期刊名称:MATHEMATICAL CONTROL AND RELATED FIELDS

ISSN:2156-8472
出版频率:Quarterly
出版社:AMER INST MATHEMATICAL SCIENCES-AIMS, PO BOX 2604, SPRINGFIELD, USA, MO, 65801-2604
  出版社网址:http://www.aimsciences.org/journals/home.jsp?journalID=23
期刊网址:http://www.aimsciences.org/journals/home.jsp?journalID=23
影响因子:1.284
主题范畴:MATHEMATICS, APPLIED;    MATHEMATICS

期刊简介(About the journal)    投稿须知(Instructions to Authors)    编辑部信息(Editorial Board)   



About the journal

MCRF aims to publish original research as well as expository papers on mathematical control theory and related fields. The goal is to provide a complete and reliable source of mathematical methods and results in this field. The journal will also accept papers from some related fields such as differential equations, functional analysis, probability theory and stochastic analysis, inverse problems, optimization, numerical computation, mathematical finance, information theory, game theory, system theory, etc., provided that they have some intrinsic connections with control theory.

MCRF is a quarterly publication in March, June, September and December. The journal will be online only. It is edited by a group of international leading experts in mathematical control theory and related fields. A key feature of MCRF is the journal's rapid publication, with a special emphasis on the highest scientific standard. The journal is essential reading for scientists and researchers who wish to keep abreast of the latest developments in the field. MCRF is a publication of the American Institute of Mathematical Sciences. All rights reserved.


Instructions to Authors

MCRF is a rapid publication of research work on mathematical control theory in a considerably broad sense (see Aims and Scope). All contributions must be original research papers or invited surveys of expository nature of the highest quality.

Review Procedures All papers will undergo a thorough peer review unless the subject matter of the paper does not fit the Journal, in which case, it will be returned promptly to the author. Every effort will be made to secure a quick decision and a rapid publication if accepted.

Submission Procedure All papers must be submitted electronically in PDF format or PS format (file size should be less than 2M, or send an email to alert first) to one of the Editors in Chief listed below.

Editors in Chief:
Jean-Michel Coron, email address: coron@ann.jussieu.fr;
Xu Zhang, email address: xuzhang@amss.ac.cn.

You may suggest two associate editors who are familiar with the topic to handle your paper. The list of all associate editors and their homepages are posted on the Editorial Board.

Submission of a manuscript is a representation that the work has not been previously published, has not been copyrighted, is not being submitted for publication elsewhere, and that its submission has been approved by all of the authors and by the institution where the work was carried out. Furthermore, it indicates that any person cited as a source of personal communications has approved such citation, and that the authors have agreed that the copyright in the article shall be assigned exclusively to the publisher upon acceptance of the article.

Manuscripts should be in English and must meet common standards of usage and grammar and should be typed on one side of 8.5 X 11in (21.5 X 28cm) white paper, double-spaced, with 5 in. of text width. Number each page. Page 1 should contain the title, authors' names and complete affiliations. Place any footnotes to the title at the bottom of Page 1. Each paper requires an abstract not exceeding 200 words summarizing the techniques, methods, and main conclusions. AMS subject classifications must accompany all articles and must be placed at the bottom of Page 1 before any other footnotes. Electronic mail addresses can be placed at the very end of the paper.

After a paper is accepted, author(s) may prepare their files using AIMS journals templates and provide high resolution figures (if any) to ensure a speedy quality production.

The authors of all accepted papers should retrieve a Consent to Publish and Copyright Agreement Form, fill it out, sign it, and email the pdf of a scanned copy to editorial@aimsciences.org, fax the signed form to (417)-889-0336, or send the hard copy to American Institute of Mathematical Sciences, P.O. Box 2604, Springfield, MO 65801-2604, USA.

Equations should be centered with the number placed in parentheses at the right margin.

