基于随机模型的价格系统稳定性分析

2009 16th International Conference on Industrial Engineering and Engineering Management Pub Date : 2009-12-04 DOI:10.1109/ICIEEM.2009.5344594

Jialiang Guo, Hong-li Wang, Hongchen Han

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引用次数: 0

摘要

采用具有供给和需求因素的非线性随机动态模型对价格系统进行了分析。这个模型收敛为一个概率过程。然后根据过程的漂移系数和扩散系数对系统的稳定性进行了分析。给出了不同条件下平稳概率密度的数值模拟结果。可以看出，系统的稳定性随参数的变化而变化。最后，分析了参数对随机分岔的影响

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Stability analysis of price system based on stochastic model

Price system was analyzed by a nonlinear stochastic dynamic model with the supply and demand factors. This model converged to a process in probability. Then the stability of the system was analyzed by the result of drift coefficient and diffusion coefficient of the process. Numerical simulation results of the stationary probability density with different conditions were shown. It can be concluded that the stability of the system varied as the parameters varied. Finally, the influence of parameters on the stochastic bifurcation was analyzed

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2009 16th International Conference on Industrial Engineering and Engineering Management

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