基于ADRC的经济增长分析

中国经济目前位于高储蓄、低消费的发展路径,如何安排合适的经济转型路径,使得经济走向长期最优均衡,具有重要的现实意义.然而,由于经济系统的复杂性,人们很难运用基于受控对象精确信息的控制方法来设计合理的增长路径.自抗扰控制(ADRC)是一种独立于模型的误差反馈控制方法,其自然地反映了理性人的决策思维.本文首先对比了当经济增长模型的均衡解存在显示表达式时,运用ADRC与最优控制这两种不同方法所取得的控制效果.研究表明,ADRC有助于合理安排经济发展路径以降低效用损失.如果再考虑到经济周期、技术进步等因素对经济带来的影响,此时通过最优控制方法就只能获得均衡解的稳态值.本文以稳态资本存量作为参考目标,运用ADRC对此进行分析.结果表明,ADRC仍然可以给出较优的经济发展路径,使得经济在稳与快间保持平衡,引导经济走向长期稳态均衡.

Economic growth analysis based on ADRC

Chinese economy is currently on a path of high saving and low consumption. It is of great importance to arrange an appropriate transitional process which could make the economy approach its optimal path in the long run. Due to the complexity of an economic system, it is difficult to design a good growth path based on a control method that depends very largely on the exact information of the controlled system. Active disturbance rejection controller (ADRC) is a model-independent controller based on error feedback. The basic idea of ADRC reflects very naturally the rational behavior of a decision maker. In this paper, we first study an economic growth model in which explicit optimal solutions exist, and compare the two types of results that are obtained from two different approaches——ADRC and optimal control. Result shows that, by proper transitional processes, ADRC can reduce the utility loss. Further, if economic cycles, technological progress and other factors are considered, the approach of optimal control cannot find its closed form optimal solution. However, even for this case, we may still take the given optimal steady state as a reference and then use ADRC to find a satisfactory growth path. By this way, we can find a way to keep a balance between stability and speed which would lead the economy to its potential optimal equilibrium in the long run.