This paper deals with Mckean-Vlasov backward stochastic differential equations with weak monotonicity coefficients.We first establish the existence and uniqueness of solutions to Mckean-Vlasov backward stochastic diff...This paper deals with Mckean-Vlasov backward stochastic differential equations with weak monotonicity coefficients.We first establish the existence and uniqueness of solutions to Mckean-Vlasov backward stochastic differential equations.Then we obtain a comparison theorem in one-dimensional situation.展开更多
This paper addresses a dynamic vehicle routing problem with stochastic requests in a dual-channel distribution center that utilizes shared vehicle resources to serve two types of customers:offline corporate clients(CC...This paper addresses a dynamic vehicle routing problem with stochastic requests in a dual-channel distribution center that utilizes shared vehicle resources to serve two types of customers:offline corporate clients(CCs)with fixed and stochastic batch demands,and online individual customers(ICs)with single-unit demands.To manage stochastic batch demands from CCs,this paper proposes three recourse policies under a differentiated resource-sharing scheme:the waiting-tour-based(WTB)policy,the advance-tour-based(ATB)policy,and the advance-customer-based(ACB)policy.These policies differ in their response priorities to random requests and the scope of route reoptimization.The problem is formulated as a two-stage stochastic recourse programming model,where the first stage establishes routes for fixed demands.In the second stage,we construct three stochastic recourse programming models corresponding to the proposed recourse policies.To solve these models,this paper develop rolling horizon algorithms integrated with mathematical programming models or metaheuristic algorithms.Extensive numerical experiments validate the effectiveness of the proposed algorithms and policies.The results indicate that both the ATB and ACB policies lead to cost savings compared to the WTB policy,especially when stochastic demands are urgent and delivery resources are quite limited.Specifically,when the number of ICs is small,the expected total cost savings can exceed 12%,and in some scenarios,savings of over 20%can be achieved.When the number of ICs is large,some scenarios can achieve cost savings exceeding 7%.Furthermore,the ACB policy yields lower costs,fewer worsened ICs,fewer trips,and less vehicle time than the ATB policy.展开更多
Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical...Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical guarantees.In this pa-per,we introduce several topics on quantitative risk management and review some of the recent studies and advancements on the topics.We consider several risk metrics and study decision models that involve the metrics,with a main focus on the related com-puting techniques and theoretical properties.We show that stochastic optimization,as a powerful tool,can be leveraged to effectively address these problems.展开更多
In this work,we investigate the existence and asymptotic stability in mean square of mild solutions for non-linear impulsive neutral stochastic evolution equations with infinite delays in distribution in a real separa...In this work,we investigate the existence and asymptotic stability in mean square of mild solutions for non-linear impulsive neutral stochastic evolution equations with infinite delays in distribution in a real separable Hilbert space.By using the Banach fixed point principle,some sufficient conditions are derived to ensure the asymptotic stability of mild solutions.Moreover,we investigate the Hyers-Ulam stability for such stochastic system.Finally,an illustrative example is given to demonstrate the effectiveness of the obtained results.展开更多
The article studies the evolutionary dynamics of two-population two-strategy game models with and without impulses. First, the payment matrix is given and two evolutionary dynamics models are established by adding sto...The article studies the evolutionary dynamics of two-population two-strategy game models with and without impulses. First, the payment matrix is given and two evolutionary dynamics models are established by adding stochastic and impulse. For the stochastic model without impulses, the existence and uniqueness of solution, and the existence of positive periodic solutions are proved, and a sufficient condition for strategy extinction is given. For the stochastic model with impulses, the existence of positive periodic solutions is proved. Numerical results show that noise and impulses directly affect the model, but the periodicity of the model does not change.展开更多
In this paper,we propose a neural network approach to learn the parameters of a class of stochastic Lotka-Volterra systems.Approximations of the mean and covariance matrix of the observational variables are obtained f...In this paper,we propose a neural network approach to learn the parameters of a class of stochastic Lotka-Volterra systems.Approximations of the mean and covariance matrix of the observational variables are obtained from the Euler-Maruyama discretization of the underlying stochastic differential equations(SDEs),based on which the loss function is built.The stochastic gradient descent method is applied in the neural network training.Numerical experiments demonstrate the effectiveness of our method.展开更多
