摘要
在随机资产模型的基础上，建立了资产重组问题的离散时间系统模型，运用降阶方法推导了在资产重组过程中使风险最小的奇异控制策略．最后，根据复变函数理论求解范数的方法求得了问题的解析解．
This paper proposed a discrete time system model of assets regrouping on the basis of Mulvey's stochastic assets allocation model. And presented the singular control strategies, which could minimize the financial risk in the process of assets regrouping, by use of reduced order method. Finally, based on complex function theory, we also gave the analysis solutions of this problem.
出处
《信息与控制》
CSCD
北大核心
1998年第6期401-407,共7页
Information and Control
基金
辽宁省自然科学基金
关键词
资产重组
H∞控制
金融风险
控制理论
企业制度
asset regrouping, singular H ∞ control, financial risk, discrete time system
