检索结果-南通市图书馆

Capital injections with negative surplus and delays: models and analysis

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Control Theory and Technology 2014年第2期12卷 163-172页

作者： Zhuo JIN george yin Centre for Actuarial Studies Department of Economics The University of Melbourne VIC 3010 Australia Department of Mathematics Wayne State University Detroit Michigan 48202 U.S.A.

This work develops a new model to deal with the scenario that some companies can still run business even the surplus falls below zero temporarily. With such a scenario in mind, we allow the surplus process to continue in this negative-surplus period, during which capital injections will be ordered to assist in the stabilization of financial structure, until the financial status becomes severe enough to file bankruptcy. The capital injections will be modeled as impulse controls. By introducing the capital injections with time delays, optimal dividend payment and capital injection policies are considered. Using the dynamic programming approach, the value function obeys a quasi-variational inequality. With delays in capital injections, the company will be exposed to the risk of bankruptcy during the delay period. In addition, the optimal dividend payment and capital injection strategies should balance the expected cost of the possible capital injections and the time value of the delay periods. This gives rise to a stochastic control problem with mixed singular and delayed impulse controls. Under general assumptions, the lower capital injection barrier is determined, where bankruptcy occurs. The closed-form solution to the value function and corresponding optimal policies are obtained.

关键词： Stochastic control Capital injection Dividend policy Delayed impulse control Singular contro

Network Robustness Depth and Topology Management of Networked Dynamic Systems

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Journal of Systems Science & Complexity 2016年第1期29卷 1-21页

作者： WANG Leyi LIN Feng yin george Department of Electrical and Computer Engineering Wayne State University Department of Mathematics Wayne State University

Networked control systems are subject to adversary conditions that affect their network *** ensure reliable system operations,network topologies need to be characterized and managed for their impact on the overall system *** paper introduces the concept of network robustness depth for this *** event systems are used as a foundation to model dynamic behavior of network topologies,support their analysis,and carry out their *** analysis relates the link reliability probabilities to a probabilistic characterization of network robustness *** topology management strategies are discussed,including passive methods,random strategies,and optimization *** respective benefits and limitations are *** using platoon control as a platform of hybrid(continuous and discrete event) systems and packet erasure channels as a communication protocol,the results are demonstrated with case studies.

关键词： Network depth network topology robustness

Hybrid competitive Lotka–Volterra ecosystems with a hidden Markov chain

维普期刊数据库

同方期刊数据库评论

在线全文

学校读者我要写书评

暂无评论

Journal of Control and Decision 2014年第1期1卷 51-74页

作者： Ky Tran george yin Department of Mathematics Wayne State UniversityDetroitMIUSA

This work concerns Lotka–Volterra models that are formulated using stochastic differential equations with *** from the existing formulations,the Markov chain that models random environments is *** such partially observed systems,we use Wonham’s filter to estimate the Markov chain from the observable evolution of the population,and convert the original system to a completely observable *** then show that the positive solution of our model does not explode in finite time with probability *** properties including stochastic boundedness,finite moments,sample path continuity and large-time asymptotic behaviour are also ***,stochastic permanence,extinction and feedback controls are also investigated.

关键词： Lotka-Volterra model hidden Markov chain partially observed system

Numerical Solutions for Optimal Control of Stochastic Kolmogorov Systems

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Journal of Systems Science & Complexity 2021年第5期34卷 1703-1722页

作者： yin george WEN Zhexin QIAN Hongjiang NGUYEN Huy Department of Mathematics University of ConnecticutStorrsCT 06269USA School of Mathematics and Statistics Central South UniversityChangsha 410083China Department of Mathematics Wayne State UniversityDetroitMI 48202USA

This work is concerned with controlled stochastic Kolmogorov *** systems have received much attention recently owing to the wide range of applications in biology and *** with the basic premise that the underlying system has an optimal control,this paper is devoted to designing numerical methods for *** from the existing literature on numerical methods for stochastic controls,the Kolmogorov systems take values in the first *** is,each component of the state is *** work is designing an appropriate discrete-time controlled Markov chain to be in line with(locally consistent)the controlled *** authors demonstrate that the Kushner and Dupuis Markov chain approximation method still *** of the numerical scheme is proved under suitable conditions.

关键词： Controlled diffusion controlled Markov chain Kolmogorov equation numerical approximation

REGULARITY AND RECURRENCE OF SWITCHING DIFFUSIONS

维普期刊数据库

同方期刊数据库评论

在线全文

学校读者我要写书评

暂无评论

Journal of Systems Science & Complexity 2007年第2期20卷 273-283页

作者： george yin Chao ZHU Department of Mathematics Wayne State University Detroit Michigan 48202 U.S.A.

This work is concerned with switching diffusion processes, also known as regime-switching diffusions. Our attention focuses on regularity, recurrence, and positive recurrence of the underlying stochastic processes. The main effort is devoted to obtaining easily verifiable conditions for the aforementioned properties. Continuous-state-dependent jump processes are considered. First general criteria on regularity and recurrence using Liapunov functions are obtained. Then we focus on a class of problems, in which both the drift and the diffusion coefficients are ＂linearizable＂ with respect to the continuous state, and suppose that the generator of the jump part of the process can be approximated by a generator of an ergodic Markov chain. Sufficient conditions for regularity, recurrence, and positive recurrence are derived, which are linear combination of the averaged coefficients （averaged with respect to the stationary measure of the Markov chain）.