This paper studies the Smoluchowski–Kramers approximation for a discrete-time dynamical system modeled as the motion of a particle in a force field.We show that the approximation holds for the drift-implicit Euler–M...This paper studies the Smoluchowski–Kramers approximation for a discrete-time dynamical system modeled as the motion of a particle in a force field.We show that the approximation holds for the drift-implicit Euler–Maruyama discretization and derive its convergence rate.In particular,the solution of the discretized system converges to the solution of the first-order limit equation in the mean-square sense,and this convergence is independent of the order in which the mass parameterμand the step size h tend to zero.展开更多
This paper investigates the selective maintenance o systems that perform multi-mission in succession. Selective maintenance is performed on systems with limited break time to improve the success of the next mission. I...This paper investigates the selective maintenance o systems that perform multi-mission in succession. Selective maintenance is performed on systems with limited break time to improve the success of the next mission. In general, the duration of the mission is stochastic. However, existing studies rarely take into account system availability and the repairpersons with different skill levels. To solve this problem, a new multi-mission selective maintenance and repairpersons assignment model with stochastic duration of the mission are developed. To maximize the minimum phase-mission reliability while meeting the minimum system availability, the model is transformed into an optimization problem subject to limited maintenance resources. The optimization is then realized using an analytical method based on a self-programming function and a Monte Carlo simulation method, respectively. Finally, the validity of the model and solution method approaches are verified by numerical arithmetic examples. Comparative and sensitivity analyses are made to provide proven recommendations for decision-makers.展开更多
This paper proposes a reliability evaluation model for a multi-dimensional network system,which has potential to be applied to the internet of things or other practical networks.A multi-dimensional network system with...This paper proposes a reliability evaluation model for a multi-dimensional network system,which has potential to be applied to the internet of things or other practical networks.A multi-dimensional network system with one source element and multiple sink elements is considered first.Each element can con-nect with other elements within a stochastic connection ranges.The system is regarded as successful as long as the source ele-ment remains connected with all sink elements.An importance measure is proposed to evaluate the performance of non-source elements.Furthermore,to calculate the system reliability and the element importance measure,a multi-valued decision diagram based approach is structured and its complexity is analyzed.Finally,a numerical example about the signal transfer station system is illustrated to analyze the system reliability and the ele-ment importance measure.展开更多
The problem of robust H_∞ control for uncertain neutral stochastic systems with time-varying delay is discussed.The parameter uncertaintie is assumed to be time varying norm-bounded.First,the stochastic robust stabil...The problem of robust H_∞ control for uncertain neutral stochastic systems with time-varying delay is discussed.The parameter uncertaintie is assumed to be time varying norm-bounded.First,the stochastic robust stabilization of the stochastic system without disturbance input is investigated by nonlinear matrix inequality method.Then,a full-order stochastic dynamic output feedback controller is designed by solving a bilinear matrix inequality（BMI）,which ensures a prescribed stochastic robust H_∞ performance level for the resulting closed-loop system with nonzero disturbance input and for all admissible uncertainties.An illustrative example is provided to show the feasibility of the controller and the potential of the proposed technique.展开更多
A consensus-distributed fault-tolerant(CDFT)control law is proposed for a class of leader-following multi-vehicle cooperative attack(MVCA)systems in this paper.In particular,the switching communication topologies,stoc...A consensus-distributed fault-tolerant(CDFT)control law is proposed for a class of leader-following multi-vehicle cooperative attack(MVCA)systems in this paper.In particular,the switching communication topologies,stochastic multi-hop timevarying delays,and actuator faults are considered,which may lead to system performance degradation or on certain occasions even cause system instability.Firstly,the estimator of actuator faults for the following vehicle is designed to identify the actuator faults under a fixed topology.Then the CDFT control protocol and trajectory following error are derived by the relevant content of Lyapunov stability theory,the graph theory,and the matrix theory.The CDFT control protocol is proposed in the same manner,where a more realistic scenario is considered,in which the maximum trajectory following error and information on the switching topologies during the cooperative attack are available.Finally,numerical simulation are carried out to indicate that the proposed distributed fault-tolerant(DFT)control law is effective.展开更多
