A.Yu. Proskuryakov1

1 Murom institute (branch) «Vladimir state university» (Murom, Russian)
 

The problem considered in this paper is the problem of modeling of economic systems, the functioning of which occurs under conditions of considerable uncertainty, the uncertainty generated by the lack of reliable information about the structure-forming mechanisms of the dynamics under study, as well as the mechanisms due to the unpredictability of the human factor. Ultimately, this uncertainty also affects the formulation and solution of stabilization and control problems, or, more precisely, the choice of solution methods. The object of the research is the dynamics of the value indicators of the digital financial assets market. The purpose of the present work under the mentioned conditions is to consider mathematical methods for solving stabilization and control problems, typical for automatic control systems, methods of invariant systems and systems with a discontinuous right part, methods of optimal control, methods of multi-connected and multi-channel systems, as applied to building models of economic systems under uncertainty. The results of the work consist in the comparison of methods of solving the problems of optimal control, both in the absence and in the presence of external perturbations (traditional and perturbed problems); simple and complex problems, problems with lagging and problems set on the infinite interval are discussed. We analyze the possibility of applying the principle of invariance in models, as well as the theory of ordinary differential equations with a discontinuous right part, which is consistent with the discontinuous nature of the processes of economic systems. The practical significance and area of application of the results of this work consists in the development of ideas about possible requirements and methods for constructing models of economic systems; in proposals for paying special attention to the realization of principles of invariance, optimality and/or discontinuous control in the models. In terms of further development, the issue of the need to detect moments of change in the dynamics of systems is raised.

The Federal Law of 31.07.2020 "On Digital Financial Assets, Digital Currency and on Amendments to Certain Legislative Acts of the Russian Federation" entered into force on January 1, 2021. Due to the growing interest from the society in the new digital financial environment and under the current conditions of development of IT-technologies, the directions of digital currencies and digital financial assets are developing more and more. Significant growth of cryptocurrency and CFA markets, the need for new cross-border secure and stable financial channels leads to the need to create tools for their management, as well as economic research and mathematical modeling of financial cycles.

Proskuryakov A.Yu. Modeling of economic systems of digital financial assets: stabilization and management tasks in conditions
of uncertainty. Science Intensive Technologies. 2023. V. 24. № 4. P. 73−80. DOI: https://doi.org/10.18127/j19998465-202304-08
(in Russian)

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