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Resilience Against Replay Attacks:A Distributed Model Predictive Control Scheme for Networked Multi-Agent Systems 被引量:5
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作者 Giuseppe Franzè Francesco Tedesco Domenico Famularo 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2021年第3期628-640,共13页
In this paper,a resilient distributed control scheme against replay attacks for multi-agent networked systems subject to input and state constraints is proposed.The methodological starting point relies on a smart use ... In this paper,a resilient distributed control scheme against replay attacks for multi-agent networked systems subject to input and state constraints is proposed.The methodological starting point relies on a smart use of predictive arguments with a twofold aim:1)Promptly detect malicious agent behaviors affecting normal system operations;2)Apply specific control actions,based on predictive ideas,for mitigating as much as possible undesirable domino effects resulting from adversary operations.Specifically,the multi-agent system is topologically described by a leader-follower digraph characterized by a unique leader and set-theoretic receding horizon control ideas are exploited to develop a distributed algorithm capable to instantaneously recognize the attacked agent.Finally,numerical simulations are carried out to show benefits and effectiveness of the proposed approach. 展开更多
关键词 Distributed model predictive control leader-follower networks multi-agent systems replay attacks resilient control
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Finite-time Prescribed Performance Time-Varying Formation Control for Second-Order Multi-Agent Systems With Non-Strict Feedback Based on a Neural Network Observer
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作者 Chi Ma Dianbiao Dong 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2024年第4期1039-1050,共12页
This paper studies the problem of time-varying formation control with finite-time prescribed performance for nonstrict feedback second-order multi-agent systems with unmeasured states and unknown nonlinearities.To eli... This paper studies the problem of time-varying formation control with finite-time prescribed performance for nonstrict feedback second-order multi-agent systems with unmeasured states and unknown nonlinearities.To eliminate nonlinearities,neural networks are applied to approximate the inherent dynamics of the system.In addition,due to the limitations of the actual working conditions,each follower agent can only obtain the locally measurable partial state information of the leader agent.To address this problem,a neural network state observer based on the leader state information is designed.Then,a finite-time prescribed performance adaptive output feedback control strategy is proposed by restricting the sliding mode surface to a prescribed region,which ensures that the closed-loop system has practical finite-time stability and that formation errors of the multi-agent systems converge to the prescribed performance bound in finite time.Finally,a numerical simulation is provided to demonstrate the practicality and effectiveness of the developed algorithm. 展开更多
关键词 Finite-time control multi-agent systems neural network prescribed performance control time-varying formation control
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Tracking Control of Multi-Agent Systems Using a Networked Predictive PID Tracking Scheme 被引量:1
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作者 Guo-Ping Liu 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2023年第1期216-225,共10页
With the rapid development of network technology and control technology,a networked multi-agent control system is a key direction of modern industrial control systems,such as industrial Internet systems.This paper stu... With the rapid development of network technology and control technology,a networked multi-agent control system is a key direction of modern industrial control systems,such as industrial Internet systems.This paper studies the tracking control problem of networked multi-agent systems with communication constraints,where each agent has no information on the dynamics of other agents except their outputs.A networked predictive proportional integral derivative(PPID)tracking scheme is proposed to achieve the desired tracking performance,compensate actively for communication delays,and simplify implementation in a distributed manner.This scheme combines the past,present and predictive information of neighbour agents to form a tracking error signal for each agent,and applies the proportional,integral,and derivative of the agent tracking error signal to control each individual agent.The criteria of the stability and output tracking consensus of multi-agent systems with the networked PPID tracking scheme are derived through detailed analysis on the closed-loop systems.The effectiveness of the networked PPID tracking scheme is illustrated via an example. 展开更多
关键词 Coordinative tracking control networked multiagent systems PID control predictive control
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Consensus of networked control multi-agent systems using a double-layer encryption scheme
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作者 Yamin Yan Zhiyong Chen Vijay Varadharajan 《Journal of Automation and Intelligence》 2023年第4期218-226,共9页
