Table of Contents Author Guidelines Submit a Manuscript

Stochastic Systems 2013

Call for Papers

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 Prospective authors should submit an electronic copy of their complete manuscript through the journal Manuscript Tracking System at according to the following timetable:

Manuscript DueFriday, 1 February 2013
First Round of ReviewsFriday, 26 April 2013
Publication DateFriday, 21 June 2013

Lead Guest Editor

  • Weihai Zhang, College of Information and Electrical Engineering, Shandong University of Science and Technology, Qingdao 266510, China

Guest Editors

  • Xuejun Xie, Institute of Automation, Qufu Normal University, Qufu 273165, China
  • Suiyang Khoo, School of Engineering, Deakin University, 75 Pigdons Road, Waurn Ponds, VIC 3216, Australia
  • Guangchen Wang, School of Control Science and Engineering, Shandong University, Jinan 250061, China
  • Wuquan Li, School of Mathematics and Information, Ludong University, Yantai 264025, China