初始时刻不同的奇异系统的稳定性

给出了初始时刻不同的奇异系统实用稳定性的定义,利用比较原理和Lyapunov函数方法研究了初始时刻不同的奇异系统的实用稳定问题,并得到了系统实用稳定性的判定准则.     

双参数对广义Hamilton系统稳定性的影响

研究双参数对带附加项的广义Hamilton系统稳定性的影响.首先将该系统在一定条件下化成梯度系统.其次利用梯度系统的特性来研究这类系统的稳定性及其对双参数的依赖关系.再次在参数平面给出稳定性区域.结果表明,该系统的平衡稳定性随双参数变化可能是稳定的,或渐近稳定的,也可能是不稳定的,相应给出各种稳定性对应的参数变化范围.     

一类复杂时滞系统的λ实用稳定性

主要研究了一类具有多时滞的复杂微分系统的λ实用稳定性问题,通过对Lyapunov函数方法以及比较原理的运用,建立一般形式的实用稳定性直接判据.在此基础上给出讨论这类多时滞复杂微分系统实用稳定性的新方法.     

初始时刻不同的微分系统的稳定性准则

由于向量Lyapunov函数方法在确定初值问题微分系统的稳定性方面比纯量Lyapunov函数更有效,因此,本文利用向量Lyapunov函数方法研究了初始时刻不同的微分系统的稳定性与实用稳定性准则,并给出了一个简单的例子来说明向量Lyapunov函数的有效性.     

带有分段常数变量的Lorenz系统的稳定性和分支

本文研究一类带有分段常数变量的Lorenz系统的稳定性和分支行为.首先通过计算转化得到Lorenz系统对应的差分系统,利用线性稳定性理论讨论平衡点局部渐近稳定的充要条件.其次选择差分系统三个参数的一个参数为分支参数,利用分支理论研究平衡点处产生Neimark-Sacker分支不变闭曲线的充要条件,并使用分支理论给出判断分支不变闭曲线的稳定性的阈值.最后数值模拟验证了理论分析的正确性.     

一类非线性动力系统实用稳定域的研究及应用

借助于李雅普诺夫函数讨论了一类非线性动力系统的实用稳定性和实用稳定域的估计问题,得到了实用稳定域存在的充分条件,给出了一类动力系统实用稳定域的具体形式.通过具体实例说明了所给条件的实用性,改进了已有的结果.     

时间尺度上脉冲动力系统的实用稳定性

对时间尺度上脉冲动力系统进行研究,利用Lyapunov类函数和比较原理,得到这类系统实用稳定性的充分条件.     

时滞脉冲切换系统的实用稳定性-带Razumikhin条件的Lyapunov函数方法

用带Razumikhin条件的Lyapunov函数方法研究了一般形式的时滞脉冲切换系统的实用稳定性,得到了时滞脉冲切换系统实用稳定、一致实用稳定的充分条件.最后,给出了具体的例子及其数值模拟.     

分数阶时变广义系统稳定性分析

基于Caputo分数阶导数,研究了分数阶时变广义线性系统和分数阶时变广义非线性系统的稳定性问题.首先利用相关不等式,给出了一个时变广义线性系统无脉冲且稳定的充分条件.然后,通过慢子系统来判断快子系统的变化,并利用Riccati方程,建立了分数阶时变广义非线性系统是渐近稳定的判定准则.最后,给出了算例和Simulink仿真结果,以说明结论的正确性.     

带有分段常数变量和避难所的天敌一害虫模型的稳定性和分支行为

研究一类带有分段常数变量和避难所的天敌-害虫模型的稳定性和分支行为.首先通过计算转化得到天敌-害虫模型对应的差分模型,利用线性稳定性理论讨论了正平衡态局部渐近稳定的充分条件.其次以害虫种群的内禀增长率或逃脱率为分支参数,利用分支理论研究了模型正平衡态处产生翻转分支周期解和Neimark-Sacker分支周期解的充分条件;并且使用正规形理论和中心流形定理构造了判断分支周期解稳定性的阈值.最后数值模拟验证了理论分析的正确性,并展示了该模型复杂的动力学行为.     

Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity

We develop a multi-stage stochastic programming approach to optimize the bidding strategy of a virtual power plant (VPP) operating on the Spanish spot market for electricity. The VPP markets electricity produced in the wind parks it manages on the day-ahead market and on six staggered auction-based intraday markets. Uncertainty enters the problem via stochastic electricity prices as well as uncertain wind energy production. We set up the problem of bidding for one day of operation as a Markov decision process (MDP) that is solved using a variant of the stochastic dual dynamic programming algorithm. We conduct an extensive out-of-sample comparison demonstrating that the optimal policy obtained by the stochastic program clearly outperforms deterministic planning, a pure day-ahead strategy, a benchmark that only uses the day-ahead market and the first intraday market, as well as a proprietary stochastic programming approach developed in the industry. Furthermore, we study the effect of risk aversion as modeled by the nested Conditional Value-at-Risk as well as the impact of changes in various problem parameters.     

A discrete model for optimal operation of fossil-fuel generators of electricity

This paper presents a new discrete approach to the price-based dynamic economic dispatch (PBDED) problem of fossil-fuel generators of electricity. The objective is to find a sequence of generator temperatures that maximizes profit over a fixed-length time horizon. The generic optimization model presented in this paper can be applied to automatic operation of fossil-fuel generators or to prepare market bids, and it works with various price forecasts. The model’s practical applications are demonstrated by the results of simulation experiments involving 2009 NYISO electricity market data, branch-and-bound, and tabu-search optimization techniques.     

An Oligopolistic Investment Model of the Finnish Electricity Market

The investment problem faced by producers in deregulated electricity markets contains high uncertainties about the future. It can also be seen as a game, as only a small number of large players act in the market. A dynamic stochastic oligopoly model to describe the production and investment in such a situation is developed and applied to the Finnish electricity market. The demand growth rate is modeled as a stochastic variable. The strategies of the firms consist of investments and production levels for base and peak load periods. The firms have nuclear, hydro and thermal capacities, but are only allowed to invest in new thermal capacity. Using a so-called sample-path adapted open-loop information structure, the model contributes to the understanding of the dynamics of production, investment and market power in a medium time horizon. The solution method uses recent developments in variational inequality and mixed complementarity problem formulations.     

Semiglobal practical integral input-to-state stability for a family of parameterized discrete-time interconnected systems with application to sampled-data control systems

Semiglobal practical integral input-to-state stability (SP-iISS) for a feedback interconnection of two discrete-time subsystems is given. We construct a Lyapunov function from the sum of nonlinearly-weighted Lyapunov functions of individual subsystems. In particular, we consider two main cases. The former gives SP-iISS for the interconnected system when both subsystems are semiglobally practically integral input-to-state stable. The latter investigates SP-iISS for the overall system when one of subsystems is allowed to be semiglobally practically input-to-state stable. Moreover, SP-iISS for discrete-time cascades and a feedback interconnection including a semiglobally practically integral input-to-state stable subsystem and a static subsystem are given. As an application of the results, these can be exploited in controller design for a sampled-data system in the framework proposed in Nešić et al. (1999) and Nešić and Angeli (2002). We illustrate such a controller design via an example.     

PRACTICAL STABILITY OF DYNAMIC SYSTEMS WITH IMPULISIVE SOLUTIONS

ＰＲＡＣＴＩＣＡＬＳＴＡＢＩＬＩＴＹＯＦＤＹＮＡＭＩＣＳＹＳＴＥＭＳＷＩＴＨＩＭＰＵＬＩＳＩＶＥＳＯＬＵＴＩＯＮＳＨｅＪｉａｎｘｕｎ（贺建勋）（ＸｉａｍｅｎＵｎｉｖｅｒｓｉｔｙ，厦门大学，邮编：３６１００５）Ａｂｓｔｒａｃｔ：Ｐｒａｃｔｉｃａｌｓｔａ...     

Stability of impulsive systems depending on a parameter

In this paper, we present a practical exponential stability result for impulsive dynamic systems depending on a parameter. Stability theorem and converse stability theorem are established by employing the second Lyapunov method. These theorems are used to analyze the practical exponential stability of the solution of perturbed impulsive systems and cascaded impulsive systems, depending on a parameter. Copyright © 2015 John Wiley & Sons, Ltd.     

三角形分布的双方叫价拍卖模型在电力交易中的应用

在完全开放的双边电力市场下,大用户直接购电问题已成为我国电力改革的重大课题.研究发电公司和大用户如何建立有效的报价策略具有十分重要的理论和实践价值.将发电公司看成卖方,将买电代理看成买方,针对卖方的成本和买方的估计是私有信息,并服从区间(0,1)上的三角形分布,建立了基于三角形分布的双方叫价拍卖的贝叶斯博弈模型,并得到了预期的均衡结果.通过一个数值例子与基于均匀分布的经典双方叫价拍卖模型进行比较.结果表明:建立的双方叫价拍卖模型在电力交易拍卖中的应用,能够提供更为准确的理论预期结果,具有更为现实的指导意义.     

有限时滞微分系统依照双测度的实际稳定性

本文对具有有限时滞的泛函微分方程建立了关于依照两种测度的实际稳定性的Razumikhin型判定定理，其中未采用通常的辅助函数，且可运用多个含有状态变量x的部分变元的Lyapunov函数，得出部分变远实际稳定性的判定定理，从而改进了已有的结果。