一类非自治随机时滞系统的状态反馈镇定

本文讨论一类非自治随机时滞系统的状态反馈镇定问题.一方面,考虑到模型的特征(复杂非线性、随机以及非自治),本文在反步框架下设计随机时滞系统的时变反馈控制器,给出相应的状态反馈控制策略;另一方面,基于随机Razumikhin稳定性理论来分析系统的依概率全局渐近稳定性,放宽了系统镇定对时滞项的要求.最后,利用数值仿真验证了反馈控制器及控制策略的有效性.     

连续非自治系统的有限时间稳定性及其充分条件（英文）

本文研究了连续非自治系统的有限时间稳定性问题.从一维连续非自治系统的有限时间稳定性分析入手,本文通过使用比较原理,获得了一些判定一般n维连续非自治系统的有限时间稳定性的充分条件,这些条件改善了已有的连续非自治系统有限时间稳定性的判定条件.     

连续非自治系统的有限时间稳定性及其充分条件

本文研究了连续非自治系统的有限时间稳定性问题. 从一维连续非自治系统的有限时间稳定性分析入手, 本文通过使用比较原理, 获得了一些判定一般n维连续非自治系统的有限时间稳定性的充分条件,这些条件改善了已有的连续非自治系统有限时间稳定性的判定条件.     

随机时滞神经网络系统的自适应控制稳定性

考查一类具有时滞延迟的随机非自治神经网络系统的两类稳定性问题,不同于常规使用的Lyapunov-Krasovskii函数方法和线性矩阵不等式技巧,通过构造新的比较原则,将神经网络(NNs)与随机神经网络(SNNs)两种模型进行比较,给出了随机神经网络(SNNs)自适应控制器能够使受控系统依概率稳定性和矩稳定性的新的代数判断依据.此外,通过数值算例对主要结果进行验证.     

广义Birkhoff自治系统的平衡稳定性

研究广义Ｂｉｒｋｈｏｆ自治系统的平衡稳定性问题·首先建立了广义Ｂｉｒｋｈｏｆ自治系统的平衡方程,然后研究平衡状态稳定性的一次近似方法和直接法,并应用Ляпунов定理得到了广义Ｂｉｒｋｈｏｆ自治系统平衡稳定性的一些结果·最后举例说明了这些结果的应用     

基于广义反射函数与自治系统等价的非自治系统

自治系统的研究比非自治系统要容易得多,以广义反射函数为前提,给出了等价于自治系统的非自治系统,从而将非自治系统的研究转化为自治系统的研究,并研究了该类系统的周期解及稳定性.     

具脉冲效应的非自治随机干扰的捕食-食饵系统的研究

建立一个具有脉冲效应的非自治随机的比例依赖的捕食-食饵模型,通过研究具有脉冲效应的非自治随机系统与无脉冲效应的非自治随机系统的等价性,证明该模型的有界性,均值一致有界和灭绝性等动力学性质.     

不确定非自治混沌陀螺仪在非线性输入下的有限时间稳定性

陀螺仪是一个非常有趣,又是永恒的非线性非自治动力系统课题,它可以显示出非常复杂的动力学行为,如混沌现象.在一个给定的有限时间内,研究非线性非自治陀螺仪鲁棒稳定性问题.假设陀螺仪系统受到模型不确定的外部扰动而摄动,系统参数并不知道,同时考虑了非线性输入的影响.为未知参数提出了适当的自适应律.以自适应律和有限时间控制理论为基础,提出非连续有限时间控制理论,来研究系统的有限时间稳定性.解析证明了闭循环系统的有限时间稳定性及其收敛性.若干数值仿真结果表明,该文的有限时间控制法是有效的,同时验证了该文的理论结果.     

非自治系统的不变圈(解流形)分支

<正> 在文献[1]中已对自治系统证明,古典的Hopf分支条件可以减弱:即当奇点由渐近稳定变为不稳定的同时,一定分支出极限环.本文对非自治系统分支出不变圈的问题证明类似的结论(定理2),但如要得到与自治系统完全平行的结果,则还有待进一步的研究.然而由本文的结果可以看出,用来处理稳定性的方法,是解决分支问题的有力工具,一系列临界情况的分支现象都有可能用这个方法加以讨论.     

