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Finite-time stabilization of a perturbed chaotic finance model

dc.contributor.authorAhmad, Israr
dc.contributor.authorOuannas, Adel
dc.contributor.authorShafiq, Muhammad
dc.contributor.authorPham, Viet-Thanh
dc.contributor.authorBaleanu, Dumitru
dc.contributor.authorID56389tr_TR
dc.date.accessioned2022-04-27T13:35:26Z
dc.date.available2022-04-27T13:35:26Z
dc.date.issued2021
dc.departmentÇankaya Üniversitesi, Fen - Edebiyat Fakültesi, Matematik Bölümüen_US
dc.description.abstractIntroduction: Robust, stable financial systems significantly improve the growth of an economic system. The stabilization of financial systems poses the following challenges. The state variables’ trajectories (i) lie outside the basin of attraction, (ii) have high oscillations, and (iii) converge to the equilibrium state slowly. Objectives: This paper aims to design a controller that develops a robust, stable financial closed-loop system to address the challenges above by (i) attracting all state variables to the origin, (ii) reducing the oscillations, and (iii) increasing the gradient of the convergence. Methods: This paper proposes a detailed mathematical analysis of the steady-state stability, dissipative characteristics, the Lyapunov exponents, bifurcation phenomena, and Poincare maps of chaotic financial dynamic systems. The proposed controller does not cancel the nonlinear terms appearing in the closed-loop. This structure is robust to the smoothly varying system parameters and improves closed-loop efficiency. Further, the controller eradicates the effects of inevitable exogenous disturbances and accomplishes a faster, oscillation-free convergence of the perturbed state variables to the desired steady-state within a finite time. The Lyapunov stability analysis proves the closed-loop global stability. The paper also discusses finite-time stability analysis and describes the controller parameters’ effects on the convergence rates. Computer-based simulations endorse the theoretical findings, and the comparative study highlights the benefits. Results: Theoretical analysis proofs and computer simulation results verify that the proposed controller compels the state trajectories, including trajectories outside the basin of attraction, to the origin within finite time without oscillations while being faster than the other controllers discussed in the comparative study section. Conclusions: This article proposes a novel robust, nonlinear finite-time controller for the robust stabilization of the chaotic finance model. It provides an in-depth analysis based on the Lyapunov stability theory and computer simulation results to verify the robust convergence of the state variables to the origin. © 2021en_US
dc.description.publishedMonth9
dc.identifier.citationAhmad, Israr...et al. (2021). "Finite-time stabilization of a perturbed chaotic finance model", Journal of Advanced Research, vol. 32, pp. 1-14.en_US
dc.identifier.doiDOI 10.1016/j.jare.2021.06.013
dc.identifier.endpage14en_US
dc.identifier.issn2090-1232
dc.identifier.startpage1en_US
dc.identifier.urihttp://hdl.handle.net/20.500.12416/5451
dc.identifier.volume32en_US
dc.language.isoenen_US
dc.relation.ispartofJournal of Advanced Researchen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectChaos Suppressionen_US
dc.subjectChaotic Finance Systemen_US
dc.subjectFinite-Time Stabilityen_US
dc.subjectLyapunov Functionen_US
dc.subjectNonlinear Controlen_US
dc.titleFinite-time stabilization of a perturbed chaotic finance modeltr_TR
dc.titleFinite-Time Stabilization of a Perturbed Chaotic Finance Modelen_US
dc.typeArticleen_US
dspace.entity.typePublication

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