Assets Reorganization Of H_ ¡Þ Control Theory

The assets regrouping is an important part of realizing Modern Corporation system in our economy' system reforming. The assets regrouping may be found widely in the current stock market. It also faces the risks. Our financial market although had been developed for several decades. But it still is uncompleted market. During collocating current assets, implementing corporation's bankruptcy and annexing, we must face the influence of many factors, such as the market risk, business risk, interest rate risk etc. we needn't only consider the influence of these factors in qualitative analysis, but also think over this problem in quantitative analysis. So, it has been an important task in financial field.In this paper we proposed a discrete-time system model of assets regrouping withreturn rate uncertainty and external noise input based on the H∞ -control theorymethod and simulated annealing algorithm method, moreover in this paper we also gave the corresponding robust strategy, which could attenuate financial risk to a given level. Finally, an illustrating example indicated that we could track target value effectively by taking these strategy during the regrouped asset.