Stability Analysis of Price System Based on Stochastic Model

被引：0

作者：

Guo, Jialiang ^{[1
]}

Wang, Hongli ^{[1
]}

Han, Hongchen ^{[1
]}

机构：

[1] Tianjin Univ, Sch Management, Tianjin 300072, Peoples R China

来源：

2009 IEEE 16TH INTERNATIONAL CONFERENCE ON INDUSTRIAL ENGINEERING AND ENGINEERING MANAGEMENT, VOLS 1 AND 2, PROCEEDINGS | 2009年

关键词：

Price system; stochastic stability; bifurcation; numerical simulation;

D O I：

10.1109/ICIEEM.2009.5344594

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

Price system was analyzed by a nonlinear stochastic dynamic model with the supply and demand factors. This model converged to a process in probability. Then the stability of the system was analyzed by the result of drift coefficient and diffusion coefficient of the process. Numerical simulation results of the stationary probability density with different conditions were shown. It can be concluded that the stability of the system varied as the parameters varied. Finally, the influence of parameters on the stochastic bifurcation was analyzed

引用

页码：260 / 263

页数：4