XXXI International Seminar on Stability Problems for Stochastic Models (ISSPSM'2013). Book of abstracts
The book includes the abstracts of communications submitted to the XXXI International Seminar on Stability Problems for Stochastic Models (ISSPSM'2013), associated VII International Workshop Applied Problems in Theory of Probabilities and Mathematical Statistics Related to Modeling of Information Systems (APTP + MS'2013) (Spring Session) and International Workshop Applied Probability Theory and Theoretical Informatics.
Developing a new approach to the problem of optimal control in the open dynamical model of a three-sector economy
The purpose of this paper is the presentation of the ideas and concepts that
form the basis of the concept of mathematical model control some processes
occurring in the Russian market of cereals. The estimated model must have a
stochastic nature, i.e. constitute some random process. Indeed, in a free market
there are objectively random factors that cannot be described by deterministic.
The functionals related to the quality of the system control are obtained
in the analytic form. The statement that the optimal strategy of controlling
the system is a deterministic strategy is proved. Analytic form representation
for the function the absolute extremum of which is determined as the optimal
control strategy is obtained also.
This paper examines the stochastic semi-Markov stock management model of some goods with possible deficit.
In this research, we consider the optimal control problem for an economic system whose behavior is described by the dynamical model of a three-sector
The purpose of the present paper is a preliminary analysis of the available information related to the grain market, based on the concept of mathematical model of control of the Russian market of cereals