H_∞控制应用于信贷风险管理问题的研究

Research on the H_∞ Control Applied in Bank Credit Risk Management System

针对银行信用风险系统模型的不确定性 ,运用 H∞ 控制理论进行信用风险系统的分析与决策 ,使得银行信用风险系统能够保持鲁棒稳定性并且有效地抑制和分散金融风险 .

This paper aims at the uncertainty of bank credit risk management system model,and makes use of the theory of control to put up analysis and decision making of bank credit risk management system, which makes the bank credit risk management system keep robust stability and control and disperse financial risk effectively.