Formation of multitrends of dissipative dynamic systems. (English. Russian original) Zbl 1061.91500
Autom. Remote Control 64, No. 10, 1602-1608 (2003); translation from Avtom. Telemekh. 64, No. 10, 102-110 (2003).
Summary: The formation of attraction channels in dissipative dynamic systems is studied within the framework of Kolmogorov’s theory of cascade dynamic systems. Based on the multifractal trends in short-term dynamic structures of exchange markets, the minimal-intensity dissipation mode is shown to be closest to the dynamic equilibrium mode.
MSC:
91B26 | Auctions, bargaining, bidding and selling, and other market models |
37N40 | Dynamical systems in optimization and economics |