摘要
讨论了基于智能体的股票市场模型,模型中,多智能体的控制依赖于股票市场的状态.在随机扰动下得到了智能体一致收敛到预期平衡点的线性矩阵不等式条件,数值仿真验证条件的有效性.
The model of stock market based on multi-agent systems is studied in the paper.The control of multiagent systems depends on the state of the stock market.The multi-agent systems uniformly converge to the expected equilibrium point under the random perturbation.Furthermore,numerical simulations are also given to demonstrate the effectiveness of the proposed scheme.
基金
教育部人文社会科学研究青年基金项目(14YJCZH173)
湖北省教育厅科学技术研究项目(Q20145001)
关键词
多智能体
股票市场
随机扰动
multi-agent systems
stock market
stochastic perturbation
