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H_(2)/H_(∞) Control for Stochastic Jump-Diffusion Systems with Markovian Switching

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Journal of Systems Science & Complexity 2021年第3期34卷 924-954页

作者： WANG Meijiao meng qingxin SHEN Yang Business School University of Shanghai for Science and TechnologyShanghai 200093China Department of Mathematical Sciences Huzhou UniversityZhejiang 313000China School of Risk&Actuarial Studies University of New South WalesSydneyNSW 2052Australia

In this paper, a stochastic H2/H∞ control problem is investigated for Poisson jumpdiffusion systems with Markovian switching, which are driven by a Brownian motion and a Poisson random measure with the system parameters modulated by a continuous-time finite-state Markov chain.A stochastic jump bounded real lemma is proved, which reveals that the norm of the perturbation operator below a given threshold is equivalent to the existence of a global solution to a parameterized system of Riccati type differential equations. This result enables the authors to obtain sufficient and necessary conditions for the existence of H2/H∞ control in terms of two sets of interconnected systems of Riccati type differential equations.

关键词： H_(2)/H_(∞)control jump bounded real lemma jump-diffusion systems Markovian switching system of Riccati type differential equations

Forward and Backward Mean-Field Stochastic Partial Differential Equation and Optimal Control

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Chinese Annals of Mathematics,Series B 2019年第4期40卷 515-540页

作者： Maoning TANG qingxin meng Meijiao WANG Department of Mathematical Sciences Huzhou UniversityHuzhou 313000ZhejiangChina Department of Mathematical Sciences Huzhou UniversityHuzhou 313000ZhejiangChina Business School University of Shanghai for Science and TechnologyShanghai 200093China

This paper is mainly concerned with the solutions to both forward and backward mean-field stochastic partial differential equation and the corresponding optimal control problem for mean-field stochastic partial differential equation. The authors first prove the continuous dependence theorems of forward and backward mean-field stochastic partial differential equations and show the existence and uniqueness of solutions to them. Then they establish necessary and sufficient optimality conditions of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, the authors apply stochastic maximum principles to study the infinite-dimensional linear-quadratic control problem of mean-field type. Further, an application to a Cauchy problem for a controlled stochastic linear PDE of mean-field type is studied.

关键词： Mean-field Stochastic partial differential equation Backward stochastic partial differential equation Optimal control Maximum principle Adjoint equation

Necessary and sufficient conditions for optimal control of stochastic systems associated with Lvy processes

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Science in China(Series F) 2009年第11期52卷 1982-1992页

作者： meng qingxin TANG MaoNing Institute of Mathematics Fudan University Shanghai 200433 China Department of Mathematics Huzhou University Huzhou 313000 China

The paper is concerned with a stochastic optimal control problem where the controlled systems are driven by Teugel＇s martingales and an independent multi-dimensional Brownian motion, Necessary and sufficient conditions for an optimal control of the control problem with the control domain being convex are proved by the classical method of convex variation, and the coefficients appearing in the systems are allowed to depend on the control variables, As an application, the linear quadratic stochastic optimal control problem is studied.

关键词： Teugel's martingales maximum principle adjoint equation

Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equation with Lévy Process

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Communications on Applied Mathematics and Computation 2022年第4期4卷 1386-1415页

作者： Hong Xiong Maoning Tang qingxin meng Department of Mathematics Zhejiang Normal UniversityJinhua 321004ZhejiangChina Department of Mathematical Sciences Huzhou UniversityHuzhou 313000ZhejiangChina

This paper investigates a linear-quadratic mean-field stochastic optimal control problem under both positive definite case and indefinite case where the controlled systems are mean-field stochastic differential equations driven by a Brownian motion and Teugels mar-tingales associated with Lévy *** either case,we obtain the optimality system for the optimal controls in open-loop form,and by means of a decoupling technique,we obtain the optimal controls in closed-loop form which can be represented by two Riccati differen-tial ***,the solvability of the optimality system and the Riccati equations are also obtained under both positive definite case and indefinite case.

关键词： Mean-field Teugels martingales Linear-quadratic Optimal control Riccati equations Feedback representation

Frequency domain polarization weighted ESPRIT method for bearing angle

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Journal of Systems Engineering and Electronics 2014年第5期25卷 769-775页

作者： Wei Liu Shengchun Piao Junyuan Guo qingxin meng Hanhao Zhu Science and Technology on Underwater Acoustic Laboratory Harbin Engineering University College of Underwater Acoustic Engineering Harbin Engineering University

The signal to noise ratio （SNR） of seismic waves is usually very low after long distance transmission. For this condition, to improve the bearing estimation capability in the low SNR, a frequency domain polarization weighted ESPRIT method using a single vector device is proposed. The frequency domain polari- zation parameters extracted from the signals are used to design the weighted function which is applied to the received signals. The bearing angle and the target frequency are estimated through ESPRIT using the weighted signals. The simulation and experiment results show that the presented method can obtain accurate estimation values under the low SNR with little prior information.

