具有时变滞后的随机系统的时滞依赖鲁棒稳定性与H_∞分析

研究具有时变滞后与Markov跳跃的随机系统的鲁棒随机稳定性与H_∞分析.通过引进随机Liapunov-Krasovskii泛函,使用自由权矩阵技术(即何技术),得到时滞依赖鲁棒随机稳定性与H_∞扰动衰减的线性矩阵不等式判据.3个数值例子说明提供的方法是有效的,并且与相关文献中存在的一些结果相比是低保守的.     

Exponential stability results for uncertain neutral systems with interval time-varying delays and Markovian jumping parameters

This paper deals with the global exponential stability analysis of neutral systems with Markovian jumping parameters and interval time-varying delays. The time-varying delay is assumed to belong to an interval, which means that the lower and upper bounds of interval time-varying delays are available. A new global exponential stability condition is derived in terms of linear matrix inequality (LMI) by constructing new Lyapunov-Krasovskii functionals via generalized eigenvalue problems (GEVPs). The stability criteria are formulated in the form of LMIs, which can be easily checked in practice by Matlab LMI control toolbox. Two numerical examples are given to demonstrate the effectiveness and less conservativeness of the proposed methods.     

Optimal control of a production-inventory system with customer impatience

We consider the control of a production-inventory system with impatient customers. We show that the optimal policy can be described using two thresholds: a production base-stock level that determines when production takes place and an admission threshold that determines when orders should be accepted. We describe an algorithm for computing the performance of the system for any choice of base-stock level and admission threshold. In a numerical study, we compare the performance of the optimal policy against several other policies.     

Optimal consumption and portfolio under inflation and Markovian switching

In this paper, a financial market with Markovian switching and inflation is described, and the problem of maximizing expected utility of consumption discounted by inflation is given. Then, by a generalized Itô formula for Markov-modulated processes, the verification theorems of optimal policies are derived. Finally, the optimal consumption and portfolio policies for the constant relative risk aversion utility are given explicitly, and an economic analysis is made by numerical examples.     

Robust Control of Markovian Switching Stochastic Systems with Noise Dependent States and Inputs

A problem of state feedback stabilization of discrete-time stochastic processes under Markovian switching and random diffusion (noise) is considered. The jump Markovian switching is modeled by a discrete-time Markov chain. The control input is simultaneously applied to both the rate vector and the diffusion term. Sufficient conditions based on linear matrix inequalities (LMI's) for stochastic stability is obtained. The robustness results of such stability concept against all admissible uncertainties are also investigated. An example is given to demonstrate the obtained results.     

Stability of random impulsive coupled systems on networks with Markovian switching

Abstract

This article is intended to study global asymptotical stability in probability for random impulsive coupled systems on networks with Markovian switching. Two cases are considered. (1) Continuous dynamics are stable while impulses are unstable; (2) impulses are stable while continuous dynamics are unstable. To begin with, based on Lyapunov method as well as graph-theoretic technique, several new stability criteria in two cases are derived, that are, the Lyapunov-type criteria and the coefficients-type criteria. Then main results are used for a class of random impulsive coupled oscillators. Finally, the effectiveness of the obtained results is verified by numerical simulations.     

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.     

An M[X]/G/1 retrial g-queue with single vacation subject to the server breakdown and repair

An M[X]/G/1 retrial G-queue with single vacation and unreliable server is investigated in this paper. Arrivals of positive customers form a compound Poisson process, and positive customers receive service immediately if the server is free upon their arrivals; Otherwise, they may enter a retrial orbit and try their luck after a random time interval. The arrivals of negative customers form a Poisson process. Negative customers not only remove the customer being in service, but also make the server under repair. The server leaves for a single vacation as soon as the system empties. In this paper, we analyze the ergodical condition of this model. By applying the supplementary variables method, we obtain the steady-state solutions for both queueing measures and reliability quantities.