【摘要】：經(jīng)濟(jì)模型不匹配往往會(huì)改變決策者所設(shè)計(jì)的經(jīng)濟(jì)政策,使真實(shí)值很大程度地偏離預(yù)期值,這是所有決策者不能忽視的問(wèn)題。將魯棒控制方法應(yīng)用于經(jīng)濟(jì)問(wèn)題,能很好地抑制模型失真而產(chǎn)生的不匹配錯(cuò)誤,從而使決策者更加精準(zhǔn)的做出政策調(diào)整。本文主要討論了魯棒Stackelberg問(wèn)題的形成,并用狀態(tài)空間方法進(jìn)行求解,進(jìn)而得到最優(yōu)控制律以及逼近均衡,最后將以上討論的方法應(yīng)用于一個(gè)魯棒貨幣政策設(shè)計(jì)實(shí)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.
【作者單位】： 陜西師范大學(xué)數(shù)學(xué)與信息科學(xué)學(xué)院;
【基金】：國(guó)家自然科學(xué)基金資助項(xiàng)目(10971123) 陜西省自然科學(xué)基礎(chǔ)研究計(jì)劃項(xiàng)目(SJ08A20)
【分類號(hào)】：F820;F224

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