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JOURNALS // Program Systems: Theory and Applications // Archive

Program Systems: Theory and Applications, 2010 Volume 1, Issue 1, Pages 75–84 (Mi ps5)

Mathematic Modeling

Extreme performance of an active subsystem (a firm) in an open microeconomic system

S. A. Amelkin

A.~K.~Aylamazyan Program Systems Institute of RAS

Abstract: An economic system is considered. The system consists of an active subsystem (a firm. There exists exchange between the firm and two economic reservoirs (markets) which are in environment of the system. Two cases are investigated; they are stationary and nonstationary regimes of the system functioning. The parameters of the market are constant in the stationary regime. Parameters of the market in the nonstationary regime are random; their distributions are known. Expressions for maximal profit and maximal profitability at given profit are obtained. Additional problem is considered for nonstationary regime. It is minimization of risks problem. Optimality conditions for this problem are obtained.

Key words and phrases: economic macrosystem, extreme performance.

UDC: 51-77

Received: 17.03.2010
Accepted: 25.03.2010



© Steklov Math. Inst. of RAS, 2026