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Problemy Upravleniya, 2010, Issue 4, Pages 27–33
(Mi pu593)
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Control in the socio-economic systems
Making investment decisions basing upon discrete system optimal control theory
O. Pavlov S. P. Korolyov Samara State Aerospace University, Institute of Energy and Transport
Abstract:
The paper presents general approach to making investment decisions basing upon discrete system optimal control theory. The formulated problem is solved with the application of maximum principle of Pontryagin. The numerical algorithm of investment optimal control is formulated. Analytical solution is obtained for the case of the fixed assets constant profitability. The criteria for making decisions of investing funds into the tangible assets are formulated.
Keywords:
investment decisions, investment optimal control problem, discrete maximum principle of Pontryagin, numerical algorithm, criteria for making investment decisions.
Citation:
O. Pavlov, “Making investment decisions basing upon discrete system optimal control theory”, Probl. Upr., 2010, no. 4, 27–33
Linking options:
https://www.mathnet.ru/eng/pu593 https://www.mathnet.ru/eng/pu/v4/p27
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Abstract page: | 409 | Full-text PDF : | 526 | References: | 208 | First page: | 7 |
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