参数不确定非自治混沌系统的自适应指数同步

针对参数不确定非自治混沌系统,研究了指数同步问题。给出了自适应控制器的构造方法,并运用Lyapunov稳定性定理证明了在该控制器下的误差系统是指数稳定的,且可以通过调整控制参数控制同步时间。最后,利用MATLAB软件对两个含有不确定参数的非自治混沌系统进行了数值仿真,验证了所提出方法的有效性和正确性.     

Infinite-Horizon Stochastic Differential Games with Branching Payoffs

In this paper, we consider infinite-horizon stochastic differential games with an autonomous structure and steady branching payoffs. While the introduction of additional stochastic elements via branching payoffs offers a fruitful alternative to modeling game situations under uncertainty, the solution to such a problem is not known. A theorem on the characterization of a Nash equilibrium solution for this kind of games is presented. An application in renewable resource extraction is provided to illustrate the solution mechanism.     

Global Stability of an Autonomous Stochastic Delay Differential Equation with Discontinuous Coefficients

We study the stability and asymptotic stability of the zero solution of autonomous stochastic delay differential equations with discontinuous coefficients by the Lyapunov second method. For the equations under study, we obtain analogs of the Lyapunov stability theorem and the Barbashin–Krasovskii and Zubov asymptotic stability theorems for the zero solution.     

Existence of periodic solution of order one of planar impulsive autonomous system

Based on the situation that all the recent research about state-dependent impulsive differential equations is focused on systems which have explicit solutions, this paper try to consider those systems with state-dependent impulsion which have not explicit solutions. We get an existence theorem of periodic solution of order one for a general planar autonomous impulsive system, and, by applying it to a special state-dependent impulsive differential equations we get the concrete conditions of existence of one-order periodic solution of that special system.     

Adaptive Stabilization of Nonlinear Stochastic Systems

The purpose of this paper is to study the problem of asymptotic stabilization in probability of nonlinear stochastic differential systems with unknown parameters. With this aim, we introduce the concept of an adaptive control Lyapunov function for stochastic systems and we use the stochastic version of Artstein's theorem to design an adaptive stabilizer. In this framework the problem of adaptive stabilization of a nonlinear stochastic system is reduced to the problem of asymptotic stabilization in probability of a modified system. The design of an adaptive control Lyapunov function is illustrated by the example of adaptively quadratically stabilizable in probability stochastic differential systems. Accepted 9 December 1996     

Approximate Controllability of Fractional Neutral Stochastic Evolution Equations with Nonlocal Conditions

In this paper, the approximate controllability of neutral stochastic fractional differential equations involving nonlocal initial conditions is studied. By using Sadovskii’s fixed point theorem with stochastic analysis theory, we derive a new set of sufficient conditions for the approximate controllability of semilinear fractional stochastic differential equations with nonlocal conditions under the assumption that the corresponding linear system is approximately controllable. Finally, an application to a fractional partial stochastic differential equation with nonlocal initial condition is provided to illustrate the obtained theory.     

Asymptotic distributions of solutions of ordinary differential equations with wide band noise inputs: approximate invariant measures

Systems of Wick stochastic differential equations are studied. Using an estimate on the Wick product we apply Picard iteration to prove a general existence and uniqueness theorem for systems of Wick stochastic differential equations. We also show the solution is stable with respect to perturbations of the noise. This result is used to show that the solution of a linear system of Wick stochastic differential equations driven by smoothed Brownian motion tends to the solution of the corresponding It equation as the smoothed process tends to Brownian motion     

Optimal Control of a Stochastic Hybrid System with Discounted Cost

We address the optimal control problem of a very general stochastic hybrid system with both autonomous and impulsive jumps. The planning horizon is infinite and we use the discounted-cost criterion for performance evaluation. Under certain assumptions, we show the existence of an optimal control. We then derive the quasivariational inequalities satisfied by the value function and establish well-posedness. Finally, we prove the usual verification theorem of dynamic programming.     

A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals

In this paper, we study Nash equilibrium payoffs for two-player nonzero-sum stochastic differential games via the theory of backward stochastic differential equations. We obtain an existence theorem and a characterization theorem of Nash equilibrium payoffs for two-player nonzero-sum stochastic differential games with nonlinear cost functionals defined with the help of doubly controlled backward stochastic differential equations. Our results extend former ones by Buckdahn et al. (2004) [3] and are based on a backward stochastic differential equation approach.     

倒向随机微分方程的一个一般的反比较定理(英文)

在由彭实戈引入的倒向随机微分方程的最基本的条件下,提出并证明了一个一般的反比较定理.