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金融风险下宏观经济模型的控制策略
引用本文:刘玉凤,屈百达.金融风险下宏观经济模型的控制策略[J].辽宁工程技术大学学报(自然科学版),2002,21(3):376-379.
作者姓名:刘玉凤  屈百达
作者单位:沈阳工业学院,辽宁,沈阳,110045
摘    要:在对于普遍应用的宏观经济离散系统的动态模型基础, 将宏观经济模型的供需均衡问题转化为平衡点渐近稳定问题,同时,考虑金融风险因素和由之产生的参数不确定性有金融风险对模型及系统运动等的影响。进行了H∞鲁棒控制策略的设计研究。从而使得所讨论的宏观经济系统能稳定于供需均衡点且使该过程受到的风险因素最小。

关 键 词:金属风险  宏观经济模型  控制策略  动态模型  鲁棒控制
文章编号:1008-0562(2002)03-0376-04
修稿时间:2002年10月7日

A Control Strategy for Macro-econmic Model under Financial Risk
LIU Yu-feng,QU Bai-da.A Control Strategy for Macro-econmic Model under Financial Risk[J].Journal of Liaoning Technical University (Natural Science Edition),2002,21(3):376-379.
Authors:LIU Yu-feng  QU Bai-da
Abstract:On the basis of dynamic model of universially applying of micro economy and system.,we translated a problem on balance between supply and demand in macro-economic model into an asymptotic stability problem at the equilibrium point, andal the same time,considering the effects from financial risk factors and uncertainties of parameters of model from them and the effects of economic risks on model and the system motion others,we condusted a design research for H robust control strategy.Therefore,the design reseasch makes the micro ecomonic system we are discussing stable at the equilibrium point,and decreases the effects of risking elements in this procesure to the least.
Keywords:risk  macro-economics  dynamic model  robust control
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