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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
Full Text: DOI