level Talent Team Project of Qingdao West Coast New Area(RCTD-JC-2019-05);Key Research and Development Program of Shandong Province(2020CXGC01208)。
The paper considers the linear quadratic regulation(LQR)and stabilization problems for It?stochastic systems with two input channels of which one has input delay.The underlying problem actually falls into the field of...
关键词:Input delay It?systems LQR optimal control stochastic systems 
A Guaranteed Cost Approach to Dynamic Output Feedback Control for Neutral-Type Markovian Jumping Stochastic Systems
《Journal of Systems Science & Complexity》2021年第4期1487-1500,共14页LI Yanbo KAO Binghua XIE Jing KAO Yonggui 
supported by the National Natural Science Foundation of China under Grant Nos.61703226and 71961002;Startup Project of Doctor Scientific Research of Guangxi University of Finance and Economics BS 2019002。
This paper is devoted to investigating the dynamic output feedback(DOF)control problem of Markovian jump neutral-type stochastic systems with a guaranteed cost function.Both of the state and measurement equations cont...
关键词:Guaranteed cost control linear matrix inequality Markovian jump neutral stochastic systems output feedback control time delay 
Stochastic Systems Arising from Markov Modulated Empirical Measures被引量:1
《Journal of Systems Science & Complexity》2017年第5期999-1011,共13页YIN Gang BUI Trang 
supported by the Air Force Office of Scientific Research under Grant No.FA9550-15-1-0131
This work is devoted to stochastic systems arising from empirical measures of random sequences(termed primary sequences) that are modulated by another Markov chain. The Markov chain is used to model random discrete ev...
关键词:Brownian bridge limit empirical measure multi-scale modeling regime-switching model weak convergence 
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