A finite-time stability theorem of stochastic nonlinear systems and stabilization designs

This paper focuses on the finite-time stability and stabilization designs of stochastic nonlinear systems. We first present and discuss a definition on the finite-time stability in probability of stochastic nonlinear systems, then we introduce a stochastic Lyapunov theorem on the finite-time stability, which has been established by Yin et al. We also employ this theorem to design a continuous state feedback controller that makes a class of stochastic nonlinear systems to be stable in finite time. An example and a simulation are given to illustrate the theoretical analysis.

Least squares asymptotics in spurious and cointegrated panel regressions with common and idiosyncratic stochastic trends

This article makes an analytical study of the effects of the presence of both common and idiosyncratic stochastic trends on the pooled least squares estimator. The results suggest that the usual result of asymptotic normality depends critically on the absence of the common stochastic trend.

Contests with the probability of a draw : a stochastic foundation

This article proposes a stochastic foundation for the contest success function (CSF for short) with a richer structure on the set of possible outcomes of the contest. Specifically, the analysis allows for the possibility of a draw, so that no contestant can claim a victory over all other players. Under plausible conditions, this article not only discovers new functional forms of CSFs, but also shows the newly derived CSFs have very different properties in equilibrium to those of conventional CSFs. For example, in contrast to the CSFs discussed in the contest literature, which always generate a unique pure strategy Nash equilibrium, the newly discovered CSFs admit the possibility of multiple equilibria.

Stochastic models of road geometry and wind condition for vehicle energy management and control

Modeling and simulation is commonly used to improve vehicle performance, to optimize vehicle system design, and to reduce vehicle development time. Vehicle performances can be affected by environmental conditions and driver behavior factors, which are often uncertain and immeasurable. To incorporate the role of environmental conditions in the modeling and simulation of vehicle systems, both real and artificial data are used. Often, real data are unavailable or inadequate for extensive investigations. Hence, it is important to be able to construct artificial environmental data whose characteristics resemble those of the real data for modeling and simulation purposes. However, to produce credible vehicle simulation results, the simulated environment must be realistic and validated using accepted practices. This paper proposes a stochastic model that is capable of creating artificial environmental factors such as road geometry and wind conditions. In addition, road geometric design principles are employed to modify the created road data, making it consistent with the real-road geometry. Two sets of real-road geometry and wind condition data are employed to propose probability models. To justify the distribution goodness of fit, Pearson's chi-square and correlation statistics have been used. Finally, the stochastic models of road geometry and wind conditions (SMRWs) are developed to produce realistic road and wind data. SMRW can be used to predict vehicle performance, energy management, and control strategies over multiple driving cycles and to assist in developing fuel-efficient vehicles.

A new approach based on support vector machine for solving stochastic optimization

Making decision usually occurs in the state of being uncertain. These kinds of problems often expresses in a formula as optimization problems. It is desire for decision makers to find a solution for optimization problems. Typically, solving optimization problems in uncertain environment is difficult. This paper proposes a new hybrid intelligent algorithm to solve a kind of stochastic optimization i.e. dependent chance programming (DCP) model. In order to speed up the solution process, we used support vector machine regression (SVM regression) to approximate chance functions which is the probability of a sequence of uncertain event occurs based on the training data generated by the stochastic simulation. The proposed algorithm consists of three steps: (1) generate data to estimate the objective function, (2) utilize SVM regression to reveal a trend hidden in the data (3) apply genetic algorithm (GA) based on SVM regression to obtain an estimation for the chance function. Numerical example is presented to show the ability of algorithm in terms of time-consuming and precision.

An efficient scheduling method for grid systems based on a hierarchical stochastic petri net

This paper addresses the problem of resource scheduling in a grid computing environment. One of the main goals of grid computing is to share system resources among geographically dispersed users, and schedule resource requests in an efficient manner. Grid computing resources are distributed, heterogeneous, dynamic, and autonomous, which makes resource scheduling a complex problem. This paper proposes a new approach to resource scheduling in grid computing environments, the hierarchical stochastic Petri net (HSPN). The HSPN optimizes grid resource sharing, by categorizing resource requests in three layers, where each layer has special functions for receiving subtasks from, and delivering data to, the layer above or below. We compare the HSPN performance with the Min-min and Max-min resource scheduling algorithms. Our results show that the HSPN performs better than Max-min, but slightly underperforms Min-min.