Mahdieh Tahmasebi

According to our database1, Mahdieh Tahmasebi authored at least 13 papers between 2012 and 2022.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Bibliography

2022
The convergence of a numerical scheme for additive fractional stochastic delay equations with H>12.
Math. Comput. Simul., 2022

Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory.
Int. J. Control, 2022

2021
Fractional Brownian motion with two-variable Hurst exponent.
J. Comput. Appl. Math., 2021

2020
Fault-tolerant formation control of stochastic nonlinear multi-agent systems with time-varying weighted topology.
Trans. Inst. Meas. Control, 2020

A practical finite-time back-stepping sliding-mode formation controller design for stochastic nonlinear multi-agent systems with time-varying weighted topology.
Int. J. Syst. Sci., 2020

2019
Comments on "Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems" [J. Comput. Appl. Math. 205 (2007) 949-956].
J. Comput. Appl. Math., 2019

The Multi-scale method for solving nonlinear time space fractional partial differential equations.
IEEE CAA J. Autom. Sinica, 2019

2018
Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump.
J. Comput. Appl. Math., 2018

2017
Robust Stabilization of Uncertain Time-Delay Systems With Fractional Stochastic Noise Using the Novel Fractional Stochastic Sliding Approach and Its Application to Stream Water Quality Regulation.
IEEE Trans. Autom. Control., 2017

Integral sliding mode control for robust stabilisation of uncertain stochastic time-delay systems driven by fractional Brownian motion.
Int. J. Syst. Sci., 2017

2016
Finite-time Stability Analysis for Random Nonlinear Systems.
CoRR, 2016

2015
An LPV based robust peak-to-peak state estimation for genetic regulatory networks with time varying delay.
Neurocomputing, 2015

2012
Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift.
J. Comput. Appl. Math., 2012


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