Mathematical models of optimal investment control in fixed assets

Abstract


The paper suggests the general approach to making decisions of investing in fixed assets based upon the theory of discrete system optimal control. The formulated problem is solved with the application of discrete maximum principle of Pontryagin. The numerical algorithm of investment optimal control is developed. Analytical solutions are obtained for the cases of constant return on fixed assets. The criteria for making decisions of investing funds in fixed assets are formulated.


About the authors

O. V. Pavlov

Samara State Aerospace University

Author for correspondence.
Email: pavlov@ssau.ru

Russian Federation

T. A. Moshkova

Samara State Aerospace University

Email: moshkova_ta@pochta.ru

Russian Federation

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