1.尹居良教授学术报告
报告题目:Asymptotic Stability in Probability and Stabilization for a Class of Discrete-time Stochastic Systems
报告时间:2018年6月22日上午 8:30
报告地点:J9-525 (泰山学者实验室)
报 告 人:尹居良教授(广州大学)
报告人简介:
尹居良,广州大学教授,统计学专业博士生导师,澳大利亚Deakin大学荣誉教授,广东省“千百十”人才工程培养对象。2003年毕业于中山大学数学学院概率论与数理统计专业,获理学博士学位,2003-2005年在南开大学数学学院做博士后研究。1997年-2017年在暨南大学工作,2009年晋升教授。曾任广东省现场统计协会秘书长和常务理事。主要从事随机分析、随机控制、数理统计学、保险精算学、金融数学等领域的教学与研究工作。迄今为止,参编、参撰教材和著作各1部,先后主持省部级科研项目7项、国家自然科学基金项目2项,正式发表各类学术论文近50篇,其中被SCI和SSCI索引收录近30篇。2007年和2008年获广东省统计科学研究成果一等奖和全国优秀统计成果三等奖。
内容简介:
In this talk, I will introduce some results on asymptotic stability in probability and stabilization designs of discrete-time stochastic systems with state-dependent noise perturbations. Our work begins with a lemma on a special discrete-time stochastic system for which almost all of its sample paths starting from a nonzero initial value will never reach the origin subsequently. This motivates us to deal with the asymptotic stability in probability of discrete-time stochastic systems. A stochastic Lyapunov theorem on asymptotic stability in probability is proved by means of the convergence theorem of supermartingale. An example is given to show the difference between asymptotic stability in probability and almost surely asymptotic stability. Based on the stochastic Lyapunov theorem, the problem of asymptotic stabilization for discrete-time stochastic control systems is considered. Some sufficient conditions are proposed and applied for constructing asymptotically stable feedback controllers.
2.吴开宁学术报告
报告题目:Boundary control for linear stochastic reaction-diffusion systems
报告时间: 2018年6月22日上午 10:00
报告地点: J9-525 (泰山学者实验室)
报 告 人: 吴开宁(哈尔滨工业大学(威海))
报告人简介:
吴开宁, 哈尔滨工业大学(威海)数学系副主任、副教授,博士生导师。2009年毕业于哈尔滨工业大学,获理学博士学位。2010年12月至2011年12月,在台湾“清华大学”从事博士后研究工作。2016年12月至2017年12月,在澳大利亚阿德莱德大学做访问学者。曾获得包括国家自然科学基金,航天科技支撑技术项目,山东省自然科学基金面上项目等10余项基金项目,发表SCI论文20余篇。
内容简介:
In this talk, the problem of control for linear stochastic reaction-diffusion systems with Neumann boundary conditions is studied. First, when the full-domain system states are accessible, a boundary controller is designed, and a sufficient condition is established to achieve the mean square exponential stability. When full information of system state is unavailable, an observer-based controller is proposed and sufficient conditions to guarantee the stability are obtained. Furthermore, an observer-based boundary control is presented for the systems with an H infinity performance. Simulation examples demonstrate the effectiveness of the theoretical results.