Geodesic
Optimal control in a macroeconomic problem
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 47 (2007) no. 8, pp. 1308-1322 
V. K. Bulgakov; G. L. Shatov. Optimal control in a macroeconomic problem. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 47 (2007) no. 8, pp. 1308-1322. http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_8_a3/
@article{ZVMMF_2007_47_8_a3,
     author = {V. K. Bulgakov and G. L. Shatov},
     title = {Optimal control in a~macroeconomic problem},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {1308--1322},
     year = {2007},
     volume = {47},
     number = {8},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_8_a3/}
}
TY  - JOUR
AU  - V. K. Bulgakov
AU  - G. L. Shatov
TI  - Optimal control in a macroeconomic problem
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 2007
SP  - 1308
EP  - 1322
VL  - 47
IS  - 8
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_8_a3/
LA  - ru
ID  - ZVMMF_2007_47_8_a3
ER  - 
%0 Journal Article
%A V. K. Bulgakov
%A G. L. Shatov
%T Optimal control in a macroeconomic problem
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 2007
%P 1308-1322
%V 47
%N 8
%U http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_8_a3/
%G ru
%F ZVMMF_2007_47_8_a3

Voir la notice de l'article provenant de la source Math-Net.Ru

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.

[1] Bulgakov V. K., Bulgakov O. V., “Modelirovanie dinamiki obobschayuschikh pokazatelei razvitiya regionalnykh ekonomicheskikh sistem Rossii”, Ekonomika i matem. metody, 42:1 (2006), 32–49 | Zbl

[2] Bulgakov V. K., Strigunov V. V., “Model i issledovanie makroekonomiki regiona na osnove proizvodstvennoi $B$-funktsii”, Vestn. Tikhookeanskogo gos. un-ta. Khabarovsk, 2005, no. 1, 173–196

[3] Pontryagin L. S., Boltyanskii V. G., Gamkrelidze R. V., Mischenko E. F., Matematicheskaya teoriya optimalnykh protsessov, Nauka, M., 1976 | Zbl

[4] Dubinskii Yu. A., “Kvazilineinye ellipticheskie i parabolicheskie uravneniya lyubogo poryadka”, Uspekhi matem. nauk, 23:1 (1968), 45–90 | MR

[5] Pontryagin L. S., Obyknovennye differentsialnye uravneniya, Nauka, M., 1982 | MR | Zbl

[6] Intriligator M., Matematicheskie metody optimizatsii i ekonomicheskaya teoriya, Airis-press, M., 2002

[7] Bulgakov V. K., Strigunov V. V., “Reshenie zadachi optimalnogo upravleniya dinamikoi regionalnoi ekonomicheskoi sistemy dlya konechnogo gorizonta planirovaniya”, Vestn. Tikhookeanskogo gos. un-ta. Khabarovsk, 2006, no. 1, 15–30