关键词： Recurrence regularity switching diffusion

Gene regulatory networks driven by intrinsic noise with two-time scales： a stochastic averaging approach

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Frontiers of Mathematics in China 2014年第4期9卷 947-963页

作者： Fuke WU george yin Tianhai TIAN School of Mathematics and Statistics Huazhong University of Science and TechnologyWuhan 430074 China Department of Mathematics Wayne State University Detroit MI 48202 USA School of Mathematical Sciences Monash University Melbourne Vic 3800 Australia

This work focuses on gene regulatory networks driven by intrinsic noise with two-time scales. It uses a stochastic averaging approach for these systems to reduce complexity. Comparing with the traditional quasi-steady- state hypothesis （QSSH）, our approach uses stochastic averaging principle to treat the intrinsic noise coming from both the fast-changing variables and the slow-changing variables, which yields a more precise description of the underlying systems. To provide further insight, this paper also investigates a prototypical two-component activator-repressor genetic circuit model as an example. If all the protein productions were linear, these two methods would yield the same reduction result. However, if one of the protein productions is nonlinear, the stochastic averaging principle leads to a different reduction result from that of the traditional QSSH.

关键词： Two-time scales intrinsic noise intracellular reaction chemicalLangevin equation (CLE) stationary distribution

Parameter estimation and reliable fault detection of electric motors

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Control Theory and Technology 2014年第2期12卷 110-121页

作者： Dusan PROGOVAC Le Yi WANG george yin Delphi Corporation 3000 University Drive Auburn Hills MI 48326 U.S.A. Department of Electrical and Computer Engineering Wayne State University Detroit MI 48202 U.S.A. Department of Mathematics Wayne State University Detroit MI 48202 U.S.A.

Accurate model identification and fault detection are necessary for reliable motor control. Motor-characterizing parameters experience substantial changes due to aging, motor operating conditions, and faults. Consequently, motor parameters must be estimated accurately and reliably during operation. Based on enhanced model structures of electric motors that accommodate both normal and faulty modes, this paper introduces bias-corrected least-squares （LS） estimation algorithms that incorporate functions for correcting estimation bias, forgetting factors for capturing sudden faults, and recursive structures for efficient real-time implementation. Permanent magnet motors are used as a benchmark type for concrete algorithm development and evaluation. Algorithms are presented, their properties are established, and their accuracy and robustness are evaluated by simulation case studies under both normal operations and inter-turn winding faults. Implementation issues from different motor control schemes are also discussed.

关键词： Electric machine Parameter estimation Fault detection Brushless direct current (BLDC) motor Bias correction Forgetting factor

State of health based battery reconfiguration for improved energy efficiency

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Control Theory and Technology 2022年第4期20卷 443-455页

作者： Le Yi Wang george yin Yi Ding Caiping Zhang Department of Electrical and Computer Engineering Wayne State UniversityDetroitMI 48202USA Department of Mathematics University of ConnecticutStorrsCT 06269USA US Army CCDC Ground Vehicle Systems Center in Warren WarrenMI 48397USA School of Electrical Engineering Beijing Jiaotong UniversityBeijing 100044China

This paper analyzes the system-level state of health(SOH)and its dependence on the SOHs of its component battery *** to stochastic natures of battery aging processes and their dependence on charge/discharge rate and depth,operating temperature,and environment conditions,capacities of battery modules decay unevenly and *** on estimated SOHs of battery modules during battery operation,we analyze how the SOH of the entire system deteriorates when battery modules age and become increasingly diverse in their capacities.A rigorous mathematical analysis of system-level capacity utilization is *** is shown that for large battery strings with uniformly distributed capacities,the average string capacity approaches the minimum,implying an asymptotically near worst-case capacity utility without *** is demonstrated that the overall battery usable capacities can be more efficiently utilized to achieve extended operational ranges by using battery *** optimal regrouping algorithm is *** methods,simulation examples,and a case study using real-world battery data are presented.

关键词： Battery system State of health Battery aging Capacity utilization Energy efficiency Battery regrouping

INFORMATION CHARACTERIZATION OF COMMUNICATION CHANNELS FOR SYSTEM IDENTIFICATION

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Journal of Systems Science & Complexity 2007年第2期20卷 251-261页

作者： Le Yi WANG G. george yin Department of Electrical and Computer Engineering Wayne State University Detroit Michigan 48202 USA Department of Mathematics Wayne State University Detroit Michigan 48202 USA

This paper studies identification of systems in which the system output is quantized, transmitted through a digital communication channel, and observed afterwards. The concept of the CR Ratio is introduced to characterize impact of communication channels on identification. The relationship between the CR Ratio and Shannon channel capacity is discussed. Identification algorithms are further developed when the channel error probability is unknown.

关键词： Communication channel efficient estimation system identification