摘要
本文介绍了随机平均原理的研究现状和发展趋势,探讨了基于非高斯列维噪声、分数高斯噪声、Markov切换的随机复杂动力学系统随机平均原理研究中的若干问题及进展.
Based on the recent research status and development trend of the stochastic averaging principle, we discussed the averaging principles with respect to non-Gaussian Levy noise, fractional Gaussian noise and complex dynamics system with Markov switching.
作者
许勇
裴斌
徐伟
Xu Yong Pei Bin Xu Wei(Department of Applied Mathematics, Northwestern Polytechnical University, Xi'an 710072, China)
出处
《动力学与控制学报》
2017年第3期193-199,共7页
Journal of Dynamics and Control
基金
国家自然科学基金资助项目(11372247
11572247)~~
关键词
非高斯列维噪声
分数高斯噪声
Markov切换
随机复杂动力学系统
随机平均原理
non-Gaussian Levy noise, fractional Gaussian noise, Markov switching, stochastic complexdynamics system, stochastic averaging principle