随机非线性物价模型的最优控制  

Optimal control of stochastic non-linear dynamical price model

作　　者：李佼瑞[1] 徐伟[2] 

机构地区：[1]西安财经学院统计学院,陕西西安710061 [2]西北工业大学应用数学系,陕西西安7100072

出　　处：《纯粹数学与应用数学》2008年第2期239-244,共6页Pure and Applied Mathematics

基　　金：国家重点自然科学基金(10333020);国家自然科学基金(10472091)

摘　　要：将政府对价格系统的宏观调控作为外部控制力,建立受控的随机非线性物价模型:利用拟Hamilton系统随机平均法和随机动态规划原理的非线性随机控制策略对系统实施最优控制,控制目标是实现系统的稳定性变大;并通过对比控制前后的Lyapunov指数值说明了控制的有效性.Considering the government macro-control for price system as external control mechanic, nonlinear stochastic dynamical controlled price model is proposed bascd on determined model. By using quasi-Hamilton system stochastic averaging method and nonlinear stochastic control strategy, the optimal control is being stabilization. The control aim is to become the stability of the system more big. Through comparing the controlled Lyapunov exponent with uncontrolled Lyapunov exponent, it is shown that the controlled strategy is efficient.

关 键 词：拟HAMILTON系统 稳定性 随机平均法 最优控制 

分 类 号：O175.5[理学—数学]