Stochastic Systems

“Stochastic Systems” is an annual special issue published in “Mathematical Problems in Engineering.” The current issue is the 2013 issue, which is now closed for submissions.

Stochastic Systems 2013

• Stochastic Recursive Zero-Sum Differential Game and Mixed Zero-Sum Differential Game Problem, Lifeng Wei and Zhen Wu
  Volume 2012 (2012), Article ID 718714, 15 pages
• Multiple Maneuvering Target Tracking by Improved Particle Filter Based on Multiscan JPDA, Jing Liu, ChongZhao Han, Feng Han, and Yu Hu
  Volume 2012 (2012), Article ID 372161, 25 pages
• A Novel Detection Scheme for EBPSK System, Xianqing Chen and Lenan Wu
  Volume 2012 (2012), Article ID 956191, 14 pages
• Maximum Likelihood Estimation of the VAR(1) Model Parameters with Missing Observations, Helena Mouriño and Maria Isabel Barão
  Volume 2013 (2013), Article ID 848120, 13 pages
• Governance Mechanism for Global Greenhouse Gas Emissions: A Stochastic Differential Game Approach, Wei Yu and Baogui Xin
  Volume 2013 (2013), Article ID 312585, 13 pages
• Dividends Sharing Convertible Bonds Pricing and Numerical Evaluation, Xu Guo and Haiyang Wang
  Volume 2013 (2013), Article ID 932579, 10 pages
• Classical Solutions of Path-Dependent PDEs and Functional Forward-Backward Stochastic Systems, Shaolin Ji and Shuzhen Yang
  Volume 2013 (2013), Article ID 423101, 11 pages
• State-Dependent Utilities and Incomplete Markets, Jaime A. Londoño
  Volume 2013 (2013), Article ID 359701, 8 pages
• Optimal Dividend and Capital Injection Strategies for a Risk Model under Force of Interest, Ying Fang and Zhongfeng Qu
  Volume 2013 (2013), Article ID 750547, 8 pages
• Fault Detection for Linear Discrete Time-Varying Systems with Measurement Packet Dropping, Yueyang Li, Shuai Liu, and Zhonghua Wang
  Volume 2013 (2013), Article ID 697345, 9 pages
• Option Pricing under Risk-Minimization Criterion in an Incomplete Market with the Finite Difference Method, Xinfeng Ruan, Wenli Zhu, Shuang Li, and Jiexiang Huang
  Volume 2013 (2013), Article ID 165727, 9 pages
• Exponential Stability Results of Discrete-Time Stochastic Neural Networks with Time-Varying Delays, Yajun Li
  Volume 2013 (2013), Article ID 486257, 10 pages
• Stochastic Stability for Time-Delay Markovian Jump Systems with Sector-Bounded Nonlinearities and More General Transition Probabilities, Dan Ye, Quan-Yong Fan, Xin-Gang Zhao, and Guang-Hong Yang
  Volume 2013 (2013), Article ID 208263, 9 pages
• Optimality Conditions for Optimal Control of Jump-Diffusion SDEs with Correlated Observations Noises, Hua Xiao
  Volume 2013 (2013), Article ID 613159, 7 pages
• Robust Filter Design for Itô Stochastic Pantograph Systems, Zhiguo Yan and Yulin Huang
  Volume 2013 (2013), Article ID 747890, 8 pages
• Travel Time Model for Right-Turning Vehicles of Secondary Street at Unsignalized Intersections, Feng Yu-Qin, Leng Jun-Qiang, Wang Peng, He Yi, and Zhang Gui-e
  Volume 2013 (2013), Article ID 104034, 6 pages
• Robust Passivity and Feedback Design for Nonlinear Stochastic Systems with Structural Uncertainty, Zhongwei Lin, Jizhen Liu, and Yuguang Niu
  Volume 2013 (2013), Article ID 460348, 9 pages
• Synchronization of Coupled Stochastic Systems Driven by -Stable Lévy Noises, Anhui Gu
  Volume 2013 (2013), Article ID 685798, 10 pages
• Randomized Dividends in a Discrete Insurance Risk Model with Stochastic Premium Income, Wenguang Yu
  Volume 2013 (2013), Article ID 579534, 9 pages
• The Dynamic Programming Method of Stochastic Differential Game for Functional Forward-Backward Stochastic System, Shaolin Ji, Chuanfeng Sun, and Qingmeng Wei
  Volume 2013 (2013), Article ID 958920, 14 pages
• Relationship between Maximum Principle and Dynamic Programming for Stochastic Recursive Optimal Control Problems and Applications, Jingtao Shi and Zhiyong Yu
  Volume 2013 (2013), Article ID 285241, 12 pages

