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A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 461, 页码: 17
作者:  Zhao, Yue;  Mao, Zhiping;  Guo, Ling;  Tang, Yifa;  Karniadakis, George Em
收藏  |  浏览/下载:59/0  |  提交时间:2023/02/07
Uncertainty quantification  Anomalous transport  Quasi Monte Carlo simulation  Generalized polynomial chaos  Long-time integration  Poly-fractonomials  
Differentially private consensus algorithm for continuous-time heterogeneous multi-agent systems 期刊论文
AUTOMATICA, 2020, 卷号: 122, 页码: 10
作者:  Liu, Xiao-Kang;  Zhang, Ji-Feng;  Wang, Jimin
收藏  |  浏览/下载:130/0  |  提交时间:2021/04/26
Multi-agent systems  Networked control systems  Differential privacy  
An index tracking model with stratified sampling and optimal allocation 期刊论文
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2018, 卷号: 34, 期号: 2, 页码: 144-157
作者:  Wang, Meihua;  Xu, Fengmin;  Dai, Yu-Hong
收藏  |  浏览/下载:154/0  |  提交时间:2018/07/30
index tracking  out-of-sample performance  stratified sampling  stratified hybrid genetic algorithm  s-rar crossover  
Probabilistic Safety Verification of Stochastic Hybrid Systems Using Barrier Certificates 期刊论文
ACM TRANSACTIONS ON EMBEDDED COMPUTING SYSTEMS, 2017, 卷号: 16, 页码: 19
作者:  Huang, Chao;  Chen, Xin;  Lin, Wang;  Yang, Zhengfeng;  Li, Xuandong
收藏  |  浏览/下载:114/0  |  提交时间:2018/07/30
Stochastic hybrid systems  safety verification  barrier certificate  
The moment exponential stability criterion of nonlinear hybrid stochastic differential equations and its discrete approximations 期刊论文
PROCEEDINGS OF THE ROYAL SOCIETY OF EDINBURGH SECTION A-MATHEMATICS, 2016, 卷号: 146, 期号: 6, 页码: 1303-1328
作者:  Zong, Xiaofeng;  Wu, Fuke;  Huang, Chengming
收藏  |  浏览/下载:109/0  |  提交时间:2018/07/30
hybrid SDEs  moment exponential stability  Markov chain  Euler-Maruyama approximation  backward Euler-Maruyama approximation  split-step backward Euler-Maruyama approximation  
DOUBLE-STEPPED ADAPTIVE CONTROL FOR HYBRID SYSTEMS WITH UNKNOWN MARKOV JUMPS AND STOCHASTIC NOISES 期刊论文
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2009, 卷号: 15, 期号: 4, 页码: 969-993
作者:  Tan, Shuping;  Zhang, Ji-Feng
收藏  |  浏览/下载:122/0  |  提交时间:2018/07/30
Sampling control system  Markov jump parameter  adaptive control  double-step approach  stochastic noise  least matching error estimation  
Futures price modeling under exchange rate volatility and its multi-period semi-variance portfolio selection 期刊论文
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2009, 卷号: 40, 期号: 11, 页码: 1139-1148
作者:  Yan, Wei;  Li, Shurong
收藏  |  浏览/下载:126/0  |  提交时间:2018/07/30
four-factor model  multi-period semi-variance portfolio  exchange rate  futures  hybrid GA with PSO  economic systems  finance  partial differential equations  genetic algorithms  
Weighted singularly perturbed hybrid stochastic systems 期刊论文
MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2005, 卷号: 62, 期号: 1, 页码: 41-54
作者:  Liu, K;  Filar, JA
收藏  |  浏览/下载:119/0  |  提交时间:2018/07/30
weighted Markov Decision Processes  Hybrid Stochastic System  perturbations  optimal policy  delta-optimal  
Optimality analysis of adaptive sampled control of hybrid systems with quadratic index 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2005, 卷号: 50, 期号: 7, 页码: 1044-1051
作者:  Tan, SP;  Zhang, JF;  Yao, LL
收藏  |  浏览/下载:97/0  |  提交时间:2018/07/30
adaptive control  linear quadratic (LQ) index  Markov jump parameter  sampled-data based control  stochastic system