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1 2010

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On the theory elements and methods of parametrical regulation of the national economy evolution based on discrete stochastic dynamic models

Ashimov A. A., Sultanov B. T., Borovskiy Y. V., Novikov D. A., Serovajsky S. Y., Ashimov A. A.

Systems Science

2010

Vol. 36, no 4

5-12

The work presents results on development of the parametrical regulation theory for a class of discrete stochastic dynamic systems with additive noise. Within the framework of development of the parametrical regulation theory for discrete dynamic systems we formulated and proved the theorem about sufficient conditions for existence of solutions to the problems of variational calculus on synthesis of optimal laws of parametrical regulation and the theorem about sufficient conditions for continuous dependence of criterions' optimal values of the problem of the values of unregulated parameters. The discrete stochastic model, taken as an example, was obtained from one deterministic computable model of general equilibrium of economic sectors by adding additive noise to the right parts of dynamic equations of the model. The problem of parametrical identification of the deterministic variant of the model was preliminarily solved based on the statistical data for the Republic of Kazakhstan. For the stochastic and deterministic variants of the investigated model problems of optimal economic growth of national economy of the Republic of Kazakhstan were formulated and solved (applying the methods of parametrical regulation theory).