Figures must be drafted in high resolution and high contrast on separate pieces of white paper in a form suitable for photographic reproduction and reduction.

References should be listed alphabetically, typed, and punctuated according to the following examples:
1.   S. N. Chow and J. K. Hale, "Methods of Bifurcation Theory," Springer-Verlag, New York, 1982.
2.   J. Serrin, Gradient estimates for solutions of nonlinear elliptic and parabolic equations, in "Contributions to Nonlinear Functional Analysis" (ed. E. H. Zarantonello), Academic Press (1971).
3.   S. Smale, Stable manifolds for differential equations and diffeomorphisms, Ann. Scuola Norm. Sup. Pisa Cl. Sci., 18 (1963), 97--116.

For journal abbreviations used in bibliographies, consult the list of serials in the latest Mathematical Reviews annual index.

Manuscripts typeset using AmSTeX (amsppt) or AmS-LaTeX (amsart) can move much more quickly through the production process, hence these two TeX forms are strongly recommended to authors for preparing their manuscripts.


Editorial Board

Editors in Chief

Jean-Michel Coron

coron@ann.jussieu.fr

Laboratoire Jacques-Louis Lions, Université Pierre et Marie Curie 4, place Jussieu, 75005 Paris, France

Xu Zhang

zhang_xu@scu.edu.cn

Yangtze Center of Mathematics, Sichuan University, Chengdu 610064, China

Editorial Board

Guillaume Bal

gb2030@columbia.edu

Department of Applied Physics and Applied Mathematics, Columbia University, USA

Inverse problems, imaging, hybrid inverse problems, imaging in random media

Karine Beauchard

Karine.Beauchard@cmla.ens-cachan.fr

CMLA, Ecole Normale Supérieure de Cachan, France

PDE control, Schrödinger equation

Vivek S. Borkar

borkar@tifr.res.in

Tata Institute of Fundamental Research, India

Controlled diffusions, controlled Markov chains, stochastic approximation and related algorithms

Ugo Boscain

boscain@cmap.polytechnique.fr

CMAP, Ecole Polytechnique, France

Geometric control, sub-Riemannian geometry, quantum control

Piermarco Cannarsa

cannarsa@mat.uniroma2.it

Dipartimento di Matematica, Università di Roma“Tor Vergata”, Rome, Italy

Control of partial differential equations of evolution, viscosity solutions of Hamilton-Jacobi equations, optimal control, and nonsmooth analysis

Eduardo Casas

eduardo.casas@unican.es

Depto. Matematica Aplicada y Ciencias de la Computacion, E.T.S. Ingenieros Industriales y de Telecomunicacion, Universidad de Cantabria, Spain

Optimal control of partial differential equations, first and second order optimality conditions, numerical analysis of optimal control problems

Thomas Duyckaerts

duyckaer@math.univ-paris13.fr

Département de Mathématiques, Institut Galilée, Université Paris 13, France

Stability, blow-up, linear/nonlinear wave and Schrödinger equations

Sylvain Ervedoza

sylvain.ervedoza@math.univ-toulouse.fr

Institut de Mathématiques de Toulouse,Equipe MIP, Université Paul Sabatier & CNRS, France

PDE Control and numerical methods for control

Olivier Glass

glass@ceremade.dauphine.fr

CEREMADE, Universit´e Paris-Dauphine, France

PDE control, fluid mechanics, hyperbolic systems

Sergio Guerrero

guerrero@ann.jussieu.fr

Laboratoire Jacques-Louis Lions, Université Pierre et Marie Curie, France

Carleman inequalities, control theory, Navier-Stokes equations, parabolic equations

Jérôme Le Rousseau

jlr@univ-orleans.fr

Laboratoire Mathématiques et Applications, Physique Mathématique d'Orléans, Université d'Orléans, France

PDE control, microlocal analysis

Günter Leugering

leugering@am.uni-erlangen.de

Lehrstuhl für Angewandte Mathematik II, Universität Erlangen -Nürnberg, Germany

Control theory of ordinary and partial differential equations, Optimization, Calculus of variations

