Finite time stability of finance systems with or without market confidence using less control input
type: Item
instance of: scholarly article
title: Finite time stability of finance systems with or without market confidence using less control input
zbMATH Open document ID: 1427.91267
DOI: 10.1155/2018/7149801
author: Chao Ma
author: Yujuan Tian
author: Zhongfeng Qu
published in: Mathematical Problems in Engineering
publication date: 2019-02-08T00:00:00Z
review text: Summary: In this paper, we make an exploration of a technique to control a class of finance chaotic systems. This technique allows one to achieve the finite time stability of the finance system more effectively with less control input energy. First, the finite time stability of three dimension finance system without market confidence is analyzed by using a single controller. Then, two controllers are designed to stabilize the four-dimension finance system with market confidence. Moreover, the finite time stability of the three-dimension and four-dimension finance system with unknown parameter is also studied. Finally, simulation results are presented to show the chaotic behaviour of the finance systems, verify the effectiveness of the proposed control method, and illustrate its advantages compared with other methods.
Mathematics Subject Classification ID: 91G15
Mathematics Subject Classification ID: 93D21
Mathematics Subject Classification ID: 37N40
zbMATH DE Number: 7019399
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2018/7149801
OpenAlex ID: W2904083486
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description: scientific article; zbMATH DE number 7019399