ADAPTIVE PROBLEM OF EXTENDED REPRODUCTION WITH MINIMIZATION OF GENERALIZED COSTS

Abstract

Subject of Research. The paper considers an optimal adaptive control problem of the initial dynamic (economic) system in the frame of profit taxation procedure for extended reproduction in the case of numerical coefficient uncertainty. Method. The problem is solved by an optimization method of dynamic programming in a linear-quadratic variant and an adaptive method of adjustable parameters. Main Results. A novel algorithm for optimal adaptive control of an economic system is proposed. The so-called generalized cost functional is introduced as a measure of reproduction costs with the minimum value of the functional. The problem under study is solved in the proposed interpretation for the first time. The theoretical analysis is attended with numerical calculation data. Practical Relevance. The results of the work are applicable as the real maintenance economic schemes for industrial extended production facilities, taking into account the minimization of generalized costs in the profit taxation procedure.

Keywords

• extended reproduction
• generalized cost functional
• adaptation algorithm
• optimal and suboptimal control
• bellman equation and function