搜索结果: 1-15 共查到“stochastic”相关记录856条 . 查询时间(0.14 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Adaptive stabilization of non-cooperative stochastic differential games
非合作 随机微分对策 自适应镇定
2023/11/29
We considers the adaptive stabilization problem for a basic class of linear-quadratic non-cooperative stochastic differential games when the systems matrices are unknown to the regulator and the playe...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Lower Bounds and Accelerated Algorithms in Distributed Stochastic Optimization with Communication Compression
通信压缩 分布式 随机优化 下界 加速算法
2023/11/29
Communication compression is an essential strategy for alleviating communication overhead by reducing the volume of information exchanged between computing nodes in large-scale distributed stochastic ...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：The complexity of computing Markov perfect equilibrium in general-sum stochastic games
一般 随机博弈 马尔可夫完美均衡 计算复杂性
2023/5/12
Similar to the role of Markov decision processes in reinforcement learning, Markov games (also known as stochastic games) form the basis for the study of multi-agent reinforcement learning and sequenc...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Recent results on multi-bubble blow-ups and multi-solitons to stochastic nonlinear Schroinger equations
多气泡膨胀 多孤子 随机非线性 Schroinger equations
2023/4/13
In this talk we review some recent results on the multi-bubble blow-ups and multi-solitons to the focusing stochastic nonlinear Schr鰀inger equations. We will show the corresponding construction and co...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars： Recent results on multi-bubble blow-ups and multi-solitons to stochastic nonlinear Schroinger equations
多气泡膨胀 多孤子 随机非线性 薛定谔方程
2023/4/18
In this talk we review some recent results on the multi-bubble blow-ups and multi-solitons to the focusing stochastic nonlinear Schr鰀inger equations. We will show the corresponding construction and co...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Ergodicity of non-stationary stochastic processes
非平稳 随机过程 遍历性
2023/4/13
I will discuss the ergodicity of two kinds of non-stationary processes: random periodic processes and random quasi-periodic processes. I will describe periodic measures, quasi-periodic measures and th...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Stochastic approximation methods for nonconvex constrained optimization
非凸 约束优化 随机逼近方法
2023/4/14
Nonconvex constrained optimization (NCO) has been one of the important research fields in optimization community. It has widely appeared in many application fields. However, challenges for solving NCO...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Convergence analysis of one-point large deviations rate functions of numerical methods for stochastic wave equations with small noise
小噪声 随机波动方程 数值方法 单点大偏差率 函数收敛分析
2023/4/21
In this talk, we present the pointwise convergence of one-point large deviations rate functions (LDRFs) of the spatial finite difference method and further the fully discrete method based on the tempo...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Inverse problems for stochastic wave equations
随机波动方程 反问题 随机偏微分方程
2023/4/25
Stochastic wave equations describe wave motion in random environments that is common in realistic situations. In this talk, I will present our recent studies on the inverse source and potential proble...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Distributed Sparse Identification for Stochastic Dynamic Systems under Cooperative Non-Persistent Excitation Condition
协作 非持续激励条件 随机动态系统 分布式 稀疏辨识
2023/4/28
This talk considers the distributed sparse identification problem over wireless sensor networks such that all sensors cooperatively estimate the unknown sparse parameter vector of stochastic dynamic s...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Carleman estimates for some stochastic partial differential equations and applications
随机 偏微分方程 卡勒曼估计
2023/5/5
This talk is concerned with the controllability, observability and inverse problems for two types of stochastic partial differential equations, which are degenerate/singular stochastic parabolic equat...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Stochastic Navier-Stokes equations via convex integration
凸积分 随机 纳维-斯托克斯方程
2023/5/8
In this talk I will talk about our recent work on the three dimensional stochastic Navier-Stokes equations via convex integration method. First we establish non-uniqueness in law, existence and non-un...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：An overlapping domain decomposition splitting algorithm for stochastic NLS equation
随机NLS方程 重叠域 分解拆分 非线性薛定谔方程
2023/4/24
In this talk, we will introduce a novel overlapping domain decomposition splitting algorithm based on a Crank--Nisolson method is developed for the stochastic NLS equation driven by a multiplicative n...
梯度增强的Stochastic Co-Kriging模型建模及其在CFD非嵌入式不确定性量化中应用的研究进展（图）
梯度增强 Stochastic Co-Kriging 模型建模 CFD 非嵌入式 不确定性
2019/10/30
作为一项极其复杂的系统工程，飞行器的研制总会受到制造误差、飞行状态等诸多不确定性因素的影响，如果这些不确定性因素在设计过程中被忽视，很可能会导致飞行器整体性能急剧变差，甚至造成致命性的灾难。因此，近年来飞行器的不确定性研究方法和手段在航空航天领域得到了广泛应用，NASA早在2002年就开始着手规划考虑不确定性因素影响的研究工作，AIAA和ASME每年都举办关于不确定性研究的专题研讨会。当前我国各型...
梯度增强的Stochastic Co-Kriging模型建模及其在CFD非嵌入式不确定性量化中应用的研究进展（图）
梯度增强 Stochastic Co-Kriging 模型建模 CFD非嵌入式 不确定性量化
2019/10/16
作为一项极其复杂的系统工程，飞行器的研制总会受到制造误差、飞行状态等诸多不确定性因素的影响，如果这些不确定性因素在设计过程中被忽视，很可能会导致飞行器整体性能急剧变差，甚至造成致命性的灾难。因此，近年来飞行器的不确定性研究方法和手段在航空航天领域得到了广泛应用，NASA早在2002年就开始着手规划考虑不确定性因素影响的研究工作，AIAA和ASME每年都举办关于不确定性研究的专题研讨会。当前我国各型...