Stochastic Modeling and Analysis for Applications and Technologies

A special issue of Axioms (ISSN 2075-1680). This special issue belongs to the section "Mathematical Analysis".

Deadline for manuscript submissions: closed (31 January 2024) | Viewed by 3587

Special Issue Editors


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Guest Editor
Institute of Informatics Problems, Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences, 44/2 Vavilova Str., Moscow 119333, Russia
Interests: nonlinear dynamic stochastic system; stochastic filtering and control; stochastic analysis and optimization; minimax estimation and control; development and optimization of e-learning systems

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Guest Editor
Chair of Probability Theory and Computer Modeling, Moscow Aviation Institute, National Research University, Moscow, Russia
Interests: mathematical modeling and optimization of planning and management processes in economic systems; development and optimization of e-learning systems; probability theory; stochastic programming optimization

Special Issue Information

Dear Colleagues,

Stochastic models have been, are, and hopefully will be a source of inspiration for new researchers and a means of solving current problems. From the early stages of its formation, the tools of stochastic modeling and analysis have continuously expanded their fields of application. They have provided new ways of addressing old problems, offered innovative statements, and formed challenges for the best minds of our time both in a theoretical and practical context. We now have a very potent mathematical apparatus to solve a variety of applied problems. The internal resources of stochastics remains enormous, so there is no doubt that new applications will continue to arise. With new applications, new tasks and challenges will also arise. We have been observing this development of "stochastic activity" for years; for example, recall the Kalman filtration theory and linear­–Gaussian control formation. This development is essential not only for the excellent results achieved but also for the subsequent explosion of applied science and various practical applications. This spiral of achievements has often been repeated, leading to new models and results, and allowing applied science to create new technologies and intellectual products. We are still seeing wholly new and sometimes unexpected applications for stochastic models, both well-known and new ones implemented as answers to practical challenges.

And what application areas did stochastics give us? Its models have found a place in almost all modern fields—information technology and telecommunications, artificial intelligence, and even the unexpected field of e-learning, and the successful development of traditional applications for our areas, such as industry, economics, biology, chemistry, etc. Covering a wide range of stochastic modeling and analysis applications is the purpose of this Special Issue. We expect to find extraordinary applications of stochastics, for example, in artificial intelligence systems, computing networks, training projects, etc.

Given that we have cooperated with MDPI for quite a long time, we have had the opportunity to review articles for Axioms several times and, of course, get acquainted with the authors' works. The journal has proved to be one of the most potent mathematical publications. The proposal and the emphasis of our Issue on multiple applications is a recognition of the significance of applied results.

Dr. Alexey Bosov
Prof. Dr. Andrey Naumov
Guest Editors

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Keywords

  • stochastic modeling and applications
  • stochastic analysis
  • stochastic observation systems
  • stochastic dynamic systems with discrete and continuous time
  • filtering, forecasting, and identification of strategies based on stochastic data
  • stochastic control
  • stochastic methods applied to everything

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Published Papers (3 papers)

