Optimal Control Synthesis in a Ramsey-Type Model

被引：0
|
作者：
Trusov, N. V. [1 ,2 ]
Shananin, A. A. [1 ,2 ,3 ]
机构：
[1] Russian Acad Sci, Fed Res Ctr Comp Sci & Control, Moscow 119333, Russia
[2] Lomonosov Moscow State Univ, Moscow Ctr Fundamental & Appl Math, Moscow 119991, Russia
[3] Natl Res Univ, Moscow Inst Phys & Technol, Dolgoprudnyi 141701, Moscow, Russia
来源：
COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 2024年 / 64卷 / 09期
基金：
俄罗斯科学基金会;
关键词：
Ramsey-type model; imperfect consumer loan market; optimal control synthesis; maximum principle; mathematical modeling;
D O I：
10.1134/S0965542524701112
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A mathematical description of the economic behavior of a representative household in an imperfect market of consumer loans and deposits is studied. The model is formalized as a finite-horizon optimal control problem. A classification of the behavior of social layers depending on market condition parameters is obtained. An infinite-horizon optimal control synthesis is constructed.
引用
收藏
页码：1939 / 1973
页数：35
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