一类随机金融系统的平衡控制和随机抑制  

Equilibrium Control and Stochastic Suppression of a Class of Stochastic Financial Systems

作　　者：邓峰 张晓丹[1] 

机构地区：[1]北京科技大学数理学院,北京

出　　处：《应用数学进展》2019年第4期621-630,共10页Advances in Applied Mathematics

摘　　要：构造一个随机金融系统,对其动力学性质进行分析,基于随机灵敏度函数技术合成一个随机灵敏度矩阵,针对随机系统产生的偏离确定吸引子的随机吸引子,设计一个反馈调节部分稳定随机系统的平衡点,围绕平衡点,新的调节器可以降低随机系统的灵敏度并且抑制随机振荡。A stochastic financial system is constructed and its dynamic properties are analyzed.Based on the stochastic sensitivity function technique,a stochastic sensitivity matrix is synthesized.In view of the stochastic attractor generated by the stochastic system deviating from the determinate at-tractor,a feedback-regulated equilibrium point of the partially stable stochastic system is designed,and a new regulation is made around the equilibrium point.It can reduce the sensitivity of stochastic systems and suppress random oscillations.

关 键 词：随机灵敏度函数 金融混沌 反馈控制 

分 类 号：TP2[自动化与计算机技术—检测技术与自动化装置]