基于限定PSO初始化空间的随机最大似然算法

针对随机最大似然算法（SML）在波达方位（DOA）估计中由于多维非线性优化导致计算复杂度大的问题，提出一种限定粒子群（PSO）算法搜索空间的SML算法。该算法克服了一个缺陷，即在采用ESPRIT算法限定PSO初始化空间时，在阵列结构是非均匀线性阵列而且信号是相干信号时ESPRIT算法不能直接处理信号，且需要采用一组预处理技术，这增加了算法计算的复杂度。提出的算法的关键之处在于采用假设技术确定初始化点来代替ESPRIT算法的解，结合克拉美罗界（CRB）确定PSO算法的初始化解空间。这一方法不必再采用预处理技术，且利用限定PSO初始化空间的算法大大降低了SML算法的计算复杂度。实验结果表明，提出的算法为相干情况和非相干情况都提供了相当好的初始值。最后，将该算法与许多现有算法进行比较，验证提出算法的有效性和准确性。     

LTE系统多小区上行联合功控算法

针对传统的小区内开环功率控制算法通常以提升本小区的吞吐量性能为目标，忽略了当前小区用户对邻小区用户同频干扰的问题，为提升边缘用户性能的同时兼顾系统整体性能，提出了一种LTE系统小区间上行联合功率控制（UJPC）算法。该算法采用单基站三扇区为系统模型，以最优化系统吞吐量比例公平函数为目标，首先根据最小信干噪比（SINR）约束值和用户最大发射功率这两个约束条件得到相应的数学优化模型，然后采用连续凸近似的方法求解优化问题得出各个基站所管辖的小区内所有用户的最优发射功率。仿真结果表明，与基准的开环功控方案相比，联合功控方案在保证系统平均频谱利用率的情况下能够较大幅度地提高小区边缘频谱利用率，其最佳性能增益能达到50%。     

一种混合多边缘型LDPC码密度进化算法

在二进制输入加性高斯白噪声信道下，研究了基于多边缘型低密度奇偶校验码（Multi-edge Low Density Parity Check，MET-LDPC）的密度进化算法。针对高斯近似算法在前期迭代中的不准确问题，提出了一种改进算法。在分析MET-LDPC码的密度进化的基础上，将全密度进化与高斯近似算法结合，通过设置切换限制条件，弥补早期迭代的不准确，提高编码阈值估计的准确性。仿真结果表明,与MET-LDPC全密度进化算法相比，所提算法可以有效提高编码阈值估计的准确性，对LDPC编码的设计有一定的参考价值。     

Stabilisation of stochastic differential equations driven by G-Brownian motion via aperiodically intermittent control

ABSTRACT

As an emerging field, the G-Itô stochastic calculus plays an important role in describing the model uncertainty. Many interesting works have been done on stochastic differential equations driven by G-Brownian motion (G-SDEs). Among the theories and applications of G-SDEs, the stability is the vital important one. In this paper, we investigate the stabilisation for G-SDEs based on G-Lyapunov function and aperiodically adaptive intermittent controller. As an application, the sufficient conditions are established for the stabilisation of stochastic Cohen–Grossberg neural networks driven by G-Brownian motion (G-SCGNNs). Finally, an example is provided to illustrate the obtained results.     

On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures

ABSTRACT

This paper deals with partial information stochastic optimal control problem for general controlled mean-field systems driven by Teugels martingales associated with some Lévy process having moments of all orders, and an independent Brownian motion. The coefficients of the system depend on the state of the solution process as well as of its probability law and the control variable. We establish a set of necessary conditions in the form of Pontryagin maximum principle for the optimal control. We also give additional conditions, under which the necessary optimality conditions turn out to be sufficient. The proof of our result is based on the derivative with respect to the probability law by applying Lions derivatives and a corresponding Itô formula. As an application, conditional mean-variance portfolio selection problem in incomplete market, where the system is governed by some Gamma process is studied to illustrate our theoretical results.     

A practical assessment of risk-averse approaches in production lot-sizing problems

ABSTRACT

This paper presents an empirical assessment of four state-of-the-art risk-averse approaches to deal with the capacitated lot-sizing problem under stochastic demand. We analyse two mean-risk models based on the semideviation and on the conditional value-at-risk risk measures, and alternate first and second-order stochastic dominance approaches. The extensive computational experiments based on different instances characteristics and on a case-study suggest that CVaR exhibits a good trade-off between risk and performance, followed by the semideviation and first-order stochastic dominance approach. For all approaches, enforcing risk-aversion helps to reduce the cost-standard deviation substantially, which is usually accomplished via increasing production rates. Overall, we can say that very risk-averse decision-makers would be willing to pay an increased price to have a much less risky solution given by CVaR. In less risk-averse settings, though, semideviation and first-order stochastic dominance can be appealing alternatives to provide significantly more stable production planning costs with a marginal increase of the expected costs.     

