鲁棒Stackelberg问题及其货币政策
发布时间：2018-07-17 08:47
【摘要】：经济模型不匹配往往会改变决策者所设计的经济政策,使真实值很大程度地偏离预期值,这是所有决策者不能忽视的问题。将鲁棒控制方法应用于经济问题,能很好地抑制模型失真而产生的不匹配错误,从而使决策者更加精准的做出政策调整。本文主要讨论了鲁棒Stackelberg问题的形成,并用状态空间方法进行求解,进而得到最优控制律以及逼近均衡,最后将以上讨论的方法应用于一个鲁棒货币政策设计实例。
[Abstract]:The mismatch of economic model often changes the economic policy designed by the decision makers, which makes the real value deviate from the expected value to a large extent, which is a problem that all decision makers can not ignore. Applying the robust control method to the economic problems can restrain the mismatch errors caused by the model distortion and make the decision makers make the policy adjustment more accurately. In this paper, the formation of robust Stackelberg problem is discussed, and the state space method is used to solve the problem, and the optimal control law and approximate equilibrium are obtained. Finally, the above method is applied to a robust monetary policy design example.
【作者单位】： 陕西师范大学数学与信息科学学院;
【基金】：国家自然科学基金资助项目(10971123) 陕西省自然科学基础研究计划项目(SJ08A20)
【分类号】：F820;F224
本文编号：2129869
[Abstract]:The mismatch of economic model often changes the economic policy designed by the decision makers, which makes the real value deviate from the expected value to a large extent, which is a problem that all decision makers can not ignore. Applying the robust control method to the economic problems can restrain the mismatch errors caused by the model distortion and make the decision makers make the policy adjustment more accurately. In this paper, the formation of robust Stackelberg problem is discussed, and the state space method is used to solve the problem, and the optimal control law and approximate equilibrium are obtained. Finally, the above method is applied to a robust monetary policy design example.
【作者单位】： 陕西师范大学数学与信息科学学院;
【基金】：国家自然科学基金资助项目(10971123) 陕西省自然科学基础研究计划项目(SJ08A20)
【分类号】：F820;F224
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