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UDC 519.866:330.14 (06)

© Ketova K. V., Sabirova O. P., 2007

Statement of the problem of optimum control for a multivariate model of macroeconomic dynamics and development of algorithm of its solution

An optimizing not-linear macromodel of economic dynamics is regarded in continuous time, final horizon of planning being given, in a multi-dimensional phase space. Generalized problem statement is regarded for the most important in mathematical economics class of convex problems. The algorithm of constructing optimal control is developed for any final number of control variables, and mathematical characteristics of economic system location are defined for one or another stage of the optimal trajectory.

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