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
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。
Abstract: 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.
文章引用：邓峰, 张晓丹. 一类随机金融系统的平衡控制和随机抑制[J]. 应用数学进展, 2019, 8(4): 621-630. https://doi.org/10.12677/AAM.2019.84069

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