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 208263
  • - Research Article

Stochastic Stability for Time-Delay Markovian Jump Systems with Sector-Bounded Nonlinearities and More General Transition Probabilities

Dan Ye | Quan-Yong Fan | ... | Guang-Hong Yang
  • Special Issue
  • - Volume 2013
  • - Article ID 613159
  • - Research Article

Optimality Conditions for Optimal Control of Jump-Diffusion SDEs with Correlated Observations Noises

Hua Xiao
  • Special Issue
  • - Volume 2013
  • - Article ID 747890
  • - Research Article

Robust Filter Design for Itô Stochastic Pantograph Systems

Zhiguo Yan | Yulin Huang
  • Special Issue
  • - Volume 2013
  • - Article ID 104034
  • - Research Article

Travel Time Model for Right-Turning Vehicles of Secondary Street at Unsignalized Intersections

Feng Yu-Qin | Leng Jun-Qiang | ... | Zhang Gui-e
  • Special Issue
  • - Volume 2013
  • - Article ID 460348
  • - Research Article

Robust Passivity and Feedback Design for Nonlinear Stochastic Systems with Structural Uncertainty

Zhongwei Lin | Jizhen Liu | Yuguang Niu
  • Special Issue
  • - Volume 2013
  • - Article ID 685798
  • - Research Article

Synchronization of Coupled Stochastic Systems Driven by -Stable Lévy Noises

Anhui Gu
  • Special Issue
  • - Volume 2013
  • - Article ID 579534
  • - Research Article

Randomized Dividends in a Discrete Insurance Risk Model with Stochastic Premium Income

Wenguang Yu
  • Special Issue
  • - Volume 2013
  • - Article ID 958920
  • - Research Article

The Dynamic Programming Method of Stochastic Differential Game for Functional Forward-Backward Stochastic System

Shaolin Ji | Chuanfeng Sun | Qingmeng Wei
  • Special Issue
  • - Volume 2013
  • - Article ID 285241
  • - Research Article

Relationship between Maximum Principle and Dynamic Programming for Stochastic Recursive Optimal Control Problems and Applications

Jingtao Shi | Zhiyong Yu
  • Special Issue
  • - Volume 2012
  • - Article ID 718714
  • - Research Article

Stochastic Recursive Zero-Sum Differential Game and Mixed Zero-Sum Differential Game Problem

Lifeng Wei | Zhen Wu
Mathematical Problems in Engineering
 Journal metrics
Acceptance rate27%
Submission to final decision64 days
Acceptance to publication34 days
CiteScore1.800
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Impact Factor1.305
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