Wireless networks are characterized by nodes mobility, which makes the propagation environment time-varying and subject to fading. As a consequence, the statistical characteristics of the received signal vary continuo...Wireless networks are characterized by nodes mobility, which makes the propagation environment time-varying and subject to fading. As a consequence, the statistical characteristics of the received signal vary continuously, giving rise to a Doppler power spectral density (DPSD) that varies from one observation instant to the next. This paper is concerned with dynamical modeling of time-varying wireless fading channels, their estimation and parameter identification, and optimal power control from received signal measurement data. The wireless channel is characterized using a stochastic state-space form and derived by approximating the time-varying DPSD of the channel. The expected maximization and Kalman filter are employed to recursively identify and estimate the channel parameters and states, respectively, from online received signal strength measured data. Moreover, we investigate a centralized optimal power control algorithm based on predictable strategies and employing the estimated channel parameters and states. The proposed models together with the estimation and power control algorithms are tested using experimental measurement data and the results are presented.展开更多
This paper mainly studies the stochastic character of tumor growth in the presence of immune response and periodically pulsed chemotherapy.First,a stochastic impulsive model describing the interaction and competition ...This paper mainly studies the stochastic character of tumor growth in the presence of immune response and periodically pulsed chemotherapy.First,a stochastic impulsive model describing the interaction and competition among normal cells,tumor cells and immune cells under periodically pulsed chemotherapy is established.Then,sufficient conditions for the extinction,non-persistence in the mean,weak and strong persistence in the mean of tumor cells are obtained.Finally,numerical simulations are performed which not only verify the theoretical results derived but also reveal some specific features.The results show that the growth trend of tumor cells is significantly affected by the intensity of noise and the frequency and dose of drug deliveries.In clinical practice,doctors can reduce the randomness of the environment and increase the intensity of drug input to inhibit the proliferation and growth of tumor cells.展开更多
This paper establishes a stochastic maximum principle for a stochastic control of mean-field model which is governed by a Lévy process involving continuous and impulse control.The authors also show the existence ...This paper establishes a stochastic maximum principle for a stochastic control of mean-field model which is governed by a Lévy process involving continuous and impulse control.The authors also show the existence and uniqueness of the solution to a jump-diffusion mean-field stochastic differential equation involving impulse control.As for its application,a mean-variance portfolio selection problem has been solved.展开更多
We study an inventory system in which products are ordered from outside to meet demands, and the cumulative demand is governed by a Brownian motion. Excessive demand is backlogged. We suppose that the shortage and hol...We study an inventory system in which products are ordered from outside to meet demands, and the cumulative demand is governed by a Brownian motion. Excessive demand is backlogged. We suppose that the shortage and holding costs associated with the inventory are given by a general convex function. The product ordering from outside incurs a linear ordering cost and a setup fee. There is a constant leadtime when placing an order. The optimal policy is established so as to minimize the discounted cost including the inventory cost and ordering cost.展开更多
文摘Wireless networks are characterized by nodes mobility, which makes the propagation environment time-varying and subject to fading. As a consequence, the statistical characteristics of the received signal vary continuously, giving rise to a Doppler power spectral density (DPSD) that varies from one observation instant to the next. This paper is concerned with dynamical modeling of time-varying wireless fading channels, their estimation and parameter identification, and optimal power control from received signal measurement data. The wireless channel is characterized using a stochastic state-space form and derived by approximating the time-varying DPSD of the channel. The expected maximization and Kalman filter are employed to recursively identify and estimate the channel parameters and states, respectively, from online received signal strength measured data. Moreover, we investigate a centralized optimal power control algorithm based on predictable strategies and employing the estimated channel parameters and states. The proposed models together with the estimation and power control algorithms are tested using experimental measurement data and the results are presented.
基金supported by the National Natural Science Foundation of China(12071407,11901502)Training plan for young backbone teachers in Henan Province(2019GGJS157)+3 种基金Foundation of Henan Educational Committee under Contract(21A110022)Program for Science&Technology Innovation Talents in Universities of Henan Province(21HASTIT026)Scientific and Technological Key Projects of Henan Province(212102110025)Nanhu Scholars Program for Young Scholars of XYNU。
文摘This paper mainly studies the stochastic character of tumor growth in the presence of immune response and periodically pulsed chemotherapy.First,a stochastic impulsive model describing the interaction and competition among normal cells,tumor cells and immune cells under periodically pulsed chemotherapy is established.Then,sufficient conditions for the extinction,non-persistence in the mean,weak and strong persistence in the mean of tumor cells are obtained.Finally,numerical simulations are performed which not only verify the theoretical results derived but also reveal some specific features.The results show that the growth trend of tumor cells is significantly affected by the intensity of noise and the frequency and dose of drug deliveries.In clinical practice,doctors can reduce the randomness of the environment and increase the intensity of drug input to inhibit the proliferation and growth of tumor cells.
基金supported by the National Science Foundation of China under Grant No.11671404the Fundamental Research Funds for the Central Universities of Central South University under Grant No.10553320171635.
文摘This paper establishes a stochastic maximum principle for a stochastic control of mean-field model which is governed by a Lévy process involving continuous and impulse control.The authors also show the existence and uniqueness of the solution to a jump-diffusion mean-field stochastic differential equation involving impulse control.As for its application,a mean-variance portfolio selection problem has been solved.
基金Supported by the National Natural Science Foundation of China (No. 11101050)
文摘We study an inventory system in which products are ordered from outside to meet demands, and the cumulative demand is governed by a Brownian motion. Excessive demand is backlogged. We suppose that the shortage and holding costs associated with the inventory are given by a general convex function. The product ordering from outside incurs a linear ordering cost and a setup fee. There is a constant leadtime when placing an order. The optimal policy is established so as to minimize the discounted cost including the inventory cost and ordering cost.
