Sigal A. Modelling of risk in economