理学院迎百年校庆系列报告(十):Stabilization for SDEs driven by G-Brownian motion

文章作者:李文学发布时间:2019-08-06浏览次数:597


报告时间:201987 10:30-11:30

报告地点:H203

报告摘要:This paper mainly concerns the stability of the solutions for stochastic differential equations driven by G-Brownian motion (G-SDEs) via feedback control based on discrete-time state observation. More precisely, the discrete-time state feedback control is included in the drift coefficient of the G-SDEs. By constructing an appropriate G-Lyapunov function, a set of conditions is obtained for the H∞ stability, asymptotic stability and mean-square exponential stability of the controlled systems. Finally, an example with numerical simulation is presented to illustrate the effectiveness of the proposed control design technique.

报告人简介:

任永,博士,教授,博士生导师,现任安徽师范大学数学与统计学院院长,安徽省学术和技术带头人。主要从事倒向随机微分方程、随机控制以及泛函型随机微分方程等领域研究工作,研究工作得到四项国家自然科学基金以及安徽省杰出青年基金资助,在国际知名SCI期刊发表研究论文90余篇,以排名第一的身份获得过霍英东奖、安徽省科学技术奖以及安徽省教学成果奖等,曾在澳大利亚塔斯马尼亚大学从事过博士后研究工作,多次访问韩国、法国、美国等国家。


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