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 2014
  • - Article ID 272745
  • - Research Article

The Stability and Stabilization of Stochastic Delay-Time Systems

Gang Li | Ming Chen
  • Special Issue
  • - Volume 2014
  • - Article ID 421687
  • - Research Article

Backward Stochastic Control: Infinite Horizon Case

Zhen Wu | Qixia Zhang
  • Special Issue
  • - Volume 2014
  • - Article ID 249860
  • - Research Article

Dissipative Delay-Feedback Control for Nonlinear Stochastic Systems with Time-Varying Delay

Guici Chen | Jianzhong Zhou | Yongchuan Zhang
  • Special Issue
  • - Volume 2014
  • - Article ID 635758
  • - Research Article

The Control for Bilinear Systems with Poisson Jumps

Rui Zhang | Weihai Zhang | Xiangyun Lin
  • Special Issue
  • - Volume 2014
  • - Article ID 278142
  • - Research Article

Discrete-Time Indefinite Stochastic Linear Quadratic Optimal Control with Second Moment Constraints

Weihai Zhang | Guiling Li
  • Special Issue
  • - Volume 2014
  • - Article ID 835254
  • - Research Article

Research on Multiprincipals Selecting Effective Agency Mode in the Student Loan System

Libo Ding | Bangyi Li | Suling Feng
  • Special Issue
  • - Volume 2014
  • - Article ID 486052
  • - Research Article

Preserving Global Exponential Stability of Hybrid BAM Neural Networks with Reaction Diffusion Terms in the Presence of Stochastic Noise and Connection Weight Matrices Uncertainty

Yan Li | Yi Shen
  • Special Issue
  • - Volume 2014
  • - Article ID 329437
  • - Research Article

Two Identification Methods for Dual-Rate Sampled-Data Nonlinear Output-Error Systems

Jing Chen | Ruifeng Ding
  • Special Issue
  • - Volume 2014
  • - Article ID 154679
  • - Research Article

Input-To-State Stability for a Class of Switched Stochastic Nonlinear Systems by an Improved Average Dwell Time Method

Rongwei Guo | Ping Zhao | Chenghui Zhang
  • Special Issue
  • - Volume 2014
  • - Article ID 907982
  • - Research Article

Exponential Stability of Neutral Stochastic Functional Differential Equations with Two-Time-Scale Markovian Switching

Junhao Hu | Zhiying Xu
Mathematical Problems in Engineering
 Journal metrics
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Acceptance rate11%
Submission to final decision118 days
Acceptance to publication28 days
CiteScore2.600
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