ADAPTATION AND OPTIMAL CONTROL OF FIRM AND ITS STATE AND PARAMETERS ESTIMATION AT CHANGE OF A MARKET SITUATION

摘要

The dynamic model of one-commodity firm is described. For this model the problem of firm adaptation to change of a market situation is formulated and solved. Firm adaptation is realized by change of its parameters that are found as solution of the optimization problem subject to appropriate funds on it. The problem of optimal control by firm in conditions of a varied market situation is formulated and solved. The criterion of firm functioning efficiency representing quadratic sum of the particular criteria is constructed. For the formulated quadratic criterion optimal control as a feedback is received. As firm functioning occurs in uncertainty conditions estimation of a firm state and parameters is described according to information system of firm. Depending on information assumptions of uncertain factors it is offered to apply algorithms to processing the information the Kalman filtrations, the guaranteed and minimax-stochastic approach.