Informatics and Applications
2016, Volume 10, Issue 1, pp 8295
DEVELOPMENT OF THE ALGORITHM OF NUMERICAL SOLUTION OF THE OPTIMAL INVESTMENT CONTROL PROBLEM IN THE CLOSED DYNAMICAL MODEL OF THREESECTOR ECONOMY
 P. V. Shnurkov
 V. V. Zasypko
 V. V. Belousov
 A. K. Gorshenin
Abstract
The paper develops the numerical method of solution of the optimal investment control problem in the closed dynamical model of threesector economy. The preceding papers described an analytical research of this problem by the method based on the Pontryagin maximum principle. In the present paper, the authors obtained analytical representations for state functions. Conjugate variables are used as the foundation of the numerical algorithm. The developed algorithm makes it possible to analyze the class of admissible control functions, having not more than the given finite number of points of switch, and to find among them those that satisfy the necessary optimality conditions and restrictions of the original task. The general scheme of the proposed algorithm can be used to investigate another optimal control tasks, connected with different subject areas. The developed algorithm is realized in a system of applied programs.
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[+] About this article
Title
DEVELOPMENT OF THE ALGORITHM OF NUMERICAL SOLUTION OF THE OPTIMAL INVESTMENT CONTROL PROBLEM IN THE CLOSED DYNAMICAL MODEL OF THREESECTOR ECONOMY
Journal
Informatics and Applications
2016, Volume 10, Issue 1, pp 8295
Cover Date
20160130
DOI
10.14357/19922264160108
Print ISSN
19922264
Publisher
Institute of Informatics Problems, Russian Academy of Sciences
Additional Links
Key words
model of threesector economy; Pontryagin maximum principle; numerical method of solution of the optimal control problem
Authors
P. V. Shnurkov , V. V. Zasypko ,
V. V. Belousov , and A. K. Gorshenin ,
Author Affiliations
National Research University Higher School of Economics, 34 Tallinskaya Str., Moscow 123458, Russian Federation
Institute of Informatics Problems, Federal Research Center “Computer Sciences and Control” of the Russian
Academy of Sciences, 442 Vavilov Str.,Moscow 119333, Russian Federation
Moscow Technological University (MIREA), 78 Vernadskogo Ave., Moscow 119454, Russian Federation