This paper addresses the decentralized consensus problem for a system of multiple dynamic agents with remote controllers via networking,known as a networked control multi-agent system(NCMAS).It presents a challenging ... This paper addresses the decentralized consensus problem for a system of multiple dynamic agents with remote controllers via networking,known as a networked control multi-agent system(NCMAS).It presents a challenging scenario where partial dynamic entities or remote control units are vulnerable to disclosure attacks,making them potentially malicious.To tackle this issue,we propose a secure decentralized control design approach employing a double-layer cryptographic strategy.This approach not only ensures that the input and output information of the benign entities remains protected from the malicious entities but also practically achieves consensus performance.The paper provides an explicit design,supported by theoretical proof and numerical verification,covering stability,steady-state error,and the prevention of computation overflow or underflow. 展开更多
关键词 multi-agent systems networked control Cyberphysical security ENCRYPTION CONSENSUS
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Designing Proportional-Integral Consensus Protocols for Second-Order Multi-Agent Systems Using Delayed and Memorized State Information
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作者 Honghai Wang Qing-Long Han 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2024年第4期878-892,共15页
This paper is concerned with consensus of a secondorder linear time-invariant multi-agent system in the situation that there exists a communication delay among the agents in the network.A proportional-integral consens... This paper is concerned with consensus of a secondorder linear time-invariant multi-agent system in the situation that there exists a communication delay among the agents in the network.A proportional-integral consensus protocol is designed by using delayed and memorized state information.Under the proportional-integral consensus protocol,the consensus problem of the multi-agent system is transformed into the problem of asymptotic stability of the corresponding linear time-invariant time-delay system.Note that the location of the eigenvalues of the corresponding characteristic function of the linear time-invariant time-delay system not only determines the stability of the system,but also plays a critical role in the dynamic performance of the system.In this paper,based on recent results on the distribution of roots of quasi-polynomials,several necessary conditions for Hurwitz stability for a class of quasi-polynomials are first derived.Then allowable regions of consensus protocol parameters are estimated.Some necessary and sufficient conditions for determining effective protocol parameters are provided.The designed protocol can achieve consensus and improve the dynamic performance of the second-order multi-agent system.Moreover,the effects of delays on consensus of systems of harmonic oscillators/double integrators under proportional-integral consensus protocols are investigated.Furthermore,some results on proportional-integral consensus are derived for a class of high-order linear time-invariant multi-agent systems. 展开更多
关键词 Consensus protocol Hurwitz stability multi-agent systems quasi-polynomials time delay
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Computation Tree Logic Model Checking of Multi-Agent Systems Based on Fuzzy Epistemic Interpreted Systems
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作者 Xia Li Zhanyou Ma +3 位作者 Zhibao Mian Ziyuan Liu Ruiqi Huang Nana He 《Computers, Materials & Continua》 SCIE EI 2024年第3期4129-4152,共24页
Model checking is an automated formal verification method to verify whether epistemic multi-agent systems adhere to property specifications.Although there is an extensive literature on qualitative properties such as s... Model checking is an automated formal verification method to verify whether epistemic multi-agent systems adhere to property specifications.Although there is an extensive literature on qualitative properties such as safety and liveness,there is still a lack of quantitative and uncertain property verifications for these systems.In uncertain environments,agents must make judicious decisions based on subjective epistemic.To verify epistemic and measurable properties in multi-agent systems,this paper extends fuzzy computation tree logic by introducing epistemic modalities and proposing a new Fuzzy Computation Tree Logic of Knowledge(FCTLK).We represent fuzzy multi-agent systems as distributed knowledge bases with fuzzy epistemic interpreted systems.In addition,we provide a transformation algorithm from fuzzy epistemic interpreted systems to fuzzy Kripke structures,as well as transformation rules from FCTLK formulas to Fuzzy Computation Tree Logic(FCTL)formulas.Accordingly,we transform the FCTLK model checking problem into the FCTL model checking.This enables the verification of FCTLK formulas by using the fuzzy model checking algorithm of FCTL without additional computational overheads.Finally,we present correctness proofs and complexity analyses of the proposed algorithms.Additionally,we further illustrate the practical application of our approach through an example of a train control system. 展开更多
关键词 Model checking multi-agent systems fuzzy epistemic interpreted systems fuzzy computation tree logic transformation algorithm
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Weighted Forwarding in Graph Convolution Networks for Recommendation Information Systems
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作者 Sang-min Lee Namgi Kim 《Computers, Materials & Continua》 SCIE EI 2024年第2期1897-1914,共18页
