不确定的微分方程已广泛应用于许多领域,尤其是不确定的金融领域。 不幸的是,我们不能总是得到不确定微分方程的解析解。 早期的研究人员提出了一种基于欧拉方法的数值方法。 本文设计了一种通过广泛使用的Runge-Kutta方法求解不确定微分方程的新数值方法。 给出了一些例子来说明Runge-Kutta方法在计算不确定性微分方程解的不确定性分布,期望值,极值和时间积分时的有效性。
2023-03-15 01:31:25 643KB Uncertainty theory; Uncertain differential
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Robust solutions of LP contaminated with uncertain data.pdfRobust solutions of LP contaminated with uncertain data.pdfRobust solutions of LP contaminated with uncertain data.pdf
2022-10-31 20:13:16 89KB robust
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Calafiore G,CampiMC.Uncertainconvexprograms:randomizedsolutionsand confidence levels.MathematicalProgramming2005;102(1):25–46.
2022-03-01 13:51:57 205KB robust
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DEFENSE DYNAMIC SECURITY STRATEGIES FOR AN UNCERTAIN FUTURE.pdf
2021-08-21 13:01:21 1.33MB 互联网
伯克利大神J. Karl Hedrick的著作,动态面控制(DSC)领域非常经典的教材。
2021-08-13 14:50:52 3.27MB Dynamic Surface Control;J. Karl
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间隔状态观测器在每个时间点对状态向量的允许值集合进行估计。 理想情况下,评估集的大小与模型不确定性成正比,因此,间隔观察者会生成具有估计误差范围的状态估计值,类似于Kalman滤波器,但要在确定性框架内进行。 本教程介绍了用于连续时间,离散时间和时滞系统的间隔观察器设计的主要工具和技术。
2021-08-13 09:45:55 1.55MB 区间观测器
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Adaptive Backstepping Control of Uncertain Systems Lecture Notes in Control and Information Sciences 372 Editors: M. Thoma, M. Morari
2021-07-03 18:19:23 6.25MB Adaptive Backstepping Control
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The main difficulty in stability analysis of reset control systems comes from their state-dependent reset mechanism. It becomes more challenging when output matrix suffers from uncertainties which make the reset time instants uncertain. In this paper, existing quadratic stability results for uncerta
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PRACTICAL SYNCHRONIZATION OF NONAUTONOMOUS SYSTEMS WITH UNCERTAIN PARAMETER MISMATCH VIA A SINGLE STATE FEEDBACK CONTROL
2021-02-20 20:08:57 2.17MB 研究论文
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The shortest path problem is one of the most fundamental problems in network optimization. This paper is concerned with shortest path problems in non-deterministic environment, in which some arcs have stochastic lengths and meanwhile some have uncertain lengths. In order to deal with path problems i
2021-02-07 16:03:14 849KB Shortest path problem; Chance
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