Алгоритмизация принятия управленческих решений в рамках реализации программы развития отрасли при случайных вариациях инвестиционного ресурса
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Научный журнал Моделирование, оптимизация и информационные технологииThe scientific journal Modeling, Optimization and Information Technology
Online media
issn 2310-6018

Algorithmization of management decision-making as part of the industry development program with random variations of the investment resource

idIvanov D.V. idLvovich Y.E.

UDC 681.3
DOI: 10.26102/2310-6018/2023.42.3.006

  • Abstract
  • List of references
  • About authors

The article considers the application of an optimization approach to making management decisions with random variations of the investment resource allocated by the managing center of a sectoral organizational system for implementing the subsystem of development. The limitations of traditional expert assessments in the distribution of investments between organizational system objects and the reasons for using random variations to smooth the costs of non-optimal decisions are shown. The article presents the statement of investment management optimization problem. Algorithmization of management decision-making based on expert and optimization assessment integration is proposed. The article also determines the purpose and objectives of the research. The structure of the combined algorithmic procedure for making management decisions based on a synchronous search in the spaces of the development program performance indicators and a variable investment resource by means of the immersion in a randomized environment is substantiated. For this purpose, the probabilistic characteristics of indicator significance are introduced and determined at each iteration in their additive convolution and object investment in the coordination of an expert assessment of the need for a resource with a numerical solution. In order to navigate the indicators space, a modification of the particle swarm algorithm is suggested which is integrated into the scheme of random search for the volume of investments with random variation in accordance with uniform and normal distribution laws. To implement the algorithmic procedure in the case of two variants of the distribution law, a sequence of actions is considered when introducing initial conditions and the topology of a particle neighborhood while moving from the current iteration to the next one when using the stop rule and determining the optimal control decision.

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Ivanov Denis Vyacheslavovich
Candidate of Technical Sciences

Scopus | ORCID | eLibrary |

Voronezh State Technical University

Voronezh, The Russian Federation

Lvovich Yakov Evseevich
Doctor of Technical Sciences, Professor

ORCID | eLibrary |

Voronezh State Technical University

Voronezh, The Russian Federation

Keywords: investment process, sectoral organizational system, development program, optimization, expert assessment, random search

For citation: Ivanov D.V. Lvovich Y.E. Algorithmization of management decision-making as part of the industry development program with random variations of the investment resource. Modeling, Optimization and Information Technology. 2023;11(3). Available from: https://moitvivt.ru/ru/journal/pdf?id=1417 DOI: 10.26102/2310-6018/2023.42.3.006 (In Russ).

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Full text in PDF

Received 23.06.2023

Revised 12.07.2023

Accepted 24.07.2023

Published 24.07.2023