Eleyko T. Developing methods of accelerated simulation and stochastic optimization for corporate models.

The dissertation is devoted to the stochastic optimization of corporate models, and solving the problem of optimal dynamic capital structure based on the offered models. One of the main problem of this research is finding optimal control and stopping rules for specific class of terminating Markov Decision Processes which very good describe the economic evolution of classic enterprises, based on inner factors of their activity. In this work we gained the sufficient conditions of existence and developed the iteration algorithms for optimal policies of examined Markov Decision Processes, under different restrictions of their evolution. Also were proved some theorems for margin distributions of geometric sums that described total profits of elaborated models. Based on the results of this research was supposed the cardinally new and very effective approach to solving the problem dynamic optimal capital structure.