Journal of Systems Science and Complexity

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Linear Quadratic Leader-Follower Stochastic Differential Games: Closed-Loop Solvability
Journal of Systems Science and Complexity - Tập 36 - Trang 1373-1406 - 2023
Zixuan Li, Jingtao Shi
In this paper, a leader-follower stochastic differential game is studied for a linear stochastic differential equation with quadratic cost functionals. The coefficients in the state equation and the weighting matrices in the cost functionals are all deterministic. Closed-loop strategies are introduced, which require to be independent of initial states; and such a nature makes it very useful and co...... hiện toàn bộ
Non-Convex Optimization of Resource Allocation in Fog Computing Using Successive Approximation
Journal of Systems Science and Complexity - Tập 37 Số 2 - Trang 805-840 - 2024
Shiyong Li, Liu Huan, Wenzhe Li, Wei Sun
On PID Control Theory for Nonaffine Uncertain Stochastic Systems
Journal of Systems Science and Complexity - - 2023
Jinke Zhang, Chuanqi Zhao, Lei Guo
Budget constraints in homogenous multi-unit auctions
Journal of Systems Science and Complexity - Tập 25 - Trang 549-555 - 2012
Yaqiong Wu, Yong Zhao, Chaoyuan Yue, Xianglin Wu
A homogenous multi-unit auction model is studied in two conditions: One is that the bidders face budget constraints and another is that the bidders do not face budget constraints. Two equilibrium bidding strategies of each bidder are presented in these two conditions. By comparing them, the authors show that the equilibrium unit price bid in the presence of budget constraints will be less than tha...... hiện toàn bộ
Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances
Journal of Systems Science and Complexity - Tập 26 - Trang 209-231 - 2012
Anoop Chaturvedi, Suchita Kesarwani
This paper considers the estimation of a subset of regression coefficients in a linear regression model with non-spherical disturbances, when other regression coefficients are of no interest. A family of estimators is considered and its asymptotic distribution is derived. This proposed family of improved estimators is compared with the usual unrestricted FGLS estimator, and dominance conditions ar...... hiện toàn bộ
Asymptotic Normality for Wavelet Estimators in Heteroscedastic Semiparametric Model with Random Errors
Journal of Systems Science and Complexity - Tập 33 - Trang 1212-1243 - 2020
Liwang Ding, Ping Chen, Qiang Zhang, Yongming Li
For the heteroscedastic regression model Yi = xiβ + g(ti) + σiei, 1 ≤ i ≤ n, where σ 2 = f (ui), the design points (xi, ti, ui) are known and nonrandom, g(·) and f(·) are defined on the closed interval [0,1]. When f(·) is known, we investigate the asymptotic normality for wavelet estimators of β and g(·) under {ei, 1 ≤ i ≤ n} is a sequence of identic...... hiện toàn bộ
A Theory of the Risk for Empirical CVaR with Application to Portfolio Selection
Journal of Systems Science and Complexity - Tập 34 - Trang 1879-1894 - 2021
Giorgio Arici, Marco C. Campi, Algo Carè, Marco Dalai, Federico A. Ramponi
When decisions are based on empirical observations, a trade-off arises between flexibility of the decision and ability to generalize to new situations. In this paper, we focus on decisions that are obtained by the empirical minimization of the Conditional Value-at-Risk (CVaR) and argue that in CVaR the trade-off between flexibility and generalization can be understood on the ground of theoretical ...... hiện toàn bộ
Uncoupled PID Control of Coupled Multi-Agent Nonlinear Uncertain systems
Journal of Systems Science and Complexity - - 2018
Shuo Yuan, Chuanqi Zhao, Lei Guo
The Stability of Imitation Dynamics with Continuously Distributed Delays
Journal of Systems Science and Complexity - Tập 36 - Trang 2067-2081 - 2023
Caiya Fang, Hui Yang, Jinxiu Pi, Wenjun Wu
This paper investigates imitation dynamics with continuously distributed delay. In realistic technological, economic, and social environments, individuals are involved in strategic interactions simultaneously while the influences of their decision-making may not be observable instantaneously. It shows that there exists a time delay effect. Different distributions of delay are further considered to...... hiện toàn bộ
Second-Order Sliding Mode Controller Design with a Larger Domain of Attraction
Journal of Systems Science and Complexity - Tập 33 - Trang 61-73 - 2019
Keqi Mei, Shihong Ding, Xiaofei Yang, Li Ma
In this paper, by combining a second-order sliding mode (SOSM) algorithm with the saturation technique, a novel SOSM control scheme has been presented. The feature of the proposed SOSM controller lies that there is a saturation function imposed on the sliding variable, which could significantly enlarge the domain of attraction for the closed-loop system. The geometric method has been utilized to p...... hiện toàn bộ
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