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Research

17 pages, 2801 KiB  
Article
Maneuvering Object Tracking and Movement Parameters Identification by Indirect Observations with Random Delays
by Alexey Bosov
Axioms 2024, 13(10), 668; https://doi.org/10.3390/axioms13100668 - 26 Sep 2024
Viewed by 452
Abstract
The paper presents an approach to solving the problem of unknown motion parameters Bayesian identification for the stochastic dynamic system model with randomly delayed observations. The system identification and the object tracking tasks obtain solutions in the form of recurrent Bayesian relations for [...] Read more.
The paper presents an approach to solving the problem of unknown motion parameters Bayesian identification for the stochastic dynamic system model with randomly delayed observations. The system identification and the object tracking tasks obtain solutions in the form of recurrent Bayesian relations for a posteriori probability density. These relations are not practically applicable due to the computational challenges they present. For practical implementation, we propose a conditionally minimax nonlinear filter that implements the concept of conditionally optimal estimation. The random delays model source is the area of autonomous underwater vehicle control. The paper discusses in detail a computational experiment based on a model that is closely aligned with this practical need. The discussion includes both a description of the filter synthesis features based on the geometric interpretation of the simulated measurements and an impact analysis of the effectiveness of model special factors, such as time delays and model unknown parameters. Furthermore, the paper puts forth a novel approach to the identification problem statement, positing a random jumping change in the motion parameters values. Full article
(This article belongs to the Special Issue Stochastic Modeling and Analysis for Applications and Technologies)
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22 pages, 4300 KiB  
Article
Application of Migrating Optimization Algorithms in Problems of Optimal Control of Discrete-Time Stochastic Dynamical Systems
by Andrei Panteleev and Vladislav Rakitianskii
Axioms 2023, 12(11), 1014; https://doi.org/10.3390/axioms12111014 - 27 Oct 2023
Viewed by 899
Abstract
The problem of finding the optimal open-loop control for discrete-time stochastic dynamical systems is considered. It is assumed that the initial conditions and external influences are random. The average value of the Bolza functional defined on individual trajectories is minimized. It is proposed [...] Read more.
The problem of finding the optimal open-loop control for discrete-time stochastic dynamical systems is considered. It is assumed that the initial conditions and external influences are random. The average value of the Bolza functional defined on individual trajectories is minimized. It is proposed to solve the problem by means of classical and modified migrating optimization algorithms. The modification of the migrating algorithm consists of cloning the members of the initial population and choosing different strategies of migratory behavior for the main population and for populations formed by clones. At the final stage of the search for an extremum, an intensively clarifying migration cycle is implemented with the participation of three leaders of the populations participating in the search process. Problems of optimal control of bundles of trajectories of deterministic discrete dynamical systems, as well as individual trajectories, are considered as special cases. Seven model examples illustrating the performance of the proposed approach are solved. Full article
(This article belongs to the Special Issue Stochastic Modeling and Analysis for Applications and Technologies)
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19 pages, 920 KiB  
Article
A Statistical Dependence Framework Based on a Multivariate Normal Copula Function and Stochastic Differential Equations for Multivariate Data in Forestry
by Ričardas Krikštolaitis, Gintautas Mozgeris, Edmundas Petrauskas and Petras Rupšys
Axioms 2023, 12(5), 457; https://doi.org/10.3390/axioms12050457 - 8 May 2023
Cited by 2 | Viewed by 1301
Abstract
Stochastic differential equations and Copula theories are important topics that have many advantages for applications in almost every discipline. Many studies in forestry collect longitudinal, multi-dimensional, and discrete data for which the amount of measurement of individual variables does not match. For example, [...] Read more.
Stochastic differential equations and Copula theories are important topics that have many advantages for applications in almost every discipline. Many studies in forestry collect longitudinal, multi-dimensional, and discrete data for which the amount of measurement of individual variables does not match. For example, during sampling experiments, the diameters of all trees, the heights of approximately 10% of the trees, and the tree crown base height and crown width for a significantly smaller number of trees are measured. In this study, for estimating five-dimensional dependencies, we used a normal copula approach, where the dynamics of individual tree variables (diameter, potentially available area, height, crown base height, and crown width) are described by a stochastic differential equation with mixed-effect parameters. The approximate maximum likelihood method was used to obtain parameter estimates of the presented stochastic differential equations, and the normal copula dependence parameters were estimated using the pseudo-maximum likelihood method. This study introduced the normalized multi-dimensional interaction information index based on differential entropy to capture dependencies between state variables. Using conditional copula-type probability density functions, the exact form equations defining the links among the diameter, potentially available area, height, crown base height, and crown width were derived. All results were implemented in the symbolic algebra system MAPLE. Full article
(This article belongs to the Special Issue Stochastic Modeling and Analysis for Applications and Technologies)
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