Impulsive control on delayed feedback chaotic financial system with Markovian jumping
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Publication:2144062
DOI10.1186/s13662-020-2524-3zbMath1487.93018OpenAlexW3032265743MaRDI QIDQ2144062
Publication date: 1 June 2022
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-020-2524-3
impulse controlMarkovian jumpingpositive interest ratechaotic financial systemreduction to absurdity
Nonlinear systems in control theory (93C10) Interest rates, asset pricing, etc. (stochastic models) (91G30) Control/observation systems governed by ordinary differential equations (93C15)
Related Items (4)
Hopf bifurcation of a financial dynamical system with delay ⋮ Exponential synchronization and stabilization of delayed feedback hyperchaotic financial system ⋮ Impulsive stabilization and stability analysis for Gilpin-Ayala competition model involved in harmful species via LMI approach and variational methods ⋮ Asynchronous secure controller design for singularly perturbation stochastic semi-Markov jump CPSs with the memory-based dynamic event-triggered scheme against complex cyber-attacks
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