Илғор иқтисодиёт ва педагогик технологиялар 3-jild 3-son (2026) · 353-360-betlar
OPTIMIZATION OF INVESTMENT FLOWS THROUGH THE ITО STOCHASTIC DIFFERENTIAL EQUATION IN A SELF-ORGANIZING TRADING SYSTEM
Abdullaev, Ulmas, Jaksilikova, Xurliman, Абдуллаев, Улмас, Жаксылыкова, Хурлиман, Abdullaev, Ulmas, Jaksilikova, Xurliman
Annotatsiya
This article analyzes the problem of optimizing investment flows in a self-organizing trading system. From a mathematical perspective, the apparatus of stochastic calculus, particularly Itô stochastic differential equations, is employed. The trading system is modeled as a self-organizing structure capable of adapting to external economic processes. Based on the Gronwall–Bellman equation, a mathematical model is proposed that enables the determination of the optimal trajectory for the allocation of investment resources. The obtained results are of significant importance for forecasting economic systems, optimizing resource allocation, and developing market strategies
investment flowstochastic differential equationsITO equationself-organizing systemsGronwall–Bellman equationeconomic growthинвестиционный потокстохастические дифференциальные уравненияуравнение Итосамоорганизующиеся системы
Metadata manbasi: jurnal OAI-PMH arxivi · Sindex toʻliq matnni saqlamaydi, manbaga havola beradi.