講座主題：Domain Stability in Probability in Fixed Time for Stochastic Nonlinear Systems and Related Stabilization Problems
主講人： 尹居良
工作單位：廣州大學(xué)
活動(dòng)時(shí)間：2020年12月19日 19:30--20:30
講座地點(diǎn)：騰訊會(huì)議,，會(huì)議ID：154 163 874
主辦單位：煙臺(tái)大學(xué)數(shù)學(xué)與信息科學(xué)學(xué)院
內(nèi)容摘要：
In this talk, I will introduce a new definition of stochastic stability, called domain stability in probability in fixed time, which can be described as the probability distribution function of the first hitting time of the domain for a nonlinear stochastic system. Next, some sufficient conditions are given, under which upper bounds of the mean first hitting time could be derived. In particular, a connection between the mean of the first hitting time and a Dirichlet problem is built. By these results, a Lyapunov-based controller design is given to guarantee the domain stability in probability for nonlinear stochastic systems with affine control inputs. Then, quadratic form function inequalities focusing on semi-linear stochastic systems are used to design a linear state feedback controller for achieving the domain stability in probability.
主講人介紹：
尹居良,，廣東省珠江學(xué)者特聘教授，廣州大學(xué)“百人計(jì)劃”特聘教授,，統(tǒng)計(jì)學(xué)專業(yè)博士生導(dǎo)師,。研究方向?yàn)殡S機(jī)分析與控制,、數(shù)理金融與保險(xiǎn)精算,、隨機(jī)過程統(tǒng)計(jì)等，先后主持國家自然科學(xué)基金項(xiàng)目3項(xiàng),，省部級(jí)科研項(xiàng)目6項(xiàng),，發(fā)表各類學(xué)術(shù)論文50余篇，其中SCI和SSCI收錄論文28篇,。
