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Unimproving Extension and the Structure of Extremals in Control of the Credit

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Abstract

A diagram of the replacement of thee initial problem of optimal control with boundary conditions by an equivalent problem with boundary inequalities, which is put forward earlier for the prior definition of signs of pulses from the maximum principle, is used for optimizing a value of the credit and the program of its payment by a developing enterprise to the bank-creditor. For the problem extended by this method, a qualitative analysis of extremals in the procedure of the maximum principle is carried out. The number and the sequence of optimal modes are established for the distribution of the profit of the enterprise, which involves its own development and the payment of the debt to the bank with different relations between the profitability of the enterprise, the bank percent for the credit, and the contract date of the debt payment.

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REFERENCES

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Tokarev, V.V. Unimproving Extension and the Structure of Extremals in Control of the Credit. Automation and Remote Control 62, 1433–1444 (2001). https://doi.org/10.1023/A:1011643625478

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  • DOI: https://doi.org/10.1023/A:1011643625478

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