活动时间：2024-05-24 16:00

活动地点：二号学院楼331

主讲人：费为银

主讲人中文简介：

费为银教授(二级)，博士生导师，原安徽工程大学副校长。中国工业与应用数学学会金融数学与工程和精算保险专业委员会委员，中国系统工程学会金融系统工程专业委员会委员，安徽省数学会常务理事。主要研究随机系统控制、随机分析、金融数学与金融工程等。在《IEEE Trans. Automat. Control》、《SIAM J. Control Optim.》、 《Automatica》、《Science China-Information Sciences》、《系统工程理论与实践》、《管理科学学报》等国内外学术刊物上发表论文230余篇。主持了国家自然科学基金面上项目、教育部科学技术研究重点项目和安徽省自然科学基金等多项项目。

活动内容摘要：

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