Stochastic Systems 2012

• Stochastic Systems: Modeling, Analysis, Synthesis, Control, and Their Applications to Engineering, Weihai Zhang, M. D. S. Aliyu, Yun-Gang Liu, and Xue-Jun Xie
  Volume 2012 (2012), Article ID 745065, 3 pages
• Evaluation of Network Reliability for Computer Networks with Multiple Sources, Yi-Kuei Lin and Louis Cheng-Lu Yeng
  Volume 2012 (2012), Article ID 737562, 18 pages
• Weighted Measurement Fusion White Noise Deconvolution Filter with Correlated Noise for Multisensor Stochastic Systems, Xin Wang, Shu-Li Sun, Kai-Hui Ding, and Jing-Yan Xue
  Volume 2012 (2012), Article ID 257619, 16 pages
• Robust Distributed Kalman Filter for Wireless Sensor Networks with Uncertain Communication Channels, Du Yong Kim and Moongu Jeon
  Volume 2012 (2012), Article ID 238597, 12 pages
• Multiresolution Analysis for Stochastic Finite Element Problems with Wavelet-Based Karhunen-Loève Expansion, Carsten Proppe
  Volume 2012 (2012), Article ID 215109, 15 pages
• Robust Reliable Control for Nonlinear Stochastic Markovian Jump Systems, Guici Chen and Yi Shen
  Volume 2012 (2012), Article ID 431576, 16 pages
• Probabilistic Approach to System Reliability of Mechanism with Correlated Failure Models, Xianzhen Huang and Yimin Zhang
  Volume 2012 (2012), Article ID 465853, 11 pages
• Multi-Period Mean-Variance Portfolio Selection with Uncertain Time Horizon When Returns Are Serially Correlated, Ling Zhang and Zhongfei Li
  Volume 2012 (2012), Article ID 216891, 17 pages
• New Results on Stability and Stabilization of Markovian Jump Systems with Partly Known Transition Probabilities, Yafeng Guo and Fanglai Zhu
  Volume 2012 (2012), Article ID 869842, 11 pages
• Stochastic Stability of Damped Mathieu Oscillator Parametrically Excited by a Gaussian Noise, Claudio Floris
  Volume 2012 (2012), Article ID 375913, 18 pages
• Robust Stabilization for Stochastic Systems with Time-Delay and Nonlinear Uncertainties, Zhiguo Yan, Guoshan Zhang, and Xingguang Qi
  Volume 2012 (2012), Article ID 291624, 17 pages
• Stochastic Approximations and Monotonicity of a Single Server Feedback Retrial Queue, Mohamed Boualem, Natalia Djellab, and Djamil Aïssani
  Volume 2012 (2012), Article ID 536982, 13 pages
• Existence and Uniqueness for Stochastic Age-Dependent Population with Fractional Brownian Motion, Zhang Qimin and Li xining
  Volume 2012 (2012), Article ID 813535, 12 pages
• Iterative Learning Control for Remote Control Systems with Communication Delay and Data Dropout, Chunping Liu, Jianxin Xu, and Jun Wu
  Volume 2012 (2012), Article ID 705474, 14 pages
• INS/WSN-Integrated Navigation Utilizing LS-SVM and Filtering, Yuan Xu, Xiyuan Chen, and Qinghua Li
  Volume 2012 (2012), Article ID 707326, 19 pages
• Arbitrage-Free Conditions and Hedging Strategies for Markets with Penalty Costs on Short Positions, O. L. V. Costa and E. V. Queiroz Filho
