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 418678
  • - Research Article

Optimal Fusion Filtering in Multisensor Stochastic Systems with Missing Measurements and Correlated Noises

R. Caballero-Águila | I. García-Garrido | J. Linares-Pérez
  • Special Issue
  • - Volume 2013
  • - Article ID 848120
  • - Research Article

Maximum Likelihood Estimation of the VAR(1) Model Parameters with Missing Observations

Helena Mouriño | Maria Isabel Barão
  • Special Issue
  • - Volume 2013
  • - Article ID 312585
  • - Research Article

Governance Mechanism for Global Greenhouse Gas Emissions: A Stochastic Differential Game Approach

Wei Yu | Baogui Xin
  • Special Issue
  • - Volume 2013
  • - Article ID 932579
  • - Research Article

Dividends Sharing Convertible Bonds Pricing and Numerical Evaluation

Xu Guo | Haiyang Wang
  • Special Issue
  • - Volume 2013
  • - Article ID 423101
  • - Research Article

Classical Solutions of Path-Dependent PDEs and Functional Forward-Backward Stochastic Systems

Shaolin Ji | Shuzhen Yang
  • Special Issue
  • - Volume 2013
  • - Article ID 750547
  • - Research Article

Optimal Dividend and Capital Injection Strategies for a Risk Model under Force of Interest

Ying Fang | Zhongfeng Qu
  • Special Issue
  • - Volume 2013
  • - Article ID 359701
  • - Research Article

State-Dependent Utilities and Incomplete Markets

Jaime A. Londoño
  • Special Issue
  • - Volume 2013
  • - Article ID 697345
  • - Research Article

Fault Detection for Linear Discrete Time-Varying Systems with Measurement Packet Dropping

Yueyang Li | Shuai Liu | Zhonghua Wang
  • Special Issue
  • - Volume 2013
  • - Article ID 486257
  • - Research Article

Exponential Stability Results of Discrete-Time Stochastic Neural Networks with Time-Varying Delays

Yajun Li
  • Special Issue
  • - Volume 2013
  • - Article ID 165727
  • - Research Article

Option Pricing under Risk-Minimization Criterion in an Incomplete Market with the Finite Difference Method

Xinfeng Ruan | Wenli Zhu | ... | Jiexiang Huang
Mathematical Problems in Engineering
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Acceptance rate11%
Submission to final decision118 days
Acceptance to publication28 days
CiteScore2.600
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