Game model for rational expectation of national income

Abstract

在一种具有理性预期的经济模型中,引入纳什均衡问题,建立二人非合作对策模型。通过模型变换,得出鲁棒控制状态反馈策略,进而对模型进行仿真计算,结果说明政府采取稳定政策是正确的。Based on the rational expectation a macroeconomic model described by two-person non-cooperative dynamic game and disturbed by stochastic noise was proposed. By introducing Nash equilibrium problem the authors converted the model, and by applying related theories and methods its state feedback Nash equilibrium solutions were obtained. Furthermore, the simulation and calculation were carried out, and the results proved the steady policy.国家自然科学基金(7997079

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