Портных Р.А.

Optimal control problem arise naturally in the economy when considering dynamic models of optimal allocation of resources. Often these tasks relate to the study of the processes of economic growth. In recent years, interest in tasks of optimal control in the economy has increased dramatically. This is called as the improvement of the general interest in dynamic models in economy and the emergence of new models of optimal economic growth - particularly models of economic development based on knowledge and models that take into account the global implications of the development of the world economy. In any economy, necessarily choose between current demand (consumption) and the future (capital investments). Despite the fact that higher consumption is always preferable to low, this level of consumption means lower capex, which entails a reduction in output in the future, and as a consequence of the downgrading of future consumption. It is therefore the task of choosing one or another policy in the field of consumption. One extreme is politics, in which as much as possible full met current needs, even if it threatens a catastrophe in the future due to the lowering of the level of consumption. At the other extreme is a policy, which seek to limit current consumption in order to increase capital and level of consumption in the future. Many functions of time for consumption, capital formation and output occurs when choosing between consumption and capital accumulation. From this multitude of possible trajectories of growth, you must select one. First, you should get an estimate of the ratio of the current and future level of consumption. Once the assessment is completed, immediately raises the task of choosing optimal growth path, that is, the problem of optimal economic growth.