Stochastic switched epidemic systems with a discrete or distributed time delay are constructed and investigated. By the Lyapunov method and lto＇s differential rule, the existence and uniqueness of global positive sol...Stochastic switched epidemic systems with a discrete or distributed time delay are constructed and investigated. By the Lyapunov method and lto＇s differential rule, the existence and uniqueness of global positive solution of each system is proved. And stability conditions of the disease-free equilibrium of the systems are obtained. Numerical simulations are presented to illustrate the results.展开更多
A robust dissipative control problem for a class of It-type stochastic systems is discussed with Markovian jumping parameters and time-varying delay.A memoryless state feedback dissipative controller is developed base...A robust dissipative control problem for a class of It-type stochastic systems is discussed with Markovian jumping parameters and time-varying delay.A memoryless state feedback dissipative controller is developed based on Lyapunov-Krasovskii functional approach such that the closed-loop system is robustly stochastically stable and weakly delay-dependent(RSSWDD)and strictly(Q,S,R)-dissipative.The sufficient condition on the existence of state feedback dissipative controller is presented by linear matrix inequality(LMI).And the desired controller can be concluded as solving a set of LMI.Finally,a numerical example is provided to demonstrate the effectiveness of the proposed approach.展开更多
A new horn failure mechanism was constructed for tunnel faces in the soft rock mass by means of the logarithmic spiral curve. The seismic action was incorporated into the horn failure mechanism using the pseudo-static...A new horn failure mechanism was constructed for tunnel faces in the soft rock mass by means of the logarithmic spiral curve. The seismic action was incorporated into the horn failure mechanism using the pseudo-static method. Considering the randomness of rock mass parameters and loads, a three-dimensional (3D) stochastic collapse model was established. Reliability analysis of seismic stability of tunnel faces was presented via the kinematical approach and the response surface method. The results show that, the reliability of tunnel faces is significantly affected by the supporting pressure, geological strength index, uniaxial compressive strength, rock bulk density and seismic forces. It is worth noting that, if the effect of seismic force was not considered, the stability of tunnel faces would be obviously overestimated. However, the correlation between horizontal and vertical seismic forces can be ignored under the condition of low calculation accuracy.展开更多
As a production quality index of hematite grinding process,particle size(PS)is hard to be measured in real time.To achieve the PS estimation,this paper proposes a novel data driven model of PS using stochastic configu...As a production quality index of hematite grinding process,particle size(PS)is hard to be measured in real time.To achieve the PS estimation,this paper proposes a novel data driven model of PS using stochastic configuration network(SCN)with robust technique,namely,robust SCN(RSCN).Firstly,this paper proves the universal approximation property of RSCN with weighted least squares technique.Secondly,three robust algorithms are presented by employing M-estimation with Huber loss function,M-estimation with interquartile range(IQR)and nonparametric kernel density estimation(NKDE)function respectively to set the penalty weight.Comparison experiments are first carried out based on the UCI standard data sets to verify the effectiveness of these methods,and then the data-driven PS model based on the robust algorithms are established and verified.Experimental results show that the RSCN has an excellent performance for the PS estimation.展开更多
The problem of track control is studied for a class of strict-feedback stochastic nonlinear systems in which unknown virtual control gain function is the main feature.First,the so-called stochastic LaSalle theory is e...The problem of track control is studied for a class of strict-feedback stochastic nonlinear systems in which unknown virtual control gain function is the main feature.First,the so-called stochastic LaSalle theory is extended to some extent,and accordingly,the results of global ultimate boundedness for stochastic nonlinear systems are developed.Next,a new design scheme of fuzzy adaptive control is proposed.The advantage of it is that it does not require priori knowledge of virtual control gain function sign,which is usually demanded in many designs.At the same time,the track performance of closed-loop systems is improved by adaptive modifying the estimated error upper bound.By theoretical analysis,the signals of closed-loop systems are globally ultimately bounded in probability and the track error converges to a small residual set around the origin in 4th-power expectation.展开更多
