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Finite-time resilient fault-tolerant investment policy scheme for chaotic nonlinear finance system

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  • Harshavarthini, S.
  • Sakthivel, R.
  • Ma, Yong-Ki
  • Muslim, M.

Abstract

The problem of unpredictable and irregular fluctuations in investment policy scheme for the chaotic nonlinear finance system with undesirable changes such as wrong economy policy, share loss and natural disaster which is described by the well-known nonlinear differential equation is concerned in this work. A resilient fault-tolerant guaranteed cost controller with delay is designed to tackle the fluctuations in investment policy scheme with minimum guaranteed cost bound and also to achieve finite-time boundedness. Specifically, a new delay-dependent sufficient constraints is derived with the aid of suitable Lyapunov–Krasovskii functional to obtain the required result with minimum disturbance attenuation level through extended passivity performance index. Based on the addressed algorithm, the required investment policy scheme is determined by resorting the obtained constraints into MATLAB LMI toolbox. At last, the theoretical results are validated by presenting numerical simulations.

Suggested Citation

  • Harshavarthini, S. & Sakthivel, R. & Ma, Yong-Ki & Muslim, M., 2020. "Finite-time resilient fault-tolerant investment policy scheme for chaotic nonlinear finance system," Chaos, Solitons & Fractals, Elsevier, vol. 132(C).
    • Handle: RePEc:eee:chsofr:v:132:y:2020:i:c:s0960077919305247
    DOI: 10.1016/j.chaos.2019.109567
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    Cited by:

    1. Sweetha, S. & Sakthivel, R. & Harshavarthini, S., 2021. "Finite-time synchronization of nonlinear fractional chaotic systems with stochastic actuator faults," Chaos, Solitons & Fractals, Elsevier, vol. 142(C).
    2. Zhou, Shuang-Shuang & Jahanshahi, Hadi & Din, Qamar & Bekiros, Stelios & Alcaraz, Raúl & Alassafi, Madini O. & Alsaadi, Fawaz E. & Chu, Yu-Ming, 2021. "Discrete-time macroeconomic system: Bifurcation analysis and synchronization using fuzzy-based activation feedback control," Chaos, Solitons & Fractals, Elsevier, vol. 142(C).
    3. Sakthivel, Rathinasamy & Suveetha, V.T. & Nithya, Venkatesh & Sakthivel, Ramalingam, 2020. "Finite-time fault detection filter design for complex systems with multiple stochastic communication and distributed delays," Chaos, Solitons & Fractals, Elsevier, vol. 136(C).

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