Recommendation Information Systems(RIS)are pivotal in helping users in swiftly locating desired content from the vast amount of information available on the Internet.Graph Convolution Network(GCN)algorithms have been ... Recommendation Information Systems(RIS)are pivotal in helping users in swiftly locating desired content from the vast amount of information available on the Internet.Graph Convolution Network(GCN)algorithms have been employed to implement the RIS efficiently.However,the GCN algorithm faces limitations in terms of performance enhancement owing to the due to the embedding value-vanishing problem that occurs during the learning process.To address this issue,we propose a Weighted Forwarding method using the GCN(WF-GCN)algorithm.The proposed method involves multiplying the embedding results with different weights for each hop layer during graph learning.By applying the WF-GCN algorithm,which adjusts weights for each hop layer before forwarding to the next,nodes with many neighbors achieve higher embedding values.This approach facilitates the learning of more hop layers within the GCN framework.The efficacy of the WF-GCN was demonstrated through its application to various datasets.In the MovieLens dataset,the implementation of WF-GCN in LightGCN resulted in significant performance improvements,with recall and NDCG increasing by up to+163.64%and+132.04%,respectively.Similarly,in the Last.FM dataset,LightGCN using WF-GCN enhanced with WF-GCN showed substantial improvements,with the recall and NDCG metrics rising by up to+174.40%and+169.95%,respectively.Furthermore,the application of WF-GCN to Self-supervised Graph Learning(SGL)and Simple Graph Contrastive Learning(SimGCL)also demonstrated notable enhancements in both recall and NDCG across these datasets. 展开更多
关键词 Deep learning graph neural network graph convolution network graph convolution network model learning method recommender information systems
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Distributed Adaptive Output Consensus of Unknown Heterogeneous Non-Minimum Phase Multi-Agent Systems 被引量:1
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作者 Wenji Cao Lu Liu Gang Feng 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2023年第4期997-1008,共12页
This article addresses the leader-following output consensus problem of heterogeneous linear multi-agent systems with unknown agent parameters under directed graphs.The dynamics of followers are allowed to be non-mini... This article addresses the leader-following output consensus problem of heterogeneous linear multi-agent systems with unknown agent parameters under directed graphs.The dynamics of followers are allowed to be non-minimum phase with unknown arbitrary individual relative degrees.This is contrary to many existing works on distributed adaptive control schemes where agent dynamics are required to be minimum phase and often of the same relative degree.A distributed adaptive pole placement control scheme is developed,which consists of a distributed observer and an adaptive pole placement control law.It is shown that under the proposed distributed adaptive control scheme,all signals in the closed-loop system are bounded and the outputs of all the followers track the output of the leader asymptotically.The effectiveness of the proposed scheme is demonstrated by one practical example and one numerical example. 展开更多
关键词 Adaptive pole placement control heterogeneous multi-agent systems leader-following output consensus non-minimum phase
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Robust Consensus Tracking Control of Uncertain Multi-Agent Systems With Local Disturbance Rejection
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作者 Pan Yu Kang-Zhi Liu +3 位作者 Xudong Liu Xiaoli Li Min Wu Jinhua She 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2023年第2期427-438,共12页
In this paper,a new distributed consensus tracking protocol incorporating local disturbance rejection is devised for a multi-agent system with heterogeneous dynamic uncertainties and disturbances over a directed graph... In this paper,a new distributed consensus tracking protocol incorporating local disturbance rejection is devised for a multi-agent system with heterogeneous dynamic uncertainties and disturbances over a directed graph.It is of two-degree-of-freedom nature.Specifically,a robust distributed controller is designed for consensus tracking,while a local disturbance estimator is designed for each agent without requiring the input channel information of disturbances.The condition for asymptotic disturbance rejection is derived.Moreover,even when the disturbance model is not exactly known,the developed method also provides good disturbance-rejection performance.Then,a robust stabilization condition with less conservativeness is derived for the whole multi-agent system.Further,a design algorithm is given.Finally,comparisons with the conventional one-degree-of-freedombased distributed disturbance-rejection method for mismatched disturbances and the distributed extended-state observer for matched disturbances validate the developed method. 展开更多
关键词 Directed graph distributed control disturbance rejection dynamic uncertainties multi-agent systems robust control
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Group-Consensus of Hierarchical Containment Control for Linear Multi-Agent Systems
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作者 Jingshu Sang Dazhong Ma Yu Zhou 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2023年第6期1462-1474,共13页
