货币政策多目标交互行为协调控制研究

项目名称： 货币政策多目标交互行为协调控制研究

项目编号： No.61273230

项目类型： 面上项目

立项/批准年度： 2013

项目学科： 自动化技术、计算机技术

项目作者： 刘超

作者单位： 北京工业大学

项目金额： 80万元

中文摘要： 货币政策多目标的不一致性、非线性与复杂性使传统方法难以揭示和实现货币政策多目标的交互协调运作，因此本项目综合集成非线性、系统动力学和复杂性等系统科学理论及其计算机仿真技术研究货币政策多目标之间的交互协调行为，找出其协调运作的条件、路径与方法，实现对货币政策多目标的认知、优化和控制。首先运用耗散结构的熵值、混沌模糊逻辑控制（T-S模型）、分形测度的切换控制、协同神经网络等方法和仿真技术研究货币政策多目标非线性交互协调行为；运用系统动力学反馈和Vensim仿真技术构建货币政策多目标的因果反馈、结构流图与方程，通过对相关参量进行敏感度分析实现货币政策多目标的系统动力学交互协调控制；运用模糊认知图、复杂适应性理论构建多Agent模型，采用Swarm等仿真平台研究货币政策多目标间的复杂性交互协调机制；最后综合集成货币政策多目标交互行为的非线性、系统动力学、复杂性仿真成果，找出最优控制参量和回路。

中文关键词： 系统科学；货币政策多目标；交互；计算机仿真；协调控制

英文摘要： Monetary policy targets are inconsistency, nonlinear and complexity ,which makes traditional methods difficult to reveal and interact the coordination of monetary policy objectives.This project integrates the nonlinear, system dynamics , complexity of the system scientific theories and uses computer simulation technology to research the behavior of the interaction and coordination , which expects to find out the co-operation with the conditions, the path and methods，realize the awareness, optimization and control of the multi-objective of monetary policy. Firstly, using the entropy of dissipative structure, chaos fuzzy logic control (T-S model), Switching control of the fractal measure, synergetic neural network to research multi-objective non-linear interactive and coordination behavior of monetary policy system ;applying system dynamic feedback and Vensim simulation technology to build the causal feedback, structure flow graph and equations of monetary policy targets, which enforce the control of interactive and coordination of monetary policy objectives through sensitivity studies of the relevant parameters; utilizing fuzzy cognitive maps and complex adaptive theory to build multi-Agent model and adopting the Swarm simulation platform to research the complexity of the interaction between the multi-objective o

英文关键词： System Science；Multi-objective of Monetary Policy；Interactive；Computer Simulation；Coordination-Control