Model for discrete optimal control of enterprise’s financial processes

Abstract

The problem of financial resources planning under uncertainty of cash flow over time, coordination of inflows and outflows of financial flows of the enterprise is solved in the article. A critical theoretical and methodological analysis of foreign and domestic literature has been carried out. In analyzing the problem of financial modeling and building the operational financial strategy we used methods of system analysis, control theory and optimal control, methods of data processing under uncertainty. The model for distribution of financial flows has been developed. It uses the principles of optimal dynamic control under criterion of cumulative risks of non-payment, transaction and opportunity costs minimizing. The practical significance of the research is in developed model application, allowing to improve the financial planning quality, to increase the management efficiency and operational efficiency of an enterprise.