Mathematical Problems in Engineering

Stochastic Systems 2014


Publishing date
12 Sep 2014
Status
Published
Submission deadline
25 Apr 2014

Lead Editor

1College of Information and Electrical Engineering, Shandong University of Science and Technology, Qingdao 266590, China

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

3School of Engineering, Deakin University, 75 Pigdons Road, Waurn Ponds, Geelong, 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 2014

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/ssma14/ according to the following timetable:


Articles

  • Special Issue
  • - Volume 2015
  • - Article ID 529862
  • - Research Article

Adaptive Neural Output Feedback Control of Stochastic Nonlinear Systems with Unmodeled Dynamics

Xiaonan Xia | Tianping Zhang
  • Special Issue
  • - Volume 2015
  • - Article ID 210630
  • - Editorial

Stochastic Systems 2014

Weihai Zhang | Xuejun Xie | ... | Ming Gao
  • Special Issue
  • - Volume 2015
  • - Article ID 707069
  • - Research Article

Boundedness of Stochastic Delay Differential Systems with Impulsive Control and Impulsive Disturbance

Liming Wang | Baoqing Yang | ... | Kai-Ning Wu
  • Special Issue
  • - Volume 2015
  • - Article ID 439537
  • - Research Article

Optimal Dividend and Capital Injection Strategies in the Cramér-Lundberg Risk Model

Yan Li | Guoxin Liu
  • Special Issue
  • - Volume 2015
  • - Article ID 892304
  • - Research Article

Maximum Principle for Optimal Control Problems of Forward-Backward Regime-Switching Systems Involving Impulse Controls

Shujun Wang | Zhen Wu
  • Special Issue
  • - Volume 2014
  • - Article ID 571572
  • - Research Article

Performance Analysis for Distributed Fusion with Different Dimensional Data

Xianghui Yuan | Zhansheng Duan | Chongzhao Han
  • Special Issue
  • - Volume 2014
  • - Article ID 678976
  • - Research Article

Impact of Correlated Noises on Additive Dynamical Systems

Chujin Li | Jinqiao Duan
  • Special Issue
  • - Volume 2014
  • - Article ID 713738
  • - Research Article

Stochastic Dominance under the Nonlinear Expected Utilities

Xinling Xiao
  • Special Issue
  • - Volume 2014
  • - Article ID 437843
  • - Research Article

Parallel Array Bistable Stochastic Resonance System with Independent Input and Its Signal-to-Noise Ratio Improvement

Wei Li | Hanzhi Lu | Yanyan Zuo
  • Special Issue
  • - Volume 2014
  • - Article ID 539768
  • - Research Article

Equilibrium Model of Discrete Dynamic Supply Chain Network with Random Demand and Advertisement Strategy

Guitao Zhang | Qingmei Sui | ... | Hao Sun
Mathematical Problems in Engineering
 Journal metrics
Acceptance rate28%
Submission to final decision77 days
Acceptance to publication39 days
CiteScore1.130
Impact Factor1.179
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