| 具有常数红利边界的两类索赔相关风险模型数 |
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| 引用本文： | 张 燕,张 瑰,毛 磊.具有常数红利边界的两类索赔相关风险模型数[J].湖南农业大学学报(自然科学版),2013(1):22-26. |
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| 作者姓名： | 张 燕 张 瑰 毛 磊 |
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| 作者单位： | （辽宁石油化工大学 理学院， 辽宁 抚顺113001） |
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| 摘 要： | 给出一类时变不确定状态多时滞离散系统，通过构造Lyapunov函数，仅需求解一个关于线性矩阵不等式组(LMIs)的优化模型，就可设计出保证闭环系统稳定的无记忆状态反馈鲁棒控制器，最后通过数值例子说明该方法的正确性和有效性。
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| 关 键 词： | 多时滞 鲁棒稳定 线性矩阵不等式 |
Two Correlated Aggregate Claims Risk Model with a Constant Dividend Barrier |
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| ZHANG Yan,ZHANG Gui,MAO Lei.Two Correlated Aggregate Claims Risk Model with a Constant Dividend Barrier[J].Journal of Hunan Agricultural University,2013(1):22-26. |
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| Authors: | ZHANG Yan ZHANG Gui MAO Lei |
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| Institution: | (College of Sciences, Liaoning Shihua University, Fushun113001,China) |
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| Abstract: | A class of discrete-time systems with uncertain state multiple-delays is proposed. To guarantee asymptotic stability of the closed-loop system, by constructing Lyapunov function, this paper presents a new memoryless state feedback robust controller, which is expressed in terms of optimal models subjected to linear matrix inequalities(LMIs).A simulation case is provided to illustrate the correctness and the effectiveness of the proposed theoretical results. |
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| Keywords: | compound poisson process generalized Erlang(2) process Gerber-Shiu discounted penalty function dividend ruin probability |
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