Noncooperative Game Strategy in Cyber-Financial Systems With Wiener and Poisson Random Fluctuations: LMIs-Constrained MOEA Approach

The financial market is a nonlinear stochastic system with continuous Wiener and discontinuous Poisson random fluctuations. Most managers or investors hope their investment policies to be with the not only high profit but also low risk. Managers and investors involved pursue their own interests whic...

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Bibliographic Details
Published in:	IEEE transactions on cybernetics Vol. 48; no. 12; pp. 3323 - 3336
Main Authors:	Chen, Bor-Sen, Chen, Wei-Yu, Yang , Chun-Tao, Yan, Zhiguo
Format:	Journal Article
Language:	English
Published:	United States IEEE 01.12.2018 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	Cyber-financial system Decision making Decision theory Design engineering Economic models Evolutionary algorithms Evolutionary computation Game theory Investment strategy Linear matrix inequalities Linear systems Linearization Markets Mathematical analysis Matrix methods multiobjective evolutionary algorithm (MOEA) multiobjective optimization problem (MOP) multiperson noncooperative decision making Multiple objective analysis Nash equilibrium Nash equilibrium solution Nonlinear systems stochastic noncooperative game strategy Stochastic processes Stochastic systems System effectiveness Variation
ISSN:	2168-2267, 2168-2275, 2168-2275
Online Access:	Get full text
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