CONTROL SYSTEMS

Stabilization in the macroeconomic formally linear control system with state-dependent coefficients

M. G. Dmitriev^a, Z. N. Murzabekov^b, D. A. Makarov^ac, G. A. Mirzakhmedova<sup>b

a</sup> Institute for Systems Analysis, Federal Research Center “Computer Science and Control” of Russian Academy of Sciences, Moscow, Russia
^b Faculty of Information Technology, Al-Farabi Kazakh National University. Almaty, Kazakhstan
^c Moscow Institute of Physics and Technology, Dolgoprudnyj, Russia

Abstract: In the work on the example of the mathematical model of three-sector economic system the stabilization of the system in the vicinity of equilibrium is shown on the basis of the construction of investment management strategies in the form of feedback using an algorithm for solving a nonlinear control problem in which the differential connections are formally linear in control and state, with state-dependent coefficients.

Keywords: optimal control, three-sector economic cluster, Lagrange multiplier method, nonlinear system, quadratic functional, matrix Riccati equation.

DOI: 10.14357/20718632190201

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