Version 1
: Received: 18 September 2020 / Approved: 20 September 2020 / Online: 20 September 2020 (14:25:24 CEST)
How to cite:
Rao, R. Stabilization and Synchronization of Hyper-Chaotic Financial System Involved in Positive Interest Rate. Preprints2020, 2020090469. https://doi.org/10.20944/preprints202009.0469.v1
Rao, R. Stabilization and Synchronization of Hyper-Chaotic Financial System Involved in Positive Interest Rate. Preprints 2020, 2020090469. https://doi.org/10.20944/preprints202009.0469.v1
Rao, R. Stabilization and Synchronization of Hyper-Chaotic Financial System Involved in Positive Interest Rate. Preprints2020, 2020090469. https://doi.org/10.20944/preprints202009.0469.v1
APA Style
Rao, R. (2020). Stabilization and Synchronization of Hyper-Chaotic Financial System Involved in Positive Interest Rate. Preprints. https://doi.org/10.20944/preprints202009.0469.v1
Chicago/Turabian Style
Rao, R. 2020 "Stabilization and Synchronization of Hyper-Chaotic Financial System Involved in Positive Interest Rate" Preprints. https://doi.org/10.20944/preprints202009.0469.v1
Abstract
In real financial market, the delayed market feedback and the delayed effect of government macro-control are inevitable. And both the delay of market feedback and the delay of macro-control effect bring about the mathematical difficulties in studying stabilization and synchronization of the hyper-chaotic financial system. However, employing Lyapunov function method, differential mean value theorem, suitable bounded hypotheses and pulse control technology results in the globally asymptotical stabilization and synchronization criteria. It is the first paper to drive the stabilization and synchronization criteria under the assumptions of the double delays. Finally, numerical examples illuminate the effectiveness of the proposed methods.
Computer Science and Mathematics, Applied Mathematics
Copyright:
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