The existing containment control has been widely developed for several years, but ignores the case for large-scale cooperation. The strong coupling of large-scale networks will increase the costs of system detection a... The existing containment control has been widely developed for several years, but ignores the case for large-scale cooperation. The strong coupling of large-scale networks will increase the costs of system detection and maintenance. Therefore, this paper is concerned with an extensional containment control issue, hierarchical containment control. It aims to enable a multitude of followers achieving a novel cooperation in the convex hull shaped by multiple leaders. Firstly, by constructing the three-layer topology, large-scale networks are decoupled. Then,under the condition of directed spanning group-tree, a class of dynamic hierarchical containment control protocol is designed such that the novel group-consensus behavior in the convex hull can be realized. Moreover, the definitions of coupling strength coefficients and the group-consensus parameter in the proposed dynamic hierarchical control protocol enhance the adjustability of systems. Compared with the existing containment control strategy, the proposed hierarchical containment control strategy improves dynamic control performance. Finally, numerical simulations are presented to demonstrate the effectiveness of the proposed hierarchical control protocol. 展开更多
关键词 Group-consensus behavior hierarchical containment control linear multi-agent systems three-layer topology
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Team-based fixed-time containment control for multi-agent systems with disturbances
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作者 赵小文 王进月 +1 位作者 赖强 刘源 《Chinese Physics B》 SCIE EI CAS CSCD 2023年第12期281-292,共12页
We investigate the fixed-time containment control(FCC)problem of multi-agent systems(MASs)under discontinuous communication.A saturation function is used in the controller to achieve the containment control in MASs.On... We investigate the fixed-time containment control(FCC)problem of multi-agent systems(MASs)under discontinuous communication.A saturation function is used in the controller to achieve the containment control in MASs.One difference from using a symbolic function is that it avoids the differential calculation process for discontinuous functions,which further ensures the continuity of the control input.Considering the discontinuous communication,a dynamic variable is constructed,which is always non-negative between any two communications of the agent.Based on the designed variable,the dynamic event-triggered algorithm is proposed to achieve FCC,which can effectively reduce controller updating.In addition,we further design a new event-triggered algorithm to achieve FCC,called the team-trigger mechanism,which combines the self-triggering technique with the proposed dynamic event trigger mechanism.It has faster convergence than the proposed dynamic event triggering technique and achieves the tradeoff between communication cost,convergence time and number of triggers in MASs.Finally,Zeno behavior is excluded and the validity of the proposed theory is confirmed by simulation. 展开更多
关键词 fixed-time containment control dynamic event-triggered strategy team-based triggered strategy multi-agent systems
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Lyapunov-Based Output Containment Control of Heterogeneous Multi-Agent Systems With Markovian Switching Topologies and Distributed Delays
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作者 Haihua Guo Min Meng Gang Feng 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2023年第6期1421-1433,共13页
This paper considers the mean square output containment control problem for heterogeneous multi-agent systems(MASs)with randomly switching topologies and nonuniform distributed delays.By modeling the switching topolog... This paper considers the mean square output containment control problem for heterogeneous multi-agent systems(MASs)with randomly switching topologies and nonuniform distributed delays.By modeling the switching topologies as a continuous-time Markov process and taking the distributed delays into consideration,a novel distributed containment observer is proposed to estimate the convex hull spanned by the leaders'states.A novel distributed output feedback containment controller is then designed without using the prior knowledge of distributed delays.By constructing a novel switching Lyapunov functional,the output containment control problem is then solved in the sense of mean square under an easily-verifiable sufficient condition.Finally,two numerical examples are given to show the effectiveness of the proposed controller. 展开更多
关键词 Heterogeneous multi-agent systems Lyapunov method Markovian switching topologies output containment control time delays
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Group Hybrid Coordination Control of Multi-Agent Systems With Time-Delays and Additive Noises
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作者 Chuanjian Li Xiaofeng Zong 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2023年第3期737-748,共12页
