讲座主题：Domain Stability in Probability in Fixed Time for Stochastic Nonlinear Systems and Related Stabilization Problems

主讲人： 尹居良

工作单位：广州大学

活动时间：2020年12月19日 19:30--20:30

讲座地点：腾讯会议，会议ID：154 163 874

主办单位：烟台大学数学与信息科学学院

内容摘要：

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.

主讲人介绍：

尹居良，广东省珠江学者特聘教授，广州大学“百人计划”特聘教授，统计学专业博士生导师。研究方向为随机分析与控制、数理金融与保险精算、随机过程统计等，先后主持国家自然科学基金项目3项，省部级科研项目6项，发表各类学术论文50余篇，其中SCI和SSCI收录论文28篇。