A5011665956- Neural Networks Stability and Synchronization
- Neural Networks and Applications
- stochastic dynamics and bifurcation
- Stability and Control of Uncertain Systems
- Nonlinear Dynamics and Pattern Formation
- Advanced Memory and Neural Computing
- Stochastic processes and financial applications
- Insurance, Mortality, Demography, Risk Management
- Economic theories and models
- Smart Grid Energy Management
- Recommender Systems and Techniques
- Complex Systems and Time Series Analysis
- Wind Turbine Control Systems
- Financial Risk and Volatility Modeling
- Customer churn and segmentation
- Smart Grid Security and Resilience
- Chaos control and synchronization
- Mobile Ad Hoc Networks
- Monetary Policy and Economic Impact
- Digital Marketing and Social Media
Donghua University
2013-2017
New York University
2015-2016
SUNY Polytechnic Institute
2015
In this paper, the problem of adaptive synchronization is investigated for stochastic neural networks neutral-type with Markovian switching parameters. Using M-matrix approach and analysis method, some sufficient conditions are obtained to ensure three kinds networks. These include almost sure asymptotical synchronization, exponential in p th moment synchronization. Some numerical examples provided illustrate effectiveness potential proposed design techniques.
This paper discusses the problem of adaptive exponential synchronization in mean square for a new neural network model with following features: 1) noise is characterized by Lévy process and parameters change line Markovian process; 2) master system also disturbed same noise; 3) there are multiple slave systems, state matrix each an affine function matrices all systems. Based on Lyapunov functional theory, generalized Itô's formula, -matrix method, control technique, some criteria established...
Now with the rapid development of information science and technology, intelligent apparel recommend has drawn wide attention in retail industry. Intelligent management effective are two issues crucial importance for store to enhance its corporate influence increase economic benefits. This paper proposes an system design scheme which is based on expert system. By comprehensive utilization database proposed provides a solid solution improving customer shopping experience. presents kind...
Wind turbines can fail during the operation due to various types of faults. Thus, one key problems in wind energy systems is resilient control achieve their high reliability. To reach this goal, we first model turbine as a Markov jump linear system based on its operating conditions, and then design controller that stabilize by incorporating faults into model. Moreover, disturbance modeled Levy noise which capture nature better than traditional Gaussian white noise. We use cases studies...
This paper investigates the problem of modelling and stabilization for a wireless based network control system with time delay. A model discrete-time time-varying delay is established to describe system, static controller designed that takes feedback from both state output into account. Based on Lyapunov stability theory linear matrix inequalities method, new criterion presented stabilizing delay, corresponding parameter obtained. numerical example given demonstrate effectiveness proposed approach.
The problem of a portfolio strategy for financial market with regime switching driven by geometric Lévy process is investigated in this paper. considered includes one bond and multiple stocks which has few researches up to now. A new general Black-Scholes (B-S) model set up, the interest rate bond, return, volatility vary as states stock prices are process. For B-S market, determined partial differential equation (PDE) parabolic type given using Itô formula. PDE an extension existing result....
This paper discusses the problem of optimal control and nonzero-sum game for stochastic differential system with Lévy noise Markovian switching parameters. Based on Bellman's principle dynamic programming Dynkin's formula, a generalized Hamiltonian-Jacobi-Bellman (HJB) equation is given solving games. Specifically, linear quadratic Gaussian parameters, Nash equilibrium strategy obtained by using this HJB equation. Finally, an example stock investment optimization in financial market provided...