OPTIMAL CONTROL OF INVESTMENTS AROUND COURNOT POINT
Hree variants of the dynamic model of a duopoly are considered. Here’s one of the stationary points is the Cournot point. We study the movement around these points and the optimal investment control in a linear approximation. The equations of dynamics of variables for equilibrium, developing and cri...
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| Formato: | article |
| Lenguaje: | RU |
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Publishing House of the State University of Management
2018
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| Acceso en línea: | https://doaj.org/article/0ba133089e2c4e32b92ab39f4cceb74c |
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| Sumario: | Hree variants of the dynamic model of a duopoly are considered. Here’s one of the stationary points is the Cournot point. We study the movement around these points and the optimal investment control in a linear approximation. The equations of dynamics of variables for equilibrium, developing and crisis markets in a linear approximation are obtained. A quasi-optimal Pareto maximization strategy for the vector prot criterion, using a linear convolution of the criteria along with the linearization of the dierential dynamics equations in the vicinity of the stationary points, is proposed. |
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