- مبلغ: ۸۶,۰۰۰ تومان
- مبلغ: ۹۱,۰۰۰ تومان
This paper proposes a sliding mode investment policy design for nonlinear stochastic financial systems which can be represented by the well-known Takagi–Sugeno fuzzy model. When modeling the financial systems, it is more important to consider the unpredictable investment changes and worldwide unpredictable events which can be regarded as external disturbances. The equivalent-input-disturbance (EID) approach combined with sliding mode investment policy design is implemented to reject the unpredictable investment changes for having better investment. Moreover, the Luenberger state observer is constructed for the addressed financial system to estimate the unpredictable investment changes and worldwide unpredictable events. More precisely, a sliding mode investment policy design is developed by solving the obtained linear matrix inequality (LMI)-based constrained algorithm. Finally, the obtained results of the addressed fuzzy stochastic financial system are verified through numerical simulation to show efficiency of the proposed sliding mode investment policy design.
In this paper, we have discussed the fuzzy nonlinear stochastic jump model to describe the dynamical behavior of financial system in the presence of unpredictable investment changes and worldwide unpredictable events. An EID-based sliding mode investment policy is proposed to achieve the desired interest rate, investment demand and price index with better investment cost and increase profit under both the continuous and discrete random jump input. The proposed EIDbased sliding mode investment policy could solve the robustness of a nonlinear stochastic jump diffusion financial system to achieve a desired interest rate, investment demand and price index even in the presence of unpredictable investment changes or worldwide events such as nature disaster and war. At last, an example with simulation is provided to confirm the performance of the proposed fuzzy EID-based sliding mode investment policy design for nonlinear stochastic jump diffusion financial systems.