Mathematical models of optimal investment control in fixed assets
- Authors: Pavlov O.V.1, Moshkova T.A.1
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Affiliations:
- Samara State Aerospace University
- Issue: Vol 9, No 3 (2010)
- Pages: 117-126
- Section: ISSUE WITHOUT SECTION
- URL: https://journals.ssau.ru/vestnik/article/view/932
- DOI: https://doi.org/10.18287/2541-7533-2010-0-3(23)-117-126
- ID: 932
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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