带有延迟的三维股票价格系统的控制
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国家自然科学青年基金资助项目(11002061,11202084)和中央高校基本科研业务费专项资金资助项目(JUSRP51317B)


On the control stablity of a three dimensional stock price system with time delays
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    摘要:

    构建了带有延迟的脉冲控制的三维股票价格系统,研究了脉冲控制参数和延迟变化对股票价格的稳定性影响.应用脉冲微分方程控制稳定性理论,得到了在带有延迟的脉冲控制系统中,由原先的不稳定和发散达到稳定的保守且充分的条件,从而使股票金融市场达到了一个新的持续发展的稳定状态.利用Matlab软件对该系统进行数值仿真,验证了脉冲控制方法的可行性,有效性和提出理论的准确性.结果表明合理脉冲控制可以有效控制带延迟系统的稳定性.

    Abstract:

    A three dimensional price system with time delays and impulsive control was constructed, and the change of impulsive control parameters and delays on the stability of stock price was studied. Sufficient and conservative conditions for this system's unstable positive equilibrium to approach asymptotic stability were derived by applying the stability theory of impulsive differential equation. Then the stock financial market arrives at a new stable state in which it can sustainably develop. Numerical simulations results verify the feasibility and validity of impulsive control method, and the accuracy of theoretical results. It is concluded that reasonable impulsive control can effectively realize the stability of the system with time delays.

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刘佳,过榴晓,徐训霞.带有延迟的三维股票价格系统的控制[J].动力学与控制学报,2015,13(5):382~387; Liu Jia, Guo Liuxiao, Xu Xunxia. On the control stablity of a three dimensional stock price system with time delays[J]. Journal of Dynamics and Control,2015,13(5):382-387.

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历史
  • 收稿日期:2014-03-13
  • 最后修改日期:2014-04-07
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  • 在线发布日期: 2015-10-16
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