Developing a course of action(COA) is a key step in military planning. In most extant studies on the COA development,only the unilateral actions of friendly forces are considered. Based on stochastic games, we propose...Developing a course of action(COA) is a key step in military planning. In most extant studies on the COA development,only the unilateral actions of friendly forces are considered. Based on stochastic games, we propose models that could deal with the complexities and uncertainties of wars. By analyzing the equilibrium state of both opponent sides, outcomes preferable to one side could be achieved by adopting the methods obtained from the proposed models. This research could help decision makers take the right COA in a state of uncertainty.展开更多
Multi-attribute decision problems where the performances of the alternatives are random variables are considered. The suggested approach grades the probabilities of preference of one alternative over another with resp...Multi-attribute decision problems where the performances of the alternatives are random variables are considered. The suggested approach grades the probabilities of preference of one alternative over another with respect to the same attribute. Based on the graded probabilistic dominance relation, the pairwise comparison information table is defined. The global preferences of the decision maker can be seen as a rough binary relation. The present paper proposes to approximate this preference relation by means of the graded probabilistic dominance relation with respect to the subsets of attributes. At last, the method is illustrated by an example.展开更多
The traditional voltage stability analysis method is mostly based on the deterministic mode1.and ignores the uncertainties of bus loads,power supplies,changes in network configuration and so on.However,the great expan...The traditional voltage stability analysis method is mostly based on the deterministic mode1.and ignores the uncertainties of bus loads,power supplies,changes in network configuration and so on.However,the great expansion of renewable power generations such as wind and solar energy in a power system has increased their uncertainty,and仃aditional techniques are limited in capturing their variable behavior.This leads to greater needs of new techniques and methodologies to properly quan tify the voltage stability of power systems.展开更多
基金Supported by the National Natural Science Foundation of China(12001074)the Research Innovation Program of Graduate Students in Hunan Province(CX20220258)+1 种基金the Research Innovation Program of Graduate Students of Central South University(1053320214147)the Key Scientific Research Project of Higher Education Institutions in Henan Province(25B110025)。
文摘This paper deals with Mckean-Vlasov backward stochastic differential equations with weak monotonicity coefficients.We first establish the existence and uniqueness of solutions to Mckean-Vlasov backward stochastic differential equations.Then we obtain a comparison theorem in one-dimensional situation.
基金supported by the National Natural Science Foundation of China(71991464/71991460,72301261,72001066)2024 Anhui Province High-end Talent Introduction and Cultivation Project.
文摘This paper addresses a dynamic vehicle routing problem with stochastic requests in a dual-channel distribution center that utilizes shared vehicle resources to serve two types of customers:offline corporate clients(CCs)with fixed and stochastic batch demands,and online individual customers(ICs)with single-unit demands.To manage stochastic batch demands from CCs,this paper proposes three recourse policies under a differentiated resource-sharing scheme:the waiting-tour-based(WTB)policy,the advance-tour-based(ATB)policy,and the advance-customer-based(ACB)policy.These policies differ in their response priorities to random requests and the scope of route reoptimization.The problem is formulated as a two-stage stochastic recourse programming model,where the first stage establishes routes for fixed demands.In the second stage,we construct three stochastic recourse programming models corresponding to the proposed recourse policies.To solve these models,this paper develop rolling horizon algorithms integrated with mathematical programming models or metaheuristic algorithms.Extensive numerical experiments validate the effectiveness of the proposed algorithms and policies.The results indicate that both the ATB and ACB policies lead to cost savings compared to the WTB policy,especially when stochastic demands are urgent and delivery resources are quite limited.Specifically,when the number of ICs is small,the expected total cost savings can exceed 12%,and in some scenarios,savings of over 20%can be achieved.When the number of ICs is large,some scenarios can achieve cost savings exceeding 7%.Furthermore,the ACB policy yields lower costs,fewer worsened ICs,fewer trips,and less vehicle time than the ATB policy.
