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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2015, Volume 21, Number 2, Pages 102–114
(Mi timm1174)
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This article is cited in 2 scientific papers (total in 2 papers)
Validation of a solution method for the problem of reconstructing the dynamics of a macroeconomic system
E. A. Krupennikovab a Ural Federal University named after the First President of Russia B. N. Yeltsin, Ekaterinburg
b Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, Ekaterinburg
Abstract:
For a class of nonlinear control systems, we describe a method for the reconstruction of the dynamics and controls from known inaccurate measurements of state trajectories. The method is based on Pontryagin's maximum principle and Tikhonov's regularization method. A validation of the method is provided.
Keywords:
dynamic reconstruction, optimal control, Pontryagin's maximum principle.
Received: 17.03.2015
Citation:
E. A. Krupennikov, “Validation of a solution method for the problem of reconstructing the dynamics of a macroeconomic system”, Trudy Inst. Mat. i Mekh. UrO RAN, 21, no. 2, 2015, 102–114
Linking options:
https://www.mathnet.ru/eng/timm1174 https://www.mathnet.ru/eng/timm/v21/i2/p102
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Statistics & downloads: |
Abstract page: | 325 | Full-text PDF : | 73 | References: | 53 | First page: | 6 |
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