一类新型金融系统风险评估模型的同步控制

Impulsive Synchronization and Adaptive Synchronization of a New Model for the Evaluation of Systemic Risk in Stock Markets

通过脉冲控制和自适应脉冲同步的相关知识,研究了一类带有风险评估的金融系统模型.利用非线性脉冲动力系统的比较原则与不变原理,得到了使系统分别在脉冲控制和自适应脉冲控制下达到同步稳定的充分条件,并且估计出达到同步稳定时的最大脉冲控制区间.最后,通过数值模拟证明了该方法的有效性.

In this paper, a new model for the evaluation of systemic risk in stock markets is investigated with the relevant knowledge of the impulsive synchronization and the adaptive impulsive synchronization theories. Based on the comparison principle and the invarianee principle of nonlinear impulsive dynamical systems, several sufficient conditions for the synchronization stability of the system under pulse control and adaptive pulse control are obtained respectively, and the upper bounds of impulsive interval for stable synchronization are estimated. Finally, the effectiveness of the method is proved by numerical simulation.