| 随机非线性物价模型的最优控制 |
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| 引用本文： | 李佼瑞,徐伟.随机非线性物价模型的最优控制[J].纯粹数学与应用数学,2008,24(2). |
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| 作者姓名： | 李佼瑞 徐伟 |
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| 作者单位： | 西安财经学院统计学院,陕西,西安,710061;西北工业大学应用数学系,陕西,西安,7100072 |
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| 基金项目： | 国家自然科学基金，国家自然科学基金 |
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| 摘 要： | 将政府对价格系统的宏观调控作为外部控制力,建立受控的随机非线性物价模型;利用拟Hamilton系统随机平均法和随机动态规划原理的非线性随机控制策略对系统实施最优控制,控制目标是实现系统的稳定性变大;并通过对比控制前后的Lyapunov指教值说明了控制的有效性.
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| 关 键 词： | 拟Hamilton系统 稳定性 随机平均法 最优控制 |
Optimal control of stochastic non-linear dynamical price model |
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| LI Jiao-rui,XU Wei.Optimal control of stochastic non-linear dynamical price model[J].Pure and Applied Mathematics,2008,24(2). |
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| Authors: | LI Jiao-rui XU Wei |
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| Institution: | LI Jiao-rui~1 XU Wei~2 1.School of Statistics,Xi\'an University of Finance , Economics,Xi\'an 710061,China,2.Department of Applied Mathematics,Northwestern Polytechnical University,Xi\'an 710072 |
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| Abstract: | Considering the government macro-control for price system as external.control mechanic,nonlinear stochastic dynamical controlled price model is proposed based on determined model.By using quasi-Hamilton system stochastic averaging method and nonlinear stochastic control strategy,the optimal control is being stabilization.The control aim is to become the stability of the system more big.Through comparing the controlled Lyapunov exponent with uncontrolled Lyapunov exponent,it is shown that the controlled stra... |
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| Keywords: | quasi-Hamiltonian system stability stochastic averaging method optimal control |
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