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Scientific journal
Научное обозрение. Экономические науки
ISSN 2500-3410
ПИ №ФС77-57503
ISSN 2500-3410
ПИ №ФС77-57503
A MODEL OF CAPITAL EXPANSION IN CONDITIONS OF UNCERTAINTY
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The present paper investigates into a capital expansion model described with Verhulst equation having an evenly distributed random marginal profitability parameter, as well as into the effects on changes in equity. The investigation was carried out via imitational modeling with the help of Delphi environment. The numerical experiment made it possible to formulate some regularities of changes in mathematical expectation and dispersion of capital depending on the value of random marginal profitability parameter. The authors also consider the effects of external fluctuations on system auto-oscillations. The paper contains a comparative analysis of capital regulation results in two impact strategies: withdrawal of the capital exceeding some amount and withdrawal of a fixed amount of capital. It was shown that in both strategies an increase in mathematical expectation of the parameter results in a situation when the withdrawal amount tends to reach its optimal value obtained for the fixed parameter equal to the mathematical expectation of the random value.