A new kind of group coordination control problemgroup hybrid coordination control is investigated in this paper.The group hybrid coordination control means that in a whole multi-agent system(MAS)that consists of two s... A new kind of group coordination control problemgroup hybrid coordination control is investigated in this paper.The group hybrid coordination control means that in a whole multi-agent system(MAS)that consists of two subgroups with communications between them,agents in the two subgroups achieve consensus and containment,respectively.For MASs with both time-delays and additive noises,two group control protocols are proposed to solve this problem for the containment-oriented case and consensus-oriented case,respectively.By developing a new analysis idea,some sufficient conditions and necessary conditions related to the communication intensity betw een the two subgroups are obtained for the following two types of group hybrid coordination behavior:1)Agents in one subgroup and in another subgroup achieve weak consensus and containment,respectively;2)Agents in one subgroup and in another subgroup achieve strong consensus and containment,respectively.It is revealed that the decay of the communication impact betw een the two subgroups is necessary for the consensus-oriented case.Finally,the validity of the group control results is verified by several simulation examples. 展开更多
关键词 Additive noises consensus control containment control group hybrid coordination control multi-agent systems(MASs) TIME-DELAYS
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Practical bipartite consensus for multi-agent systems:A barrier function-based adaptive sliding-mode control approach
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作者 Boda Ning Qing-Long Han Xiaohua Ge 《Journal of Automation and Intelligence》 2023年第1期14-19,共6页
This paper is concerned with bipartite consensus tracking for multi-agent systems with unknown disturbances.A barrier function-based adaptive sliding-mode control(SMC)approach is proposed such that the bipartite stead... This paper is concerned with bipartite consensus tracking for multi-agent systems with unknown disturbances.A barrier function-based adaptive sliding-mode control(SMC)approach is proposed such that the bipartite steady-state error is converged to a predefined region of zero in finite time.Specifically,based on an error auxiliary taking neighboring antagonistic interactions into account,an SMC law is designed with an adaptive gain.The gain can switch to a positive semi-definite barrier function to ensure that the error auxiliary is constrained to a predefined neighborhood of zero,which in turn guarantees practical bipartite consensus tracking.A distinguished feature of the proposed controller is its independence on the bound of disturbances,while the input chattering phenomenon is alleviated.Finally,a numerical example is provided to verify the effectiveness of the proposed controller. 展开更多
关键词 Barrier functions Practical bipartite consensus multi-agent systems Signed graphs Sliding-mode control
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Pinning synchronization of networked multi-agent systems: spectral analysis
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作者 Linying XIANG Fei CHEN Guanrong CHEN 《Control Theory and Technology》 EI CSCD 2015年第1期45-54,共10页
Pinning synchronization of a networked multi-agent system with a directed communication topology is investigated from a spectral analysis approach. Some new types of synchronized regions for networked systems with dif... Pinning synchronization of a networked multi-agent system with a directed communication topology is investigated from a spectral analysis approach. Some new types of synchronized regions for networked systems with different nonlinear agent dynamics and inner coupling structures are discovered. The eigenvalue distributions of the coupling and control matrices for different types of directed networks are obtained. The effects of the network topology, pinning density and pinning strength on the network synchronizability are examined through extensive numerical simulations. It is shown that the synchronizability of the pinned network can be effectively improved by increasing pinning density and pinning strength for some types of synchronized regions, whereas too large the pinning density and pinning strength will lead to desynchronization for other types. It is found that directed random networks are not always easier to synchronize than directed small-world networks, and a denser eigenvalue distribution may not always imply better synchronizability. 展开更多
关键词 频谱分析方法 网络同步 多智能体系统 网络化 网络拓扑结构 多代理系统 特征值分布 非线性动力学
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Distributed Fault-Tolerant Containment Control for Nonlinear Multi-Agent Systems Under Directed Network Topology via Hierarchical Approach 被引量:1
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作者 Shuyi Xiao Jiuxiang Dong 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2021年第4期806-816,共11页
This paper investigates the distributed fault-tolerant containment control(FTCC)problem of nonlinear multi-agent systems(MASs)under a directed network topology.The proposed control framework which is independent on th... This paper investigates the distributed fault-tolerant containment control(FTCC)problem of nonlinear multi-agent systems(MASs)under a directed network topology.The proposed control framework which is independent on the global information about the communication topology consists of two layers.Different from most existing distributed fault-tolerant control(FTC)protocols where the fault in one agent may propagate over network,the developed control method can eliminate the phenomenon of fault propagation.Based on the hierarchical control strategy,the FTCC problem with a directed graph can be simplified to the distributed containment control of the upper layer and the fault-tolerant tracking control of the lower layer.Finally,simulation results are given to demonstrate the effectiveness of the proposed control protocol. 展开更多
关键词 Adaptive fault-tolerant control directed network topology distributed control hierarchical control multi-agent systems(MASs)
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Quantization and Event-Triggered Policy Design for Encrypted Networked Control