关键词： vector seismic signal frequency domain polarizationweight bearing angle estimation estimation of signal parametersvia rotational invariance techniques (ESPRIT).

Maximum Principle for Partial Observed Zero-Sum Stochastic Differential Game of Mean-Field SDEs 36

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Maximum Principle for Partial Observed Zero-Sum Stochastic D...

Preparation and Application of Light-weight Raw Materials Using Natural Forsterite

第36届中国控制会议

作者： Maoning Tang qingxin meng Department of Mathematical Sciences Huzhou University

ISBN: (纸本)9781538629185

In this paper, we consider a partial observed two-person zero-sum stochastic differential game problem where the system is governed by a stochastic differential equation of mean-field type. Under standard assumptions on the coefficients, the maximum principles for optimal open-loop control in a strong sense as well as a weak one are established by the associated optimal control theory in Tang and meng（2016）.

关键词： Zero-Sum Stochastic Differential Game Stochastic Maximum Principle Partial Observation Open-Loop Saddle Mean-Field

来源： cnki会议评论

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China's Refractories 2021年第3期30卷 37-42页

作者： meng Chao meng qingxin LI Xiaolong CAI Xiangyu GAO Wenke CHEN Qiuyang School of Materials Science and Engineering Henan University of Science and TechnologyLuoyang 471003China

In order to develop new basic light-weight refractory raw materials,natural forsterite(<0.045 mm)and magnesite(<0.045 mm)were batched according to the chemical composition of forsterite(2MgO·SiO_(2)),wet milled,semi-dry molded and calcined at different *** cylinder samples with diameter of 36 mm were *** effects of the wet milling jar rotation speed,the calcination temperature and the anthracite addition on the properties of the samples were *** results show that:when the calcination temperature exceeds 1300℃,all the mineral phases have converted to the desired phases;with the increase of the rotation speed and the calcination temperature,the bulk density of the samples increases,the apparent porosity decreases and the compressive strength *** comprehensive consideration,400 r·min^(-1) and 1450℃ are taken as the optimal *** addition of anthracite makes the samples light,so series of light-weight raw materials with uniformly distributed micro-pores can be *** light-weight raw materials achieved were used for insulation refractory castables,obtaining good application.

关键词： natural forsterite micro-pores basic insulation refractories wet milling calcination temperature

Effect of MgCl2 Solution Impregnation Process on Properties of Alumina-spinel Castables

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China's Refractories 2019年第4期28卷 22-25页

作者： meng qingxin ZHOU Ningsheng CHENG Xiangyi BAI Xuedong LI Tong High Temperature Materials Institute Henan University of Science and Technology

In order to improve the properties of purging plugs and to prolong their service life,this work attempted to impregnate alumina-spinel castables for purging plugs in refining ladle with saturated magnesium chloride solution under *** being impregnated for the first time,the specimens were treated in two different ways:(1)dried at 110℃for 24 h;(2)heated at 600℃for 3 *** they were impregnated for the second *** specimens were heated at 1550℃for 3 h,then the cold properties and the high temperature properties were tested according to corresponding *** results were compared and *** results show that:after being impregnated,the specimen have both better cold properties and high temperature properties,the microstructure analysis result proves that it is attributed to in situ formed ***,because MgO produced by MgCl2-6H20 decomposing above 527℃can hydrate and destroy specimen microstructure,which can make the properties of specimens impregnated in the second way get *** comprehensive consideration,the first scheme way is more suitable.

关键词： impregnation alumina-spinel castables purging plug

Arbitrage-free interval of American contingent claims under proportional transaction cost

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控制理论与应用（英文版） 2006年第2期4卷 114-120页

作者： qingxin meng Bo WANG Department of Mathematics Huzhou Teachers College Huzhou Zhejiang 313000China Wenzhou Medical College Wenzhou Zhejiang 325035China

In a general continuous-time market model with proportional transaction costs, we derive the range of arbitrage-free prices of American contingent claims. Using a martingale approach, we obtain the upper and the lower... 详细信息

关键词： Hedging American contingent claim Transaction cost