基于非线性、分数阶经济、金融动力系统的复杂性研究

项目名称： 基于非线性、分数阶经济、金融动力系统的复杂性研究

项目编号： No.61273231

项目类型： 面上项目

立项/批准年度： 2013

项目学科： 自动化技术、计算机技术

项目作者： 马军海

作者单位： 天津大学

项目金额： 70万元

中文摘要： 现阶段对实际的经济、金融系统的研究是在不考虑延迟和分数阶的情况下进行的，传统的研究思想在理论界和实际问题中得到了广泛应用并且取得了很好的成效，随着社会的发展进步，实际的经济、金融系统也在不断的演化和改进，随着这类系统内在因素的相互耦合、作用、以及内外在因素的相互作用、激变等，系统的内在结构变得越来越复杂，延迟、分数阶、各种随机因素扰动等情况对系统内在本质特性影响越来越不容忽视，再以整数阶来研究和描述这类系统已不够完整和准确。本研究采用复杂系统的理论和方法研究一类实际的信息经济、金融问题，建立可描述这类系统本质特征的分数阶动力系统模型，考虑在随机因素影响下的系统复杂性及其演化规律，以及延迟、分数阶所导致的系统特性的一系列改变及其成因，系统重要分岔参数与系统行为复杂性的演化及与实际问题之间的关联等，以期找到对这类系统宏观调控的方法和措施，这一研究具有很好的学术创新性和较重要的理论和实际应用价值

中文关键词： 寡头垄断；复杂演化博弈；延迟决策；三维分岔域；分岔混沌

英文摘要： In a very long time, the research to the real economy, the financial system is in the condition of not considering delay and fractional order, the traditional research idea is in a wide range of applications and obtain good results in theory and practical problems and with the development of the society progress, the real economy, the financial system is also in constant evolution and improvement, with coupling, function, internal and external factors interaction, violent change of internal factors of this kind of system, inner structure of the system is becoming more and more complicated, cases such as delay, fractional order, all kinds of random disturbance factors influence the system inner essence characteristics cannot be ignored, it is not complete and accurate to study and describe the system with integer order. In the study, we have the research on the actual information economy, financial problems with the complex system theory and method, establish fractional order dynamic system model which can describe the essential characteristics of this kind of system, considering the system complexity and evolution law under the influence of random factors , and a series of change and its reasons of system characteristic caused by delay, fractional order, the system important forky parameters and the evolution o

英文关键词： oligopoly；Complex evolutionary game；Delay in decision making；Three-dimensional bifurcation domain；Bifurcation chaos