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作者 Yongxia Shi Ehsan Nekouei 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2024年第4期946-955,共10页
This paper proposes a novel event-driven encrypted control framework for linear networked control systems(NCSs),which relies on two modified uniform quantization policies,the Paillier cryptosystem,and an event-trigger... This paper proposes a novel event-driven encrypted control framework for linear networked control systems(NCSs),which relies on two modified uniform quantization policies,the Paillier cryptosystem,and an event-triggered strategy.Due to the fact that only integers can work in the Pailler cryptosystem,both the real-valued control gain and system state need to be first quantized before encryption.This is dramatically different from the existing quantized control methods,where only the quantization of a single value,e.g.,the control input or the system state,is considered.To handle this issue,static and dynamic quantization policies are presented,which achieve the desired integer conversions and guarantee asymptotic convergence of the quantized system state to the equilibrium.Then,the quantized system state is encrypted and sent to the controller when the triggering condition,specified by a state-based event-triggered strategy,is satisfied.By doing so,not only the security and confidentiality of data transmitted over the communication network are protected,but also the ciphertext expansion phenomenon can be relieved.Additionally,by tactfully designing the quantization sensitivities and triggering error,the proposed event-driven encrypted control framework ensures the asymptotic stability of the overall closedloop system.Finally,a simulation example of the secure motion control for an inverted pendulum cart system is presented to evaluate the effectiveness of the theoretical results. 展开更多
关键词 Cyber-security encrypted control event-triggered control(ETC) networked control systems(NCSs) semi-homomorphic encryption
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Improving consensual performance of multi-agent systems in weighted scale-free networks
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作者 祁伟 许新建 汪映海 《Chinese Physics B》 SCIE EI CAS CSCD 2009年第10期4217-4221,共5页
This paper studies consensus problems in weighted scale-free networks of asymmetrically coupled dynamical units, where the asymmetry in a given link is determined by the relative degree of the involved nodes. It shows... This paper studies consensus problems in weighted scale-free networks of asymmetrically coupled dynamical units, where the asymmetry in a given link is determined by the relative degree of the involved nodes. It shows that the asymmetry of interactions has a great effect on the consensus. Especially, when the interactions are dominant from higher- to lower-degree nodes, both the convergence speed and the robustness to communication delay are enhanced. 展开更多
关键词 加权 网络 免费 代理制 性能 协商 多级 相互作用
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Bounded consensus tracking of second-order multi-agent systems with sampling delay under directed networks
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作者 李丽 方华京 《Chinese Physics B》 SCIE EI CAS CSCD 2013年第11期253-261,共9页
The bounded consensus tracking problems of second-order multi-agent systems under directed networks with sampling delay are addressed in this paper.When the sampling delay is more than a sampling period,new protocols ... The bounded consensus tracking problems of second-order multi-agent systems under directed networks with sampling delay are addressed in this paper.When the sampling delay is more than a sampling period,new protocols based on sampled-data control are proposed so that each agent can track the time-varying reference state of the virtual leader.By using the delay decomposition approach,the augmented matrix method,and the frequency domain analysis,necessary and sufficient conditions are obtained,which guarantee that the bounded consensus tracking is realized.Furthermore,some numerical simulations are presented to demonstrate the effectiveness of the theoretical results. 展开更多
关键词 多智能体系统 有向网络 下采样 跟踪 延迟 有界 二阶 增广矩阵法
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Systematic Risk Analysis of Listed Financial Institutions from the Perspective of Complex Network
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作者 Shiyun Li 《Proceedings of Business and Economic Studies》 2024年第1期104-110,共7页
Based on the complex network theory,this paper studies the systemic financial risks in China’s financial market.According to the industry classification of the China Securities Regulatory Commission in 2012,the daily... Based on the complex network theory,this paper studies the systemic financial risks in China’s financial market.According to the industry classification of the China Securities Regulatory Commission in 2012,the daily closing prices of 45 listed financial institutions are collected and the daily return rates of each financial institution are measured according to the logarithmic return rate calculation formula.In this paper,the risk spillover value ΔCoVaR is used to measure the contribution degree of each financial institution to systemic risk.Finally,the relationship between the risk spillover valueΔCoVaR and the node topology index of the risk transmission network is investigated by using a regression model,and some policy suggestions are put forward based on the regression results. 展开更多
关键词 Complex network systemic risk GARCH model
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