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Large deviation for two-time-scale stochastic burgers equation Journal article
Stochastics and Dynamics, 2020
Authors:  Sun,Xiaobin;  Wang,Ran;  Xu,Lihu;  Yang,Xue
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2021/03/11
large deviation  slow-fast  Stochastic Burgers equation  weak convergence  
Optimal Control of AGC Systems Considering Non-Gaussian Wind Power Uncertainty Journal article
IEEE Transactions on Power Systems, 2019,Volume: 34,Issue: 4,Page: 2730-2743
Authors:  Chen,Xiaoshuang;  Lin,Jin;  Liu,Feng;  Song,Yonghua
Favorite |  | TC[WOS]:6 TC[Scopus]:7 | Submit date:2021/03/09
Automatic Generation Control  Itô Theory  Non-gaussian Distribution  Stochastic Control  Stochastic Differential Equation  Wind Power Uncertainty  
Adaptive output-feedback finite-time stabilisation of stochastic non-linear systems with application to a two-stage chemical reactor Journal article
IET Control Theory and Applications, 2019,Volume: 13,Issue: 4,Page: 534-542
Authors:  Sui,Shuai;  Chen,C. L.Philip
Favorite |  | TC[WOS]:3 TC[Scopus]:3 | Submit date:2021/03/09
Stochastic Assessment of AGC Systems Under Non-Gaussian Uncertainty Journal article
IEEE TRANSACTIONS ON POWER SYSTEMS, 2019,Volume: 34,Issue: 1,Page: 705-717
Authors:  Chen, Xiaoshuang;  Lin, Jin;  Liu, Feng;  Song, Yonghua
Favorite |  | TC[WOS]:9 TC[Scopus]:12 | Submit date:2019/01/17
Automatic Generation Control  Stochastic System  Stochastic Differential Equation  Partial Differential Equation  Series Expansion  Ito Theory  
Fuzzy adaptive finite-time control design for nontriangular stochastic nonlinear systems Journal article
IEEE Transactions on Fuzzy Systems, 2019,Volume: 27,Issue: 1,Page: 172-184
Authors:  Sui S.;  Chen C.L.P.;  Tong S.
Favorite |  | TC[WOS]:85 TC[Scopus]:92 | Submit date:2019/02/11
Multiple-input and multiple-output (MIMO) stochastic nonlinear systems  nontriangular form  state filter  stochastically finite-time control  
Optimized Multi-Agent Formation Control Based on an Identifier-Actor--Critic Reinforcement Learning Algorithm Journal article
IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2018,Volume: 26,Issue: 5,Page: 2719-2731
Authors:  Wen, Guoxing;  Chen, C. L. Philip;  Feng, Jun;  Zhou, Ning
View | Adobe PDF | Favorite |  | TC[WOS]:23 TC[Scopus]:28 | Submit date:2018/10/30
Fuzzy logic systems (FLSs)  identifier-actor-critic architecture  multi-agent formation  optimized formation control  reinforcement learning (RL)  
Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching Journal article
SCIENCE CHINA-INFORMATION SCIENCES, 2018,Volume: 61,Issue: 7
Authors:  Zhang, Shuaiqi;  Xiong, Jie;  Liu, Xiangdong
Favorite |  | TC[WOS]:6 TC[Scopus]:8 | Submit date:2018/10/30
partial information  Markovian regime-switching  stochastic maximum principle  forward-backward stochastic differential equation (FBSDE)  
A SECOND-ORDER STOCHASTIC MAXIMUM PRINCIPLE FOR GENERALIZED MEAN-FIELD SINGULAR CONTROL PROBLEM Journal article
MATHEMATICAL CONTROL AND RELATED FIELDS, 2018,Volume: 8,Issue: 2,Page: 451-473
Authors:  Guo, Hancheng;  Xiong, Jie
Favorite |  | TC[WOS]:0 TC[Scopus]:1 | Submit date:2018/10/30
Stochastic maximum principle  mean-field control problem  singular control  Frechet derivative  range theorem of vector-valued measures  
Strong existence and uniqueness to a class of nonlinear SPDEs driven by Gaussian colored noises Journal article
STATISTICS & PROBABILITY LETTERS, 2017,Volume: 129,Page: 113-119
Authors:  Xiong, Jie;  Yang, Xu
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2018/10/30
Stochastic partial differential equation  Existence  Uniqueness  Colored noise  
Linear-quadratic stochastic Stackelberg differential game with asymmetric information Journal article
SCIENCE CHINA-INFORMATION SCIENCES, 2017,Volume: 60,Issue: 9
Authors:  Shi, Jingtao;  Wang, Guangchen;  Xiong, Jie
Favorite |  | TC[WOS]:9 TC[Scopus]:16 | Submit date:2018/10/30
stochastic Stackelberg differential game  linear-quadratic control  asymmetric information  conditional mean-field forward-backward stochastic differential equation  optimal filtering