Hartmut Logemann

hl@maths.bath.ac.uk

Department of Mathematical Sciences, University of Bath, United Kingdom

Hysteresis, infinite-dimensional systems and control, sampled-data control, stability theory

Hongwei Lou

hwlou@fudan.edu.cn

Fudan University, China

Relaxed control, optimal control, controls in systems biology

Qi Lü

luqi59@163.com

School of Mathematical Sciences, University of Electronic Science and Technology of China, China

Stochastic controlPDE control

Frederic Mazenc

Frederic.MAZENC@lss.supelec.fr

Laboratoire des Signaux et Systèmes, L2S - CNRS - Supélec, France

Stabilization, feedback design tools, finite dimensional control systems, delay systems, distributed parameter systems

Sorin Micu

sd_micu@yahoo.com

Departamentul de Matematica,Facultatea de Stiinte Exacte, Universitatea din Craiova, Romania

Control theory, partial differential equations, numerical analysis

Axel Osses

axosses@dim.uchile.cl

Dpto. Ing. Matemática & Centro de Modelamiento Matemático CMM, Universidad de Chile, Chile

Inverse problems, Carleman inequalities, controllability theory

Jean-Pierre Raymond

raymond@mip.ups-tlse.fr

Equipe MIP, Institut de Mathématiques, Université Paul Sabatier, France

Control of partial differential equations, optimal control, robust control, stabilizabity, controllability, observability

Pierpaolo Soravia

soravia@math.unipd.it

Dipartimento di Matematica Pura e Applicata, Universita di Padova, Italy

Optimal control and Hamilton-Jacobi-Bellman equation, viscosity solutions, differential games

Andrzej Swiech

swiech@math.gatech.edu

School of Mathematics, Georgia Institute of Technology, USA

Stochastic and deterministic optimal control, nonlinear PDE, viscosity solutions, PDE control

Gianmario Tessitore

gianmario.tessitore@unimib.it

Dipartimento di Matematica e Applicazioni, Scuola Normale Superiore di Pisa, Italy

Stochastic control, stochastic differential equations

Nizar Touzi

nizar.touzi@polytechnique.edu

Centre de Mathematiques Appliquees, Ecole Polytechnique, France

Mathematical finance, stochastic control

Emmanuel Trélat

emmanuel.trelat@ljll.math.upmc.fr

Laboratoire Jacques-Louis Lions, Université Pierre et Marie Curie, CNRS, UMR 7598,4 place Jussieu, BC 187, 75252 Paris cedex 05, France

Optimal control, geometric control, PDE control, numerical methods

Gengsheng Wang

cocdm1@mail.ccnu.edu.cn

School of Mathematics and Statistics Wuhan University, China

Optimal control theory and numerical analyses on PDEs, Stabilization of PDEs

Masahiro Yamamoto

myama@ms.u-tokyo.ac.jp

Department of Mathematical Sciences, The University of Tokyo, Japan

Inverse problems

Jiongmin Yong

jyong@mail.ucf.edu

Department of Mathematics, University of Central Florida, USA

Control theory, differential games, stochastic differential and integral equations, mathematical finance

Bing-Yu Zhang

zhangb@ucmail.uc.edu

Department of Mathematics, University of Cincinnati, USA

Analysis and control of dispersive wave equations

Jianfeng Zhang

jianfenz@usc.edu

Department of Mathematics, University of Southern California, USA

Backward SDEs, Stochastic numerics, Stochastic Control, Mathematical Finance

Qing Zhang

qingz@math.uga.edu

Department of Mathematics, University of Georgia, USA

Stochastic control and applications in finance

Enrique Zuazua

zuazua@bcamath.org

Basque Center for Applied Mathematics, Basque Country, Spain

PDEs: control, stability, numerics and applications

 


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