This paper studies a simple dynamical system of stock price fluctuation time series based on the rule of stock market. When the stock price fluctuation system is disturbed by external excitations, the system exhibits obviously chaotic phenomena, and its basic dynamic properties are analyzed. At the same time, a new fixed-time convergence theorem is proposed for achieving fixed-time control of stock price fluctuation system. Finally, the effectiveness of the method is verified by numerical simulation.

This paper discusses the stability of semi-Markovian jump networked control system containing time-varying delay and actuator faults. The system dynamic is optimized while the network resource is saved by introducing an improved static event-triggered mechanism. For deriving a less conservative stability criterion, the Bessel–Legendre inequalities approach is employed to the stability analysis and plays a major role. By constructing the enhanced Lyapunov–Krasovskii functional relevant to the Legendre polynomials, a stability criterion with lower conservativeness indexed by N is derived, and the (...) conservativeness will decrease as N increases. In addition, a controller is designed. To prove the validity of this paper, numerical examples are provided at the last. (shrink)