随机非线性物价模型的最优控制

Optimal control of stochastic non-linear dynamical price model

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指数值说明了控制的有效性.

Considering the government macro-control for price system as external control mechanic, nonlinear stochastic dynamical controlled price model is proposed bascd 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 strategy is efficient.