OPTIMAL CONTROL OF INVESTMENTS AROUND COURNOT POINT
https://doi.org/10.26425/1816-4277-2018-8-99-105
Abstract
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.
References
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Review
For citations:
Aganin Y. OPTIMAL CONTROL OF INVESTMENTS AROUND COURNOT POINT. Vestnik Universiteta. 2018;(8):99-105. (In Russ.) https://doi.org/10.26425/1816-4277-2018-8-99-105
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