文摘Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical guarantees.In this pa-per,we introduce several topics on quantitative risk management and review some of the recent studies and advancements on the topics.We consider several risk metrics and study decision models that involve the metrics,with a main focus on the related com-puting techniques and theoretical properties.We show that stochastic optimization,as a powerful tool,can be leveraged to effectively address these problems.
基金supported by the Excellent Talents Support Program for Colleges and Universities in Anhui Province(Grant No.gxyqZD2020003)。
文摘In this work,we investigate the existence and asymptotic stability in mean square of mild solutions for non-linear impulsive neutral stochastic evolution equations with infinite delays in distribution in a real separable Hilbert space.By using the Banach fixed point principle,some sufficient conditions are derived to ensure the asymptotic stability of mild solutions.Moreover,we investigate the Hyers-Ulam stability for such stochastic system.Finally,an illustrative example is given to demonstrate the effectiveness of the obtained results.
基金Supported by the National Natural Science Foundation of China(10671182)。
文摘The article studies the evolutionary dynamics of two-population two-strategy game models with and without impulses. First, the payment matrix is given and two evolutionary dynamics models are established by adding stochastic and impulse. For the stochastic model without impulses, the existence and uniqueness of solution, and the existence of positive periodic solutions are proved, and a sufficient condition for strategy extinction is given. For the stochastic model with impulses, the existence of positive periodic solutions is proved. Numerical results show that noise and impulses directly affect the model, but the periodicity of the model does not change.
基金Supported by the National Natural Science Foundation of China(11971458,11471310)。
文摘In this paper,we propose a neural network approach to learn the parameters of a class of stochastic Lotka-Volterra systems.Approximations of the mean and covariance matrix of the observational variables are obtained from the Euler-Maruyama discretization of the underlying stochastic differential equations(SDEs),based on which the loss function is built.The stochastic gradient descent method is applied in the neural network training.Numerical experiments demonstrate the effectiveness of our method.
基金supported by the PhD Research Startup Foundation of Hubei University of Economics(Grand No.XJ23BS42).
文摘This paper studies the Smoluchowski–Kramers approximation for a discrete-time dynamical system modeled as the motion of a particle in a force field.We show that the approximation holds for the drift-implicit Euler–Maruyama discretization and derive its convergence rate.In particular,the solution of the discretized system converges to the solution of the first-order limit equation in the mean-square sense,and this convergence is independent of the order in which the mass parameterμand the step size h tend to zero.
文摘This paper investigates the selective maintenance o systems that perform multi-mission in succession. Selective maintenance is performed on systems with limited break time to improve the success of the next mission. In general, the duration of the mission is stochastic. However, existing studies rarely take into account system availability and the repairpersons with different skill levels. To solve this problem, a new multi-mission selective maintenance and repairpersons assignment model with stochastic duration of the mission are developed. To maximize the minimum phase-mission reliability while meeting the minimum system availability, the model is transformed into an optimization problem subject to limited maintenance resources. The optimization is then realized using an analytical method based on a self-programming function and a Monte Carlo simulation method, respectively. Finally, the validity of the model and solution method approaches are verified by numerical arithmetic examples. Comparative and sensitivity analyses are made to provide proven recommendations for decision-makers.
基金supported by the National Natural Science Foundation of China(72101025,72271049),the Interdisciplinary Research Project for Young Teachers of USTB(Fundamental Research Funds for the Central Universities,FRF-IDRY-24-024)the Hebei Natural Science Foundation(F2023501011)+1 种基金the Fundamental Research Funds for the Central Universities(FRF-TP-20-073A1)the R&D Program of Beijing Municipal Education Commission(KM202411232015).
