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| 摘要: |
| 本文研究了金融市场的风险传染问题. 在推广了已有的传染病模型之后,利用最优控制理论推导出潜伏状态下金融子市场的最优治愈率,以及隔离状态下监管部门的最优隔离率的表达式.通过数值模拟获得了在不同情形下最优控制策略的变化,影响风险传染因素的结果. |
| 关键词: 最优控制 传染病模型 控制再生数 渐近稳定 |
| DOI： |
| 分类号:O232;F830.9 |
| 基金项目: |
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| OPTIMAL CONTROL STRATEGIES FOR FINANCIAL RISK CROSS INFECTION |
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WEI Can
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| Abstract: |
| In this paper, the risk contagion in financial market is investigated. After generalizing the epidemic models, the expression of the optimal cure rate of financial sub-market in exposed state, the optimal isolated rate of government regulator departments in isolated state are obtained by using optimal control theory. The numerical analysis is conducted to obtain the results of the changes of optimal control strategies under different circumstances, and the factors affecting risk contagion. |
| Key words: Optimal control Epidemic model Control reproduction number Asymptotically stable |
