| 庄家炒作的优化控制 |
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| 引用本文： | 刘玉凤. 庄家炒作的优化控制[J]. 辽宁大学学报(自然科学版), 2001, 28(4): 327-331 |
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| 作者姓名： | 刘玉凤 |
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| 作者单位： | 沈阳工业学院 |
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| 摘 要： | 分析了股票市场中庄家的炒作行为，从简单到比较接近实际的复杂情形，提出了股市中庄家的操盘及其风险抵御问题，得出了考虑来自多种不确定因素干扰的庄家操盘动态模型和风险评价模型及其求解策略。
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| 关 键 词： | 庄家炒作 H∞控制 股票市场 风险抵御策略 优化控制 风险评价模型 |
| 文章编号： | 1000-5846(2001)04-317-05 |
| 修稿时间： | 2000-11-10 |
An Optimal Control for Banker''''s Operation and Risk-withstanding in Stock Market |
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| LIU Yufeng,QU BaidaShenyang Institute Technology,,Shenyang,China. An Optimal Control for Banker''''s Operation and Risk-withstanding in Stock Market[J]. Journal of Liaoning University(Natural Sciences Edition), 2001, 28(4): 327-331 |
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| Authors: | LIU Yufeng QU BaidaShenyang Institute Technology Shenyang China |
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| Affiliation: | LIU Yufeng,QU BaidaShenyang Institute Technology,110045,Shenyang,China |
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| Abstract: | The operating behaviours of bankers in the stock market was analyzed. Based on from a simple condition to a complex one near the real life condition, a proplem on the operation and its risk minimizing ability of the bankers in the stock market was proposed. The dynamic and risk appraising models of the bankers were got and a strategy for its solution was given after analyzing multi perturbation factors. |
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