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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2021 Volume 61, Number 6, Pages 1034–1056 (Mi zvmmf11257)

This article is cited in 15 papers

Computer science

Mathematical modeling of household economy in Russia

M. V. Tarasenkoa, N. V. Trusovb, A. A. Shananinbcd

a Lomonosov MSU Business School, 119234, Moscow, Russia
b Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University, 119991, Moscow, Russia
c Federal Research Center "Computer Science and Control", Russian Academy of Sciences, 119333, Moscow, Russia
d Рeoples’ Friendship University of Russia (RUDN University), 117198, Moscow, Russia

Abstract: An optimal control problem modeling the economic behavior of a representative household is studied. The existence of its solution is proved, necessary optimality conditions in the form of the Pontryagin–Clarke maximum principle are obtained, and an optimal control synthesis is constructed. The model is identified against Russian statistical data. The model is used to analyze consumer crediting in Russia and its influence on the household economy under COVID-19 pandemic conditions.

Key words: Ramsey model, consumer credit, optimal control synthesis, maximum principle, mathematical modeling, regression analysis.

UDC: 519.86

Received: 18.08.2020
Revised: 18.08.2020
Accepted: 16.09.2020

DOI: 10.31857/S0044466921060132


 English version:
Computational Mathematics and Mathematical Physics, 2021, 61:6, 1030–1051

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© Steklov Math. Inst. of RAS, 2024