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Exact controllability of rational expectations model with multiplicative noise and input delay
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作者 Wenjing Wang Juanjuan Xu +1 位作者 Huanshui Zhang Minyue Fu 《Journal of Automation and Intelligence》 2024年第1期19-25,共7页
This paper considers the rational expectations model with multiplicative noise and input delay,where the system dynamics rely on the conditional expectations of future states.The main contribution is to obtain a suffi... This paper considers the rational expectations model with multiplicative noise and input delay,where the system dynamics rely on the conditional expectations of future states.The main contribution is to obtain a sufficient condition for the exact controllability of the rational expectations model.In particular,we derive a sufficient Gramian matrix condition and a rank condition for the delay-free case.The key is the solvability of the backward stochastic difference equations with input delay which is derived from the forward and backward stochastic system. 展开更多
关键词 rational expectations model Exact controllability Exactly null controllability Multiplicative noise Input delay
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