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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2007, Volume 47, Number 8, Pages 1308–1322
(Mi zvmmf260)
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Optimal control in a macroeconomic problem
V. K. Bulgakov, G. L. Shatov Far East State University of Communication Means, ul. Serysheva 47, Khabarovsk, 680056, Russia
Abstract:
The Pontryagin maximum principle is used to develop an original algorithm for finding an optimal control in a macroeconomic problem. Numerical results are presented for the optimal control and optimal trajectory of the development of a regional economic system. For an optimal control satisfying a certain constraint, an invariant of a macroeconomic system is derived.
Key words:
macroeconomic problems, optimal control method, numerical solution method.
Received: 02.02.2007
Citation:
V. K. Bulgakov, G. L. Shatov, “Optimal control in a macroeconomic problem”, Zh. Vychisl. Mat. Mat. Fiz., 47:8 (2007), 1308–1322; Comput. Math. Math. Phys., 47:8 (2007), 1253–1267
Linking options:
https://www.mathnet.ru/eng/zvmmf260 https://www.mathnet.ru/eng/zvmmf/v47/i8/p1308
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Statistics & downloads: |
Abstract page: | 329 | Full-text PDF : | 117 | References: | 54 | First page: | 2 |
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