Development of the algorithm of numerical solution of the optimal investment control problem in the closed dynamical model of three-sector economy

The paper develops the numerical method of solution of the optimal investment control problem in the closed dynamical model of three-sector 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.