Guaranteed planning of the economy under uncertain results of disarmament talks

We present a simplified formalization of a complex political-economic situation that deals with planning the development of national economy under lengthy talks on disarmament in the world with a priori uncertain results. With the example of a two-sector Leontieff dynamic model, we construct a two-stage optimal control scheme with minimax terminal criterion. This criterion guarantees the fastest possible achievement of the harder one among the defensive and peaceful goals that correspond to future results of the talks. With the Pontryagin's maximum principle and the guaranteed result principle, we obtain an analytic solution for this example.

Presented by the member of Editorial Board: F. T. Aleskerov