Global Stability of a Markovian Jumping Chaotic Financial System with Partially Unknown Transition Rates under Impulsive Control Involved in the Positive Interest Rate
Round 1
Reviewer 1 Report
The area of the research should be at least outlined in the introduction: now it is absolutely not clear why the system at hand worths investigation in the first place. A few references on the direct forerunners is definitely not enough.
The mathematical methods utilized and the theoretical results obtained also need more clear description and references. The impulse control and the stability analysis for dynamic systems with Markovian jump parameters are the areas of very extensive studies, so it is highly desirable to outline the necessity of the particular methods involvement and the novelty of the derived stability results.
In view of the previous suggestions, the references list is to be thoroughly remade. Plus, references in languages other than the language of the paper are highly undesirable, and the references which were not cited throughout the text should definitely be removed.
The presentation quality must be significantly improved: tons of typos, word misuse, and unclear sentences.
Author Response
Dear editors and reviewers:
Since I can't upload the revised version and the revised instructions at the same time, I have to merge the two documents into one. Please see attached PDF file.
Best wishes!
Ruofeng Rao, the author of manuscript mathematics-521810
Author Response File: 
Author Response.pdf
Reviewer 2 Report
The manuscript deals with impulsive control, regional control, variational methods and Lyapunov function method to derive the stochastically globally exponential stability of the equilibrium point for Markovian jumping delayed feedback financial system with partially unknown transition rates under impulsive control and regional control where the interest rate is a positive number when the financial system reaches globally stable.
The manuscript is well written and presented. A few comments for the authors are given below.
In the definition of the transition probability from mode i at time t to mode j at time t+Δt, when j=i :
the quantity 1+γijδ is always well defined?
A comment on this is more than welcome.
In the Example of Section 4 under suitable data conditions, the interest rate is obtained positive, namely 8.93%. What happens if we have other examples? The interest rate will remain positive? If not, can this be useful in another field?
Moreover, there may exist a certain class of criteria or data that will lead to a positive interest rate?
Please comment on the above.
Page 3, equation (1.9) : Please define the symbol "â–³" above the symbol "="
Author Response
Dear editors and reviewers:
Since I can't upload the revised version and the revised instructions at the same time, I have to merge the two documents into one. Please see attached PDF file.
Best wishes!
Ruofeng Rao, the author of manuscript mathematics-521810
Author Response File: Author Response.pdf
Round 2
Reviewer 1 Report
The paper was thoroughly revised according to the previous comments and now seems much better. Still, a major revision of style and language is necessary in order to improve overall comprehensibility.
Author Response
Dear editors and reviewers,
I have to merge two documents into one because I can't submit my revised manuscript and the corresponding revision notes at the same time.
Kind regards,
Ruofeng Rao, the author of mathematics-521810
Author Response File: Author Response.pdf
