Guaranteed Cost Control for a Class of Uncertain Stochastic Impulsive Systems with Markovian Switching

Abstract

This article is concerned with the problem of guaranteed cost control for a class of uncertain stochastic impulsive systems with Markovian switching. To the best of our knowledge, it is the first time that such a problem is investigated for stochastic impulsive systems with Markovian switching. For an uncontrolled system, the conditions in terms of certain linear matrix inequalities (LMIs) are obtained for robust stochastical stability and an upper bound is given for the cost function. For the controlled systems, a set of LMIs is developed to design a linear state feedback controller which can stochastically stabilize the class of systems under study and guarantee the given cost function to have an upper bound. Further, an optimization problem with LMI constraints is formulated to minimize the guaranteed cost of the closed-loop system. Finally, a numerical example is provided to show the effectiveness of the proposed method.     

Computation of the random arrival rule for bankruptcy problems

Bankruptcy problems are a fundamental class of fair division problems in microeconomics. Among the various solution concepts proposed for the problem, the random arrival rule is one of the most prominent. In this paper, we conduct a computational analysis of the rule. It is shown that the allocation returned by the rule is #P-complete to compute. The general complexity result is complemented by a pseudo-polynomial-time dynamic programming algorithm for the random arrival rule.     

Delay decomposition approach to state estimation of neural networks with mixed time‐varying delays and Markovian jumping parameters

This paper investigates the state estimation of neural networks with mixed time‐varying delays and Markovian jumping parameters. By developing a delay decomposition approach, the information of the delayed plant states can be taken into full consideration. On the basis of the new Lyapunov–Krasovskii functional, some inequality techniques, stochastic stability theory and delay‐dependent stability criteria are obtained in terms of linear matrix inequalities. Finally, three numerical examples are given to illustrate the less conservative and effectiveness of our theoretical results. Copyright © 2012 John Wiley & Sons, Ltd.     

Some New Results for Departure Process in the M X /G/1 Queueing System with a Single Vacation and Exhaustive Service

A batch arrival queueing system with a single vacation between two successive busy periods and with exhaustive service is considered.

The departure process h(t) is studied first on a single vacation cycle. The approach based on renewal theory is applied to obtain results in the general case. In particular, the explicit representation for the generating function of Laplace transform of the probability function of h(t) is derived. All formulae are written in terms of input parameters of the system and factors of a certain canonical factorization of Wiener–Hopf type. A numerical approach to results is discussed as well.     

Tandem queueing system with infinite and finite intermediate buffers and generalized phase-type service time distribution

A tandem queueing system with infinite and finite intermediate buffers, heterogeneous customers and generalized phase-type service time distribution at the second stage is investigated. The first stage of the tandem has a finite number of servers without buffer. The second stage consists of an infinite and a finite buffers and a finite number of servers. The arrival flow of customers is described by a Marked Markovian arrival process. Type 1 customers arrive to the first stage while type 2 customers arrive to the second stage directly. The service time at the first stage has an exponential distribution. The service times of type 1 and type 2 customers at the second stage have a phase-type distribution with different parameters. During a waiting period in the intermediate buffer, type 1 customers can be impatient and leave the system. The ergodicity condition and the steady-state distribution of the system states are analyzed. Some key performance measures are calculated. The Laplace–Stieltjes transform of the sojourn time distribution of type 2 customers is derived. Numerical examples are presented.     

Efficient calculation of open quantum system dynamics and time‐resolved spectroscopy with distributed memory HEOM (DM‐HEOM)

Time‐ and frequency‐resolved optical signals provide insights into the properties of light‐harvesting molecular complexes, including excitation energies, dipole strengths and orientations, as well as in the exciton energy flow through the complex. The hierarchical equations of motion (HEOM) provide a unifying theory, which allows one to study the combined effects of system‐environment dissipation and non‐Markovian memory without making restrictive assumptions about weak or strong couplings or separability of vibrational and electronic degrees of freedom. With increasing system size the exact solution of the open quantum system dynamics requires memory and compute resources beyond a single compute node. To overcome this barrier, we developed a scalable variant of HEOM. Our distributed memory HEOM, DM‐HEOM, is a universal tool for open quantum system dynamics. It is used to accurately compute all experimentally accessible time‐ and frequency‐resolved processes in light‐harvesting molecular complexes with arbitrary system‐environment couplings for a wide range of temperatures and complex sizes. © 2018 Wiley Periodicals, Inc.     

Average Arrival Time: an Alternative Approach for Studying Fluorescent Behavior of Single Quantum Dots?

Due to photoluminescence intermittency of single colloidal quantum dots (QDs), the traditional exponential fluorescence lifetime analysis is not perfect to characterize QDs' fluorescent emission behavior. In this work we used the time-tagged time-resolved (TTTR) mode to record the fluorescent photons from single QDs. We showed that this method is compatible with the traditional lifetime analysis. In addition, by constructing the trajectory over time and the distribution of average arrival time (AAT) of the fluorescent photons, more details about the emission behavior of QDs were revealed.     

Upper bound for the decay rate of the joint queue-length distribution in a two-node Markovian queueing system

This paper studies the geometric decay property of the joint queue-length distribution {p(n ₁,n ₂)} of a two-node Markovian queueing system in the steady state. For arbitrarily given positive integers c ₁,c ₂,d ₁ and d ₂, an upper bound of the decay rate is derived in the sense

Robust stability analysis of stochastic neural networks with Markovian jumping parameters and probabilistic time‐varying delays

This article discusses the issue of robust stability analysis for a class of Markovian jumping stochastic neural networks (NNs) with probabilistic time‐varying delays. The jumping parameters are represented as a continuous‐time discrete‐state Markov chain. Using the stochastic stability theory, properties of Brownian motion, the information of probabilistic time‐varying delay, the generalized Ito's formula, and linear matrix inequality (LMI) technique, some novel sufficient conditions are obtained to guarantee the stochastical stability of the given NNs. In particular, the activation functions considered in this article are reasonably general in view of the fact that they may depend on Markovian jump parameters and they are more general than those usual Lipschitz conditions. The main features of this article are described in the following: first one is that, based on generalized Finsler lemma, some improved delay‐dependent stability criteria are established and the second one is that the nonlinear stochastic perturbation acting on the system satisfies a class of Lipschitz linear growth conditions. By resorting to the Lyapunov–Krasovskii stability theory and the stochastic analysis tools, sufficient stability conditions are established using an efficient LMI approach. Finally, two numerical examples and its simulations are given to demonstrate the usefulness and effectiveness of the proposed results. © 2014 Wiley Periodicals, Inc. Complexity 21: 59–72, 2016     

H∞ stochastic synchronization for master–slave semi‐Markovian switching system via sliding mode control

In this article, synchronization problem of master–slave system with phase‐type semi‐Markovian switching is investigated via sliding mode control scheme. By utilizing a supplementary variable technique and a plant transformation, the master–slave semi‐Markovian switching system can be equivalently expressed as its associated Markovian switching system. Then an integral sliding surface is constructed to guarantee stochastic synchronization of master–slave semi‐Markovian switching system, and the suitable controller is synthesized to ensure that the trajectory of the closed‐loop error system can be driven onto the prescribed sliding mode surface. Finally, numerical simulations are presented to show the effectiveness of the proposed sliding‐mode design scheme. © 2015 Wiley Periodicals, Inc. Complexity 21: 430–441, 2016