Finite-time annular domain stability of Itô stochastic impulsive systems with markovian jumping under asynchronous switching

ABSTRACT

This study examines the finite time annular domain stability (FTADS) and stabilisation of a class of Itô stochastic impulsive systems with asynchronous switching controller. The asynchronous switching means that the controller switching does not accurately coincide with system switching in delayed time interval. The design of the controller depends on the observed jumping parameters, which cannot be precisely measured in real-time because of switching delay. Our results apply to cases where some subsystems of the switched systems are not necessarily stable under the influence of input delay. When the subsystem is stable in the synchronous switching interval and unstable in the asynchronous case, a compromise among the average impulsive interval, the upper bound of delay, and the decay/increasing rate of Lyapunov function in the synchronous/asynchronous switching interval respectively is given. By the mode-dependent parameter approach (MDPA) and allowing the increase of the impulses on all the switching times, the extended FTADS criteria for Itô stochastic impulsive systems in generally nonlinear setting are derived first. Then, we focus on the case when the system in both synchronous and asynchronous switching intervals are unstable. By reaching a tradeoff among average impulsive interval, the upper bound of delay, the magnitude of impulses and the difference between the increasing rate of Lyapunov function in the synchronous and asynchronous switching interval, new sufficient conditions for existence of the state feedback controller are also developed by MDPA. In addition, we consider the effect of different impulsive strengths (harmful and beneficial impulses) and obtained less conservative results because the Lyapunov function may be non-decreasing during switching interval. Moreover, we extend the conclusion from nonlinear stochastic impulsive switching systems to linear case. Finally, we present two examples to illustrate the effectiveness of the results obtained in this study.     

Risk-involved stochastic performance of hydrogen storage based intelligent parking lots of electric vehicles using downside risk constraints method

Today, the utilizations of hydrogen storage systems (HSS), renewable generation units (PV and wind generation) and distributed energy units are increased in the intelligent parking lots (IPL) in order to charge the electric vehicles (EVs) with clean energy sources. In this work, the uncertainties of upstream grid price, the demand of IPL, wind speed, solar irradiation and temperature are modeled via scenario approach based on stochastic programing. Furthermore, the downside risk constraints method (DRCM) is applied to consider risk related to uncertainties to get risk-involved stochastic performance of hydrogen storage based intelligent parking lots of electric vehicles. The proposed risk-based formulation is modeled using mixed-integer linear programming (MIP) which is implemented under GAMS software and solved via CPLEX solver. Two cases namely risk-averse and risk-neutral strategies are studied and compared to show the effects of DRCM implementation. The obtained results demonstrate the expected performance cost (EPC) of IPL is slowly raised while risk-in-cost (RIC) is significantly reduced due to model of risk related to uncertainties.     

A directional control method for interface flow considering static voltage stability

A directional control method (DCM) for power flows on a set of interface lines between two regions of power system considering static voltage stability margin is developed in this paper. A surface approximation approach is firstly used to obtain the relationship between the interface flow solution and the generation direction of generator (the portion of generation variation in each participating generator to satisfy the desired power increase on the interface and the system loss). Then, an optimization model is built to determine the optimum dispatching scheme of generators. This method not only can control the total power on the interface to satisfy the power demand but also can realize the directional control of power on each interface line based on the needs of operation. The proposed DCM is further extended to determine the optimum dispatching scheme of generators for maximizing the interface flow margin (IFM), which is the active power margin of the key transmission lines between two regions of power system constrained by static voltage stability. A modified continuation power flow (MCPF) is used to show and evaluate the impacts of the DCM on the IFM. The New England 39-bus system and the IEEE 300-bus system have been employed to verify the effectiveness of the DCM.     

Generation expansion planning in electricity markets: A novel framework based on dynamic stochastic MPEC

This paper presents a novel framework for generation expansion planning (GEP) of restructured power systems under uncertainty in a multi-period horizon, which includes generation investment from a price maker perspective. The investment problem is modeled as a bi-level optimization problem. The first level problem includes decisions related to investment in order to maximize total profit in the planning horizon. The second level problem consists of maximizing social welfare where the power market is cleared. Rival uncertainties on offering and investment are modeled using sets of scenarios. The bi-level optimization problem is then converted to a dynamic stochastic MPEC and represented as a mixed integer linear program (MILP) after linearization. The proposed framework is examined on a typical six-bus power network, MAZANDARAN regional electric company (MREC) transmission network as an area of IRAN interconnected power system and IEEE RTS 24-bus network. Simulation results confirm that the proposed framework can be a useful tool for analyzing the behavior of investments in electricity markets.