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Finite Time Stability of Finance Systems with or without Market Confidence Using Less Control Input

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  • Chao Ma
  • Yujuan Tian
  • Zhongfeng Qu

Abstract

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.

Suggested Citation

  • Chao Ma & Yujuan Tian & Zhongfeng Qu, 2018. "Finite Time Stability of Finance Systems with or without Market Confidence Using Less Control Input," Mathematical Problems in Engineering, Hindawi, vol. 2018, pages 1-15, December.
    • Handle: RePEc:hin:jnlmpe:7149801
    DOI: 10.1155/2018/7149801
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    Cited by:

    1. Johansyah, Muhamad Deni & Sambas, Aceng & Zheng, Song & Benkouider, Khaled & Vaidyanathan, Sundarapandian & Mohamed, Mohamad Afendee & Mamat, Mustafa, 2023. "A novel financial system with one stable and two unstable equilibrium points: Dynamics, coexisting attractors, complexity analysis and synchronization using integral sliding mode control," Chaos, Solitons & Fractals, Elsevier, vol. 177(C).

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