基于宏观经济模型的鲁棒方差控制研究

摘要

本文以宏观经济模型中的乘数加速数模型为基础,进一步考虑了不确定性对模型的影响,提出了具有不确定因素的乘数加速数模型.基于控制论理论,将宏观调控政策问题转化为控制论中的跟踪控制问题,并应用鲁棒方差方法求解控制律.根据控制律的求解结果,可以得到预期的政府宏观调控政策.从而表明经济模型在干扰和不确定因素的作用下,通过适当调整政府财政支出,及刺激居民消费支出以及投资支出的政策,可以使实际的经济系统跟踪预期的经济轨迹演变,并使系统达到稳定,并基于实际数据进行了模拟仿真.仿真结果表明,考虑不存在不确定性和白噪声干扰,在最优的政府财政支出策略下,GDP的实际输出值能较好地跟踪目标值,并且经济系统趋于稳定;当存在不确定性和干扰时,系统趋于稳定,且具有较好的动态和稳态性能.说明该算法有效地解决了模型参数的不确定性及外界对系统动态和稳态性能造成的影响.%Based on the macro-economic model of the multiplier accelerator, we proposed an uncertainty model of the macro-economic model of the multiplier accelerator by considering interferencesand uncertainties.With control theory, the macro-control problem in economics has been transformed into a control issue of tracking problem, which can be solved by robust variance control technique.According to the obtained control law, the expected macro-control policy is obtained.Thus, even though the disturbance and uncertainty exist, the practical economics systems run as we expected and are stable.At last, simulation has been carried out by using the real data.The simulation results illustrate the effectiveness of the proposed results.The simulation shows that under the optimalmacro-control policy, the actual output of GDP can track the target well, and the economic system tends to be stable when there is no uncertainty and white noise interference.While the system is also stable and has good dynamic and steady performance with the existence of uncertainty and disturbance.The results show that the algorithm can effectively solve the uncertainty of the model parameters and the influence of the outside world on the system.