EID-based sliding mode investment policy design for fuzzy stochastic jump financial systems

DOI10.1016/j.nahs.2018.08.004zbMath1419.91661OpenAlexW2888945881WikidataQ129311455 ScholiaQ129311455MaRDI QIDQ1730364

P. Selvaraj, Hamid Reza Karimi, Boomipalagan Kaviarasan, Rathinasamy Sakthivel

Publication date: 6 March 2019

Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.nahs.2018.08.004

zbMATH Keywords

Takagi-Sugeno fuzzy modelEID estimatornonlinear stochastic financial systemsliding mode investment policy design

Mathematics Subject Classification ID

Fuzzy control/observation systems (93C42) Nonlinear systems in control theory (93C10) Variable structure systems (93B12) Financial applications of other theories (91G80) Stochastic systems in control theory (general) (93E03)

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