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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Adaptive stabilization of non-cooperative stochastic differential games
非合作 随机微分对策 自适应镇定
2023/11/29
We considers the adaptive stabilization problem for a basic class of linear-quadratic non-cooperative stochastic differential games when the systems matrices are unknown to the regulator and the playe...
Random Attractors for Stochastic Wave Equations with Critical Exponents on Rn
Stochastic Wave Equations Random Attractors
2015/4/3
Outline
• Stochastic wave equations on Rn.
• Random attractors theory.
• Random absorbing sets for wave equations.
• Pullback asymptotic compactness.
• Existence of ...
Stochastic Quantification of Missing Mechanisms in Dynamical Systems
ynamical Systems Missing Mechanisms
2015/4/3
Due to lack of knowledge:
Missing mechanisms (ignored “too small" or “too fast" or
“unimportant" processes)
Unresolved scales (not represented in models)
Model uncertainties
Pseudo resonance induced quasi-periodic behavior in stochastic threshold dynamics
Pseudo resonance quasi-periodic behavior stochastic threshold dynamics
2011/7/5
Here we present a simple stochastic threshold model consisting of a deterministic slowly
decaying term and a fast stochastic noise term. The process shows a pseudo-resonance,
in the sense that for s...
Asymptotic Properties of the Maximum Likelihood Estimate in Generalized Linear Models with Stochastic Regressors
Generalized linear models Consistency Asymptotic normality
2007/12/12
For generalized linear models (GLM), in case the regressors are stochastic and have different distributions, the asymptotic properties of the maximum likelihood estimate (MLE) $\hat{\beta}_n$ of the p...