- Stochastic processes and financial applications
- Stability and Control of Uncertain Systems
- Distributed Control Multi-Agent Systems
- Neural Networks Stability and Synchronization
- Adaptive Control of Nonlinear Systems
- Financial Risk and Volatility Modeling
- Advanced Control Systems Optimization
- Advanced Mathematical Modeling in Engineering
- Fault Detection and Control Systems
- Mathematical and Theoretical Epidemiology and Ecology Models
- Microgrid Control and Optimization
- Economic theories and models
- Insurance, Mortality, Demography, Risk Management
- Industrial Technology and Control Systems
- Stochastic processes and statistical mechanics
- Credit Risk and Financial Regulations
- Financial Markets and Investment Strategies
- Guidance and Control Systems
- Complex Systems and Time Series Analysis
- Advanced Control Systems Design
- Cryptographic Implementations and Security
- Adaptive Dynamic Programming Control
- Evaluation Methods in Various Fields
- Mathematical Biology Tumor Growth
- Transportation Planning and Optimization
Shandong University
2015-2024
University of Jinan
2024
Lanzhou Jiaotong University
2024
Zhejiang University of Finance and Economics
2024
Ningbo University
2015-2023
Temple University
2023
China University of Mining and Technology
2022
Nanjing Audit University
2022
University of Science and Technology of China
2022
Shandong University of Science and Technology
2021
This paper presents an <i xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">H</i> <sub xmlns:xlink="http://www.w3.org/1999/xlink">∞</sub> controller design method for networked control systems (NCSs) with bounded packet dropouts. A new model is proposed to represent dropouts satisfying a Markov process and late-arrival packets. The closed-loop NCS state-feedback transformed into system, which convenient the synthesis. Two types of laws are taken...
This study investigates robust consensus problem for multi‐agent systems (MASs) with both system and communication noises. The agent state is estimated based on the noisy measurement information by applying Kalman‐filtering theory, then sent to neighbour agents through a environment. A protocol proposed relative state, under which error of MASs can be characterised precisely via unique solution Lyapunov equation. In addition, consensusability dynamic output feedback control without noises...
This paper investigates the optimal Kalman consensus filter (KCF) for a class of linear discrete-time system with different transmission delays and fading channels. In order to improve communication distance quality, amplifyand- forward (AaF) relay protocol is utilized regulate data transmissions over sensor-to-estimator The reorganisation observation technology employed convert sequence time delay into delayfree sequence. An distributed KCF given Kalman-like framework proposed each node...
In this article, we are concerned with the consensus problem of multiagent system where channels from each agent's control input to plant fading nonidentically. Two problems have been extensively studied. One is consentable when current state information available for controller. The other that delayed controller in which propose a novel predictorlike protocol. It obtained matrices <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML"...
Traditional UAV training Simulator is independent of System, so the operator cannot accomplish both system test and in one process. This paper presented realized a kind new Training based on simulation for equipment UAV. The structure signal pipeline was introduced first, then method process to treat plane model into real time. At last main function effect scene editor displaying were presented. result shows that can not only meet requirement but also testing flight control system, radio...
This article investigates the pricing of warrant bonds with default risk under a jump diffusion process. We assume that stock price follows model while interest rate and intensity have feature mean reversion. By neutral theorem, we obtain an explicit formula bond. Furthermore, numerical analysis is provided to illustrate sensitivities proposed model.
In this article, we will study a class of forward and backward stochastic difference equations (discrete-time FBSDEs) with time delay. By establishing nonhomogeneous relationship between the processes, give explicit solution discrete-time FBSDEs delay in terms Riccati-like equations. The is great significance solving control problem. To show point, leader-follower game problem input With derived delay, present optimal controllers leader follower feedback form predictors.
This article focuses on an optimal hedging problem of the vulnerable European contingent claims. The underlying asset claims is assumed to be nontradable. interest rate, appreciation rate and volatility risky assets are modulated by a finite-state continuous-time Markov chain. By using local risk minimization method, we obtain explicit closed-form solution for strategies Further, consider call option. Optimal obtained. Finally, numerical example option in two-regime case provided illustrate...
Based on the analysis of PID algorithm and Generalized Predictive Control (GPC), performance index was restructured as form. The derivation PID-type (PIDGPC) given. influence Controller parameter tuning system analyzed in time domain with simulations. Compared conventional algorithm, has better control
In this article, we study the mean-square stabilization of discrete-time multiplicative-noise stochastic systems under decentralized controllers. Two controllers are involved in system where each controller has access to different information and one set is contained by another one. The adopted structure adapted open-loop. main contribution article twofold. On hand, give unique explicit solution finite-horizon optimization problem terms difference Riccati equations. other characterize...
This paper is concerned with the optimal filter problems for networked systems random transmission delays, while delay process modeled as a multi-state Markov chain which incorporates data losses naturally. By defining an indicator function of delay, are transformed into ones standard jumping parameter measurement system. We first present Kalman filter, time-varying, path-dependent gains, and number paths grows exponentially in time delay. Thus alternative jump linear presented, gains just...
Summary This article investigates the optimal output feedback control problem for discrete‐time Markov jump linear system (MJLS) with input delay and packet losses in finite horizon. There are three main contributions. First, we assume that state variable available to controller, then propose a new version of stochastic maximum principle. Based on proposed tool, an controller is obtained by solving set delayed coupled difference Riccati equations. Second, under condition unavailable it...
In the interconnection network operation of plug-in cross-line and post-station crossing, this paper considered reasonable connection train operation, proposed a method based on coyote optimization algorithm (COA) to solve adjustment problem in case small-scale delay. Firstly, relation trains "Y/T"-type is analyzed. Then, model established with goal minimizing total delay time. Finally, data two "Y"-type subway lines city are simulated verify effectiveness rapidity COA solving model, it...
Contrary to a popular belief that capitalizing operating leases conveys new information financial statement users, we report lease expenses, already recognized on borrowers’ income statements, explain nearly all the variation in bank loan interest rates attributable risks. Adding capitalized liabilities does not improve explanatory power, indicating despite having unique access capitalization data, banks price loans as if such data are incrementally useful. This pattern is unchanged after...