| 随机经济系统分析 |
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| 引用本文： | 匡永祝.随机经济系统分析[J].华中科技大学学报(自然科学版),1990(1). |
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| 作者姓名： | 匡永祝 |
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| 作者单位： | 武汉水利电力学院 |
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| 摘 要： | 本文提出了随机经济系统模式,研究了随机经济系统状态的最优估计与控制问题。利用Kalman现代滤波理论导出了随机线性经济系统状态的最优估计,由Bellman动态规划原理导出了线性二次经济系统的最优控制规律。由估计定理和最优控制规律给出了随机经济系统分析的一整套算法。
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| 关 键 词： | 经济预测 经济决策 经济控制理论 随机系统 最优控制 |
A Stochastic Analysis on the Economic System |
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| Kuang Yongzhu.A Stochastic Analysis on the Economic System[J].JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY.NATURE SCIENCE,1990(1). |
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| Authors: | Kuang Yongzhu |
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| Institution: | Kuang Yongzhu |
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| Abstract: | The economic system is not only dynamic but also stochastic. A stochastic economic system model is proposed and the problems concerning optimal estimation and control for stochastic economic systems are dealt with. Kal-man filtering is used to derive the optimal state estimation of stochastic linear economic systems and the Bellman dynamic program the optimal control rules for linear quadric economic systems. Algorithms for estimation and control as well as a simple stochastic production planning example are given. |
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| Keywords: | Economic prediction Economic decision Economic control theory Stochastic system Optimal control |
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