一类宏观经济系统及其线性二次型最优控制

发布时间：2018-04-10 02:07

本文选题：经济控制论　切入点：宏观经济系统　出处：《大连理工大学》2009年硕士论文

【摘要】： 应用现代控制理论和方法来研究经济系统的演变规律和最优控制的学科称为经济控制论,是控制论的一个重要分支。经济控制论的内容包括经济系统的建模、仿真、辨识、估计以至最优控制或次优控制。它强调用整体的、动态的、相互联系和协调发展的观点来研究经济系统。宏观经济系统是以国民经济总过程的活动为研究对象的系统,反映了国民收入、就业水平、价格水平等经济总量的决定和波动。为了保证整个国民经济保持持续稳定增长和协调发展,对宏观经济系统进行最有效的控制,制订出相应的经济政策,保证经济系统的稳定性是必要的。本文以乘数加速数模型为基础建立一类宏观经济系统,分析该宏观经济系统的稳定性,利用最优控制理论设计最优控制器,提出宏观经济系统的线性二次型问题,对该系统进行最优控制,并给出了该系统在线性二次型最优控制下能保持大范围渐近稳定的证明。最后,通过计算机仿真验证了设计的合理性和正确性。结果表明,在上述控制设计下该宏观经济系统的国民生产总值会稳步提高、经济稳定增长。
[Abstract]:The subject of applying modern control theory and method to study the evolution of economic system and optimal control is called economic cybernetics, which is an important branch of cybernetics.The contents of economic cybernetics include modeling, simulation, identification, estimation and even optimal or suboptimal control of economic systems.It emphasizes the study of economic systems from a holistic, dynamic, interconnected and coordinated development perspective.Macroeconomic system is a system which takes the activity of the general process of national economy as the object of study. It reflects the decision and fluctuation of the total economic quantity such as national income, employment level, price level and so on.In order to ensure the sustained and stable growth and coordinated development of the whole national economy, it is necessary to control the macroeconomic system most effectively and formulate corresponding economic policies to ensure the stability of the economic system.Based on the multiplier acceleration model, a class of macroeconomic system is established in this paper. The stability of the macroeconomic system is analyzed, the optimal controller is designed by using the optimal control theory, and the linear quadratic form problem of the macroeconomic system is presented.The optimal control of the system is given, and the proof that the system can maintain the asymptotic stability on a large scale under the linear quadratic optimal control is given.Finally, the rationality and correctness of the design are verified by computer simulation.The results show that the gross national product (GNP) of the macroeconomic system will increase steadily and the economy will grow steadily under the above control design.
【学位授予单位】：大连理工大学
【学位级别】：硕士
【学位授予年份】：2009
【分类号】：F015;O232

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