文摘This paper proposes a reliability evaluation model for a multi-dimensional network system,which has potential to be applied to the internet of things or other practical networks.A multi-dimensional network system with one source element and multiple sink elements is considered first.Each element can con-nect with other elements within a stochastic connection ranges.The system is regarded as successful as long as the source ele-ment remains connected with all sink elements.An importance measure is proposed to evaluate the performance of non-source elements.Furthermore,to calculate the system reliability and the element importance measure,a multi-valued decision diagram based approach is structured and its complexity is analyzed.Finally,a numerical example about the signal transfer station system is illustrated to analyze the system reliability and the ele-ment importance measure.
基金supported by the National Natural Science Foundation of China(607404306646087403160904060)
文摘The problem of robust H_∞ control for uncertain neutral stochastic systems with time-varying delay is discussed.The parameter uncertaintie is assumed to be time varying norm-bounded.First,the stochastic robust stabilization of the stochastic system without disturbance input is investigated by nonlinear matrix inequality method.Then,a full-order stochastic dynamic output feedback controller is designed by solving a bilinear matrix inequality（BMI）,which ensures a prescribed stochastic robust H_∞ performance level for the resulting closed-loop system with nonzero disturbance input and for all admissible uncertainties.An illustrative example is provided to show the feasibility of the controller and the potential of the proposed technique.
基金supported by the National Natural Science Foundation of China(61773387)the China Postdoctoral Fund(2016M5909712017T100770)。
文摘A consensus-distributed fault-tolerant(CDFT)control law is proposed for a class of leader-following multi-vehicle cooperative attack(MVCA)systems in this paper.In particular,the switching communication topologies,stochastic multi-hop timevarying delays,and actuator faults are considered,which may lead to system performance degradation or on certain occasions even cause system instability.Firstly,the estimator of actuator faults for the following vehicle is designed to identify the actuator faults under a fixed topology.Then the CDFT control protocol and trajectory following error are derived by the relevant content of Lyapunov stability theory,the graph theory,and the matrix theory.The CDFT control protocol is proposed in the same manner,where a more realistic scenario is considered,in which the maximum trajectory following error and information on the switching topologies during the cooperative attack are available.Finally,numerical simulation are carried out to indicate that the proposed distributed fault-tolerant(DFT)control law is effective.
基金supported by the National Natural Science Foundation of China(60874114)
文摘Stochastic switched epidemic systems with a discrete or distributed time delay are constructed and investigated. By the Lyapunov method and lto＇s differential rule, the existence and uniqueness of global positive solution of each system is proved. And stability conditions of the disease-free equilibrium of the systems are obtained. Numerical simulations are presented to illustrate the results.
基金supported in part by the National Natural Science Foundation of China(60874045,60904030)the Foundation of the Education Bureau of Jiangsu Province(09KJB510019)the Natural Science Foundation of Jiangsu Province(BK2009184)
文摘A robust dissipative control problem for a class of It-type stochastic systems is discussed with Markovian jumping parameters and time-varying delay.A memoryless state feedback dissipative controller is developed based on Lyapunov-Krasovskii functional approach such that the closed-loop system is robustly stochastically stable and weakly delay-dependent(RSSWDD)and strictly(Q,S,R)-dissipative.The sufficient condition on the existence of state feedback dissipative controller is presented by linear matrix inequality(LMI).And the desired controller can be concluded as solving a set of LMI.Finally,a numerical example is provided to demonstrate the effectiveness of the proposed approach.
基金Projects(51804113,51434006,51874130)supported by the National Natural Science Foundation of ChinaProject(E51768)supported by the Doctoral Initiation Foundation of Hunan University of Science and Technology,China+1 种基金Project(E61610)supported by the Postdoctoral Research Foundation of Hunan University of Science and Technology,ChinaProject(E21734)supported by the Open Foundation of Work Safety Key Lab on Prevention and Control of Gas and Roof Disasters for Southern Coal Mines,China
文摘A new horn failure mechanism was constructed for tunnel faces in the soft rock mass by means of the logarithmic spiral curve. The seismic action was incorporated into the horn failure mechanism using the pseudo-static method. Considering the randomness of rock mass parameters and loads, a three-dimensional (3D) stochastic collapse model was established. Reliability analysis of seismic stability of tunnel faces was presented via the kinematical approach and the response surface method. The results show that, the reliability of tunnel faces is significantly affected by the supporting pressure, geological strength index, uniaxial compressive strength, rock bulk density and seismic forces. It is worth noting that, if the effect of seismic force was not considered, the stability of tunnel faces would be obviously overestimated. However, the correlation between horizontal and vertical seismic forces can be ignored under the condition of low calculation accuracy.
基金Projects(61603393,61741318)supported in part by the National Natural Science Foundation of ChinaProject(BK20160275)supported by the Natural Science Foundation of Jiangsu Province,China+1 种基金Project(2015M581885)supported by the Postdoctoral Science Foundation of ChinaProject(PAL-N201706)supported by the Open Project Foundation of State Key Laboratory of Synthetical Automation for Process Industries of Northeastern University,China
文摘As a production quality index of hematite grinding process,particle size(PS)is hard to be measured in real time.To achieve the PS estimation,this paper proposes a novel data driven model of PS using stochastic configuration network(SCN)with robust technique,namely,robust SCN(RSCN).Firstly,this paper proves the universal approximation property of RSCN with weighted least squares technique.Secondly,three robust algorithms are presented by employing M-estimation with Huber loss function,M-estimation with interquartile range(IQR)and nonparametric kernel density estimation(NKDE)function respectively to set the penalty weight.Comparison experiments are first carried out based on the UCI standard data sets to verify the effectiveness of these methods,and then the data-driven PS model based on the robust algorithms are established and verified.Experimental results show that the RSCN has an excellent performance for the PS estimation.
基金Supported by National Natural Science Foundation of P.R.China(60572070,60325311,60534010)Natural Science Foundation of Liaoning Province(20022030)
文摘The problem of track control is studied for a class of strict-feedback stochastic nonlinear systems in which unknown virtual control gain function is the main feature.First,the so-called stochastic LaSalle theory is extended to some extent,and accordingly,the results of global ultimate boundedness for stochastic nonlinear systems are developed.Next,a new design scheme of fuzzy adaptive control is proposed.The advantage of it is that it does not require priori knowledge of virtual control gain function sign,which is usually demanded in many designs.At the same time,the track performance of closed-loop systems is improved by adaptive modifying the estimated error upper bound.By theoretical analysis,the signals of closed-loop systems are globally ultimately bounded in probability and the track error converges to a small residual set around the origin in 4th-power expectation.
基金supported by the Natural Science Foundation of China(71471174)
文摘Developing a course of action(COA) is a key step in military planning. In most extant studies on the COA development,only the unilateral actions of friendly forces are considered. Based on stochastic games, we propose models that could deal with the complexities and uncertainties of wars. By analyzing the equilibrium state of both opponent sides, outcomes preferable to one side could be achieved by adopting the methods obtained from the proposed models. This research could help decision makers take the right COA in a state of uncertainty.
文摘Multi-attribute decision problems where the performances of the alternatives are random variables are considered. The suggested approach grades the probabilities of preference of one alternative over another with respect to the same attribute. Based on the graded probabilistic dominance relation, the pairwise comparison information table is defined. The global preferences of the decision maker can be seen as a rough binary relation. The present paper proposes to approximate this preference relation by means of the graded probabilistic dominance relation with respect to the subsets of attributes. At last, the method is illustrated by an example.
文摘The traditional voltage stability analysis method is mostly based on the deterministic mode1.and ignores the uncertainties of bus loads,power supplies,changes in network configuration and so on.However,the great expansion of renewable power generations such as wind and solar energy in a power system has increased their uncertainty,and仃aditional techniques are limited in capturing their variable behavior.This leads to greater needs of new techniques and methodologies to properly quan tify the voltage stability of power systems.
