| 资产重组中金融风险的H∞控制理论应用研究 |
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| 引用本文： | 黄小原,钟麦英.资产重组中金融风险的H∞控制理论应用研究[J].信息与控制,1998,27(6):401-407. |
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| 作者姓名： | 黄小原 钟麦英 |
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| 作者单位： | 东北大学工商管理学院,沈阳,110006 |
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| 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．
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| 关 键 词： | 资产重组，奇异H_∞控制，金融风险，离散时间系统 |
| 修稿时间： | 1997年4月8日 |
THE RESEARCH OF H∞ CONTROL THEORY APPLICATION TO FINANCIAL RISK OF ASSES REGROUPING |
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| Huang Xiaoyuan,Zhong Maiying.THE RESEARCH OF H∞ CONTROL THEORY APPLICATION TO FINANCIAL RISK OF ASSES REGROUPING[J].Information and Control,1998,27(6):401-407. |
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| Authors: | Huang Xiaoyuan Zhong Maiying |
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| Abstract: | 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. |
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