Geodesic
Validation of a solution method for the problem of reconstructing the dynamics of a macroeconomic system
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 21 (2015) no. 2, pp. 102-114

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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.
Mots-clés : dynamic reconstruction
Keywords: optimal control, Pontryagin's maximum principle. 
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     author = {E. A. Krupennikov},
     title = {Validation of a solution method for the problem of reconstructing the dynamics of a macroeconomic system},
     journal = {Trudy Instituta matematiki i mehaniki},
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     publisher = {mathdoc},
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     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TIMM_2015_21_2_a8/}
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E. A. Krupennikov. Validation of a solution method for the problem of reconstructing the dynamics of a macroeconomic system. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 21 (2015) no. 2, pp. 102-114. http://geodesic.mathdoc.fr/item/TIMM_2015_21_2_a8/