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

Zh. Vychisl. Mat. Mat. Fiz., 2007 Volume 47, Number 8, Pages 1308–1322 (Mi zvmmf260)

Optimal control in a macroeconomic problem

V. K. Bulgakov, G. L. Shatov

Far East State University of Communication Means, ul. Serysheva 47, Khabarovsk, 680056, Russia

Abstract: 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.

Key words: macroeconomic problems, optimal control method, numerical solution method.

UDC: 519.626

Received: 02.02.2007


 English version:
Computational Mathematics and Mathematical Physics, 2007, 47:8, 1253–1267

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© Steklov Math. Inst. of RAS, 2024