AbstractParticipation in conferences is one of the means of Knowledge Communication. Knowledge Communication might be an effective means to improve and to analyse optimization of investment policy. The analysis and improvement of overall performance in complex systems, the adaptation of models to new demands or conditions and the design of optimal systems are a few of challenges confronting engineers and systems scientists today. In many cases solutions of the problems in areas such as these may be found through the use of appropriate mathematical models. The tools for doing this are ways to formulate real‐world problems in detailed mathematical terms (mathematical models). All kinds of mathematical models which arise from practical problems are just approximate descriptions.This study provides an asymptotic analysis of the discrete multistage controlled dynamical systems in the finite spaces of state variables. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)