Numerical Analysis of a Model of Optimal Expansion of Production with Phase Constraint and Application of Machine Learning Technology

This work considers an approach to solving the problem of maximizing the profit of a company with the potential to scale production under market constraints, using an optimal control problem. This optimal control problem has a solution in a simple deterministic case, when the return on investment in production expansion is predictable. The effectiveness of investments is influenced by external volatile factors, so this parameter cannot be considered reliably predictable. Such control problems are complex for analytical research. The paper considers an approach to solving the problem of expanding production in the case of a non-constant parameter describing the increase in the enterprise’s revenue depending on the invested funds, using a machine learning approach.