Optimal Control Methods for Modeling a Credit Strategy of Factory

Student: Pronichkina Valeriya

Faculty: HSE Tikhonov Moscow Institute of Electronics and Mathematics (MIEM HSE)

Educational Programme: Applied Mathematics (Bachelor)

Final Grade: 9

Year of Graduation: 2020

We consider the problem of modeling an optimal credit strategy for a modern and developing enterprise. Mathematical theory of optimization is used to solve such problem. This research aims to apply optimal control methods to solve the problem of mathematical economics and determine an effective credit strategy of the enterprise. We use the Pontryagin maximum principle and the Adapted Forward-Backward Sweep Method. The first technique is used to receive optimal control conditions and the other one - to obtain numeric solutions. Computational results show that the Adapted Forward-Backward Sweep Method models the optimal credit strategy correctly. The Python programming language is used to implement the Adapted Forward-Backward Sweep Method.

Full text (added May 31, 2020)

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