活動時間：2024-05-24 16:00
活動地點：二号學院樓331
主講人：費為銀
主講人中文簡介：
費為銀教授(二級)，博士生導師，原安徽工程大學副校長。中國工業與應用數學學會金融數學與工程和精算保險專業委員會委員，中國系統工程學會金融系統工程專業委員會委員，安徽省數學會常務理事。主要研究随機系統控制、随機分析、金融數學與金融工程等。在《IEEE Trans. Automat. Control》、《SIAM J. Control Optim.》、 《Automatica》、《Science China-Information Sciences》、《系統工程理論與實踐》、《管理科學學報》等國内外學術刊物上發表論文230餘篇。主持了國家自然科學基金面上項目、教育部科學技術研究重點項目和安徽省自然科學基金等多項項目。
活動内容摘要：
To tackle the challenge of effectively stabilizing an inherently unstable highly nonlinear stochastic hybrid system while simultaneously minimizing costs, this paper introduces a novel control strategy termed aperiodically delayed intermittent control (ADIC), grounded in discrete-time observations. Diverging from the conventional stochastic hybrid system driven by Brownian motion, we adopt L\'{e}vy noise to characterize the random perturbations, which possess the capacity to capture the discontinuous, tail, and peak pulse features associated with random jumps. Leveraging the Lyapunov functional approach and the strong ergodicity theory of Markov chains, we establish the mean-square exponential stability of a controlled highly nonlinear stochastic hybrid system subjected to L\'{e}vy noise. Furthermore, the range of the average time rate for ADIC, and the range of duration separating two consecutive observations are given. One particular note is our introduction of a novel technique for estimating the disparity between the current-time state and the discrete-time state. This innovation leads to less stringent conditions imposed on both the underlying system and the control function. Finally, we apply our theoretical findings to the modified FitzHugh-Nagumo models and the stochastic Gilpin-Ayala model.
主持人：舒慧生