Energy and reserve dispatch with distributionally robust joint chance constraints

We develop a two-stage stochastic program for energy and reserve dispatch of a joint power and gas system with a high penetration of renewables. Data-driven distributionally robust chance constraints ensure that there is no load shedding and renewable spillage with high probability. We solve this problem efficiently using conditional value-at-risk approximations and linear decision rules. Out-of-sample experiments show that this model dominates the corresponding stochastic program without chance constraints that models the effects of load shedding and renewable spillage explicitly.     

基于动态参照点的鲁棒投资组合模型及其拓展

鲁棒投资组合模型是一种适用于收益不确定条件下寻求最优决策的方法。首先考虑投资者对底线的重视,根据当收益触及底线时,激进者和保守者在参照点上的不同变化情况,建立动态参照点模型。接着,一方面将动态参照点作为划分获益和损失的界限值,改进现有的Worst-case Omega(WOmega)模型。另一方面结合投资者对下侧风险更为厌恶的特点,以动态参照点作为下侧风险的基准,改进现有的Relative Robust Portfolio Optimization(RRPO)模型。实证研究中,对于WOmega类模型,结果表明激进行为模型在样本内表现较好,而保守行为模型在样本外表现较好。对于RRPO类模型,结果显示激进行为的收益表现良好,保守行为对标准差及最大损失值的控制较好。随着约束的放松,所有模型的收益都能得到可观提升。     

ON GLOBAL ROBUST STABILITY FOR COMPETITIVE NEURAL NETWORKS WITH TIME DELAYS AND DIFFERENT TIME SCALES

In this paper, using the theory of topological degree and Liapunov functional methods, the authors study the competitive neural networks with time delays and different time scales and present some criteria of global robust stability for this neural network model.     

Dynamical Systems with Multiple Time-Varying Delays: Stability and Stabilizability

This paper deals with the class of uncertain systems with multiple time delays. The stability and stabilizability of this class of systems are considered. System robustness is also studied when the norm-bounded uncertainties are considered. LMI delay-dependent sufficient conditions for stability, stabilizability, and system robustness are established to check whether a system of this class is stable and/or stabilizable. Numerical examples are provided to show the usefulness of the proposed results.     

基于鲁棒有限时控制的混沌系统的同步

通过构造快速滑模控制器，实现了混沌系统的有限时同步，指出许多混沌系统经过状态变换后，都可以通过快速收敛的有限时控制器在有限时间内实现驱动系统和响应系统的完全同步，并以陈氏混沌系统和四阶细胞神经网络超混沌系统为例进行了系统仿真.结果显示，该有限时控制器不仅具有良好的性能，而且具备较强的鲁棒性. 关键词： 鲁棒控制 有限时同步 混沌系统     

Robust Equilibria in Indefinite Linear-Quadratic Differential Games

Equilibria in dynamic games are formulated often under the assumption that the players have full knowledge of the dynamics to which they are subject. Here, we formulate equilibria in which players are looking for robustness and take model uncertainty explicitly into account in their decisions. Specifically, we consider feedback Nash equilibria in indefinite linear-quadratic differential games on an infinite time horizon. Model uncertainty is represented by a malevolent input which is subject to a cost penalty or to a direct bound. We derive conditions for the existence of robust equilibria in terms of solutions of sets of algebraic Riccati equations.     

对稳健回归尺度参数估计的一种改进

常对线性回归模型的稳健 M估计中 ,尺度参数使用绝对离差中位数 MAD.将 Rousseeuw等人对单变量尺度参数的一种稳健估计 Sn引入到回归问题中 ,讨论了此估计的一些优良性质 ,并通过一个小规模的模拟研究 ,说明使用 Sn比使用 MAD做尺度参数将会较大地提高回归估计的估计效率 .     

Finite attraction for nonlinear uncertain mechanical systems

This paper deals with the robust control problem for uncertainnonlinear mechanical systems with ideal and holonomic constraints.A robust control law having the form of state feedback is obtained.The control law consists of two parts: the first one is a nominalcontrol law which affects the behaviour of the nominal dynamicsfor the considered mechanical system; the second one is a learningcontrol law which reduces the influence of uncertainties onthe stability of the mechanical system. Under the action ofthe robust control law, the closed-loop system for the uncertainmechanical system reaches a region specified a short time inadvance.     

Robust stability of a class of neural networks with time delays

A stability analysis of the equilibrium position for a given class of Hopfield neural networks with time delays is presented. The robustness of the equilibrium stability with respect to variations in the time delays, system parameters, and interconnection matrix is analyzed. Three approaches are presented which account in various ways for stability of the equilibrium with respect to these perturbations.Work conducted while visiting the University of Bremen, supported by the Deutscheforschungsgemeinschaft.