报告题目：Dynamic Systems with Random Switching and Applications
报告人：Gang George Yin
报告人单位：Department Mathematics Wayne State University
报告时间：7月17日（周二）下午15:30-16:30
报告地点：数学学院西303报告厅
邀请人：张旭
摘要：
Many problems arising in applications involve random noise influence as well as
interactions of continuous and discrete events. In this talk, we study dynamic systems
with random switching and provide a survey of some of our recent results in the past
few years. A number of examples in applications are given. Then we take a closer look
at switching diffusions. In addition to the state space of the switching being a finite
set, we allow the switching process taking values in a countable set and the associate
operator being past dependent. We examine recurrence, ergodicity, and stability of the
system.
专家简介：
殷刚 received the B.S. degree in mathematics from the University of Delaware in 1983,
and the M.S. degree in electrical engineering and the Ph.D. degree in applied
mathematics from Brown University in 1987.
He joined the Department of Mathematics, Wayne State University in 1987, and became a
Professor in 1996 and university Distinguished Professor in 2017. His research
interests include stochastic processes, stochastic systems theory and applications,
stochastic approximation, identification, and signal processing. He served as Co-chair
for a number of conferences and served on many committees for IFAC, IEEE, and SIAM. He
was Chair of the SIAM Activity Group on Control and Systems Theory, and served on the
Board of Directors of the American Automatic Control Council. He is Editor-in-Chief of
SIAM Journal on Control and Optimization, Senior Editor of IEEE Control Systems
Letters.
Associated Editor of Applied Mathematics and Optimization, and a number of other
journals. He was an Associate Editor of Automatica 1995-2011 and IEEE Transactions on
Automatic Control 1994-1998. He is a Fellow of SIAM, IEEE, and IFAC.
来源链接：http://math.scu.edu.cn/info/1062/3361.htm
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