Author
Author's articles (6)
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#2 / 2010 Category: MODERN TOOLS OF ANALYSIS AND MANAGEMENT OF ECONOMIC PROCESSESA methodological approach to solving the problem related to multi-criterion optimization of production range generation by an enterprise is considered in the paper. Two most practical techniques to solve the given task are suggested: a generalized criterion method and a sequential transfer method. By way of the expert evaluation technique a problem of information support to realize the given methods is solved through computer simulation of the initial task solution. With expert opinions taken into consideration, collective normalization of particular criteria of the problem – “Kemeny’s median” − is calculated. The given ranking allows a decision-maker to use methods of multi-criterion task solution, and therewith to give maximum consideration to opinions of all experts. The technique suggested in the paper makes it possible to develop administrative decisions aimed at generation of optimal production range of an enterprise.
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#2 / 2011 Category: OPINIONS AND ASSESSMENTSThis paper reviews the role of the state material reserve system to ensure economic security of the region. A classification of reserves ensuring economic security of the region was elaborated. A scheme of systematic and structural representation of the state material reserve in order to improve the economic security of the region was suggested. Optimization of operational control of the territorial offices, factories, and settlements of custody within the framework of the state material reserve is one of the most effective instruments to enhance the functioning of the whole system. To solve the problem of technological processes optimization of products acquisition and storage in manufacturings, plants and points of consignment storage of the state material reserve, a static economic-mathematical model was developed. The results can be used to develop appropriate computer systems for support of effective management decisions in the system of state of material reserve.
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#2 / 2012 Category: MODERN TOOLS OF ECONOMIC SECURITY DIAGNOSISAuthor Shorikov A. F.,Dynamic model of minimax control over economic security state of the region in the presence of risksInvestigation and solution of management of economic security state in the region (MESSR) requires development of a dynamic economic-mathematical model that takes into account the presence of control actions, uncontrolled parameters (risk modeling errors, etc.) and availability of information deficit. At the same time, the existing approaches to solving such problems are based primarily characteristics of the main model parameters and special conditions for the realization of the process. We should note that to use the apparatus of stochastic modeling, very strict conditions are required, which in practice are usually not feasible in advance In this paper, we propose to use a deterministic approach for modeling and solving the original problem in the form of a dynamic programming problem of minimax control (optimization of a guaranteed result) MESSR at the determined point of time, taking into account the availability of risks of deterministic and stochastic nature (combined risks model). At the same time, under the risks in the social and economic system we understand the factors that negatively catastrophically affect the results of the reviewed processes inside it. For an effective use, a technique of prediction and assessment of time rows and stochastic risks in MESSR optimization process is presented, which can serve as a basis for the development of appropriate computer software. To solve the problem of program minimax control MESSR in the presence of risks, we propose a method which is reduced to the realization of a finite number of solutions of linear and convex mathematical programming and discrete optimization problem. The proposed method makes it possible to develop efficient numerical procedures to implement computer simulation of the dynamics of the problem, build program minimax control and gain optimal guaranteed result. The results presented in this paper can be used for economic-mathematical modeling and solving other optimization problems of forecasting processes and data management in a lack of information and the availability of risks, as well as to develop appropriate software and hardware systems to support effective management decisions in practice.
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#3 / 2012 Category: MODERN TOOLS OF ANALYSIS AND MANAGEMENT OF ECONOMIC PROCESSESThis paper reviews a methodical approach to solving multi-step dynamic problem of optimal integrated program management of a product portfolio structure of the enterprise. Any multiproduct manufacturing process depends on many factors, that is why the quality criteria in the economic and mathematical model of the dynamics of the product portfolio structure management of a company is a vector one, and therefore, optimization of the integrated product portfolio structure management of a company is multi-criteria optimization problem. With the help of the method of generalized criterion (method of vector criterion scalarization), a formed multicriteria problem is replaced by a one-criterion optimization problem of complex management program of product portfolio structure with a functional of quality, which is a convolution of a set (vector) of the objective functions. The transformed problem is formulated and solved as a problem of optimal terminal program control in a class of linear discrete dynamical systems. The method proposed in this paper allows developing management solutions designed to create the optimal structure of an enterprise's product lines, contributing to optimization of profits as well as maintenance of the desired level of profit for a long period of time.
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#2 / 2013 Category: MODERN TOOLS OF ANALYSIS AND MANAGEMENT OF ECONOMIC PROCESSESThis paper reviews a methodical approach to solve multi-step dynamic problem of optimal integrated adaptive management of a product portfolio structure of the enterprise. For the organization of optimal adaptive terminal control of the system the recurrent algorithm, which reduces an initial multistage problem to the realization of the final sequence of problems of optimal program terminal control is offered. In turn, the decision of each problem of optimal program terminal control is reduced to the realization of the final sequence only single-step operations in the form of the problems solving of linear and convex mathematical programming. Thus, the offered approach allows to develop management solutions at current information support, which consider feedback, and which create the optimal structure of an enterprise’s product lines, contributing to optimising of profits, as well as maintenance of the desired level of profit for a long period of time.
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#1 / 2014 Category: MODERN TOOLS OF ANALYSIS AND MANAGEMENT OF ECONOMIC PROCESSESResearch and the problem solution of management of innovative process at the enterprise (UIPP) demands the development of the dynamic economic-mathematical model considering the control action, uncontrolled parameters (risks, modeling errors, etc.) and deficit of information. At the same time, the existing approaches to the solution of similar problems are generally based on the static models and use the device of stochastic modeling, which requires knowledge of probabilistic characteristics of key parameters of the model and special conditions on realization of considered process. It is significant that the strict conditions are necessary for the use of the stochastic modeling, but in practice it is not possible. In the article, it is offered to use the determined approach for the modeling and solution of an initial problems in the form of dynamic problem of program minimax control (optimization of the guaranteed result) IPP on the set timepoint taking into account risks. At the same time, the risks in the system of UIPP are understood as the factors, which influence negatively or catastrophically on the results of the processes considered in the system. To solve the problem of minimax program control of IPP at risks, the method to implement the solutions of the final number of the problem of linear and convex mathematical programming and a problem of discrete optimization is offered. The offered method gives the chance to develop the effective numerical procedures allowing to realize computer modeling of dynamics considered problem, to create program minimax control of IPP, and to receive the optimum guaranteed result. The results presented in the article are based on the research [2, 3, 7-10] and can be used for economic-mathematical modeling and the solution of other problems of data forecasting process optimization and management at the deficit of information and at risks, and also for development of the corresponding software and hardware complexes to support of adoption of effective administrative decisions in practice. Economic-mathematical models of such problems are presented, for instance, in works [4-6].



















