Mathematical Problems in Engineering

Stochastic Systems 2013


Publishing date
21 Jun 2013
Status
Published
Submission deadline
01 Feb 2013

Lead Editor

1College of Information and Electrical Engineering, Shandong University of Science and Technology, Qingdao 266510, China

2Institute of Automation, Qufu Normal University, Qufu 273165, China

3School of Engineering, Deakin University, 75 Pigdons Road, Waurn Ponds, VIC 3216, Australia

4School of Control Science and Engineering, Shandong University, Jinan 250061, China

5School of Mathematics and Information, Ludong University, Yantai 264025, China


Stochastic Systems 2013

Description

Randomness is inherent in reality, but it is often ignored due to the resulting difficulties. Stochastic control plays a central and significant role in modern control theory, which presents a valid tool for dealing with the randomness in the forms of Brownian motion and white noise.

With the fast development of biology systems, mathematical finance, insurance, real estate, multiagent, and network control, a lot of new, challenging stochastic-control problems are springing up, which covers the fields of g-expectation, mean-field control, leader-follower game, stochastic filtering, stability, and so forth. These problems are desired to be deeply investigated by using more advanced theories and tools. To reflect the most recent advances in these fields, we are determined to organize this special issue.

This special issue will focus on stochastic-control systems governed by Ito-type stochastic differential equations, discrete-time stochastic difference equations together with their applications to control, filtering, communication, manufacturing, and fault detection. Potential topics include, but are not limited to:

  • Stochastic modeling, stability, and stabilization
  • Stochastic robust/optimal/near-optimal/adaptive control
  • Stochastic filtering and estimation
  • Stochastic differential game
  • Small-gain approach to control of stochastic nonlinear systems
  • Nonlinear risk measure including g-expectation
  • Applications of stochastic-control theory to finance, economics, insurance, real estate, manufacturing systems, fault detection, networked control systems, and so forth

High-quality papers on other topics will also be considered depending on the availability of space. All the accepted papers will be published in the journal of Mathematical Problems in Engineering.

Before submission authors should carefully read over the journal's Author Guidelines, which are located at http://www.hindawi.com/journals/mpe/guidelines/. Prospective authors should submit an electronic copy of their complete manuscript through the journal Manuscript Tracking System at http://mts.hindawi.com/submit/journals/mpe/ssma13/ according to the following timetable:


Articles

  • Special Issue
  • - Volume 2013
  • - Article ID 924065
  • - Editorial

Stochastic Systems 2013

Weihai Zhang | Xuejun Xie | ... | Wuquan Li
  • Special Issue
  • - Volume 2013
  • - Article ID 947104
  • - Research Article

Risk-Based Predictive Maintenance for Safety-Critical Systems by Using Probabilistic Inference

Tianhua Xu | Tao Tang | ... | Tangming Yuan
  • Special Issue
  • - Volume 2013
  • - Article ID 102069
  • - Research Article

Capacity-Equivocation Regions of the DMBCs with Noiseless Feedback

Xinxing Yin | Zhi Xue | Bin Dai
  • Special Issue
  • - Volume 2013
  • - Article ID 945342
  • - Research Article

Estimates for Discrete-Time Markovian Jump Linear Systems

Marco H. Terra | Gildson Jesus | João Y. Ishihara
  • Special Issue
  • - Volume 2013
  • - Article ID 241241
  • - Research Article

Control of Traffic Intensity in Hyperexponential and Mixed Erlang Queueing Systems with a Method Based on SPRT

Müjgan Zobu | Vedat Sağlam
  • Special Issue
  • - Volume 2013
  • - Article ID 108386
  • - Research Article

Markov Chain Models for the Stochastic Modeling of Pitting Corrosion

A. Valor | F. Caleyo | ... | J. M. Hallen
  • Special Issue
  • - Volume 2013
  • - Article ID 168169
  • - Research Article

Exponential Stability of Stochastic Nonlinear Dynamical Price System with Delay

Wenli Zhu | Xinfeng Ruan | ... | Jie Zhuang
  • Special Issue
  • - Volume 2013
  • - Article ID 679369
  • - Research Article

A Two-Stage Model Queueing with No Waiting Line between Channels

Vedat Sağlam | Müjgan Zobu
  • Special Issue
  • - Volume 2013
  • - Article ID 715869
  • - Research Article

Optimal Portfolio of Corporate Investment and Consumption Problem under Market Closure: Inflation Case

Zongyuan Huang | Detao Zhang
  • Special Issue
  • - Volume 2013
  • - Article ID 132920
  • - Research Article

Probabilistic Value-Centric Optimization Design for Fractionated Spacecrafts Based on Unscented Transformation

Ming Xu | Jinlong Wang | ... | Shengli Liu
Mathematical Problems in Engineering
 Journal metrics
Acceptance rate27%
Submission to final decision64 days
Acceptance to publication34 days
CiteScore1.800
Journal Citation Indicator0.400
Impact Factor1.305
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