AUTOMATED DECISION MAKING SUPPORT SYSTEM BASED ON OPTIMIZATION LINEAR ECONOMIC DYNAMIC MODELS
The article describes the financial and analytical software product, which is based on the solution of the linear optimal control problem in discrete time. The concept of modeling economic processes and mathematical tools for solving problems of this class for the purposes of economic planning and forecasting are briefly outlined. The necessity of using a combination of an optimization approach revealing its economic potential with a simulation approach that maximally takes into account the rules for the formation of arising income and expense flows is emphasized. The general mathematical formulation of a multi-step linear programming problem is considered, as well as the conditions for the existence of a solution in all admissible ranges of variables and parameters included in it that have economic sense. An algorithm for converting the original problem into the equivalent linear programming problem is given. The computational characteristics of the software product, the technology for constructing information services, and a number of features of the developed automated software complex are briefly described. The results of a model computational experiment using input information corresponding to a real investment project of a regional level, as well as a grapho-analytical method for visualizing its results are presented. The proposed toolkit can be considered as a support system for making investment, production and financial decisions both at the micro and mesoeconomic levels in the strategic planning of various economic structures.