  Volume 2012 (2012), Article ID 937324, 20 pages
• Least-Mean-Square Receding Horizon Estimation, Bokyu Kwon and Soohee Han
  Volume 2012 (2012), Article ID 631759, 19 pages
• High-Order Stochastic Adaptive Controller Design with Application to Mechanical System, Jie Tian, Wei Feng, and Yuzhen Wang
  Volume 2012 (2012), Article ID 718913, 17 pages
• Adaptive Output Feedback Control for a Class of Stochastic Nonlinear Systems with SiISS Inverse Dynamics, Na Duan and Hai-Kuan Liu
  Volume 2012 (2012), Article ID 673878, 15 pages
• A Fast Fourier Transform Technique for Pricing European Options with Stochastic Volatility and Jump Risk, Su-mei Zhang and Li-he Wang
  Volume 2012 (2012), Article ID 761637, 17 pages
• Nonsmooth Adaptive Control Design for a Large Class of Uncertain High-Order Stochastic Nonlinear Systems, Jian Zhang and Yungang Liu
  Volume 2012 (2012), Article ID 808035, 21 pages
• Stability and Stabilization of Networked Control System with Forward and Backward Random Time Delays, Ye-Guo Sun and Qing-Zheng Gao
  Volume 2012 (2012), Article ID 834643, 15 pages
• Indefinite LQ Control for Discrete-Time Stochastic Systems via Semidefinite Programming, Shaowei Zhou and Weihai Zhang
  Volume 2012 (2012), Article ID 674087, 14 pages
• A Tandem Queue with Group Occupation of Servers at the Second Station, Chesoong Kim, Alexander Dudin, Valentina Klimenok, and Olga Taramin
  Volume 2012 (2012), Article ID 324604, 26 pages
• Adaptive State-Feedback Stabilization for High-Order Stochastic Nonlinear Systems Driven by Noise of Unknown Covariance, Cong-Ran Zhao, Xue-Jun Xie, and Na Duan
  Volume 2012 (2012), Article ID 246579, 13 pages
• The Use of Geographically Weighted Regression for the Relationship among Extreme Climate Indices in China, Chunhong Wang, Jiangshe Zhang, and Xiaodong Yan
  Volume 2012 (2012), Article ID 369539, 15 pages
• Robust Filtering for General Nonlinear Stochastic State-Delayed Systems, Weihai Zhang, Gang Feng, and Qinghua Li
  Volume 2012 (2012), Article ID 231352, 15 pages
• Master-Slave Synchronization of Stochastic Neural Networks with Mixed Time-Varying Delays, Yongyong Ge, Tao Li, and Shumin Fei
  Volume 2012 (2012), Article ID 730941, 18 pages
• Properties of Recurrent Equations for the Full-Availability Group with BPP Traffic, Mariusz Głąbowski, Maciej Stasiak, and Joanna Weissenberg
  Volume 2012 (2012), Article ID 547909, 17 pages
• Stochastic Stabilization of Nonholonomic Mobile Robot with Heading-Angle-Dependent Disturbance, Zhao Jing Wu and Yong Hui Liu
  Volume 2012 (2012), Article ID 870498, 17 pages
• Wind-Induced Vibration Control of Dalian International Trade Mansion by Tuned Liquid Dampers, Hong-Nan Li, Ting-Hua Yi, Qin-Yang Jing, Lin-Sheng Huo, and Guo-Xin Wang
  Volume 2012 (2012), Article ID 848031, 21 pages