Global Stability of a Markovian Jumping Chaotic Financial System with Partially Unknown Transition Rates under Impulsive Control Involved in the Positive Interest Rate
Abstract
:1. Introduction and Preparation
- ★
- Deriving the globally exponential stability criterion for the null solution of the impulsive system (6);
- ★
- Deducing the globally exponential stability criterion for the null solution of the impulsive system (10).
2. Globally Exponential Stability of with the Positive Interest Rate for the Reaction-Diffusion Model
3. Impulse Control on the Financial System without Time-Delays
4. Numerical Example
5. Conclusions and Further Considerations
Funding
Conflicts of Interest
References
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System (1) | System (10) | Positive or Negative | |
---|---|---|---|
0.0050 | 0.0050 | ||
−3.8500 | −3.8500 | ||
system state | chaos | global stability | |
interest rate of | 8.93% | 8.93% |
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Rao, R. Global Stability of a Markovian Jumping Chaotic Financial System with Partially Unknown Transition Rates under Impulsive Control Involved in the Positive Interest Rate. Mathematics 2019, 7, 579. https://doi.org/10.3390/math7070579
Rao R. Global Stability of a Markovian Jumping Chaotic Financial System with Partially Unknown Transition Rates under Impulsive Control Involved in the Positive Interest Rate. Mathematics. 2019; 7(7):579. https://doi.org/10.3390/math7070579
Chicago/Turabian StyleRao, Ruofeng. 2019. "Global Stability of a Markovian Jumping Chaotic Financial System with Partially Unknown Transition Rates under Impulsive Control Involved in the Positive Interest Rate" Mathematics 7, no. 7: 579. https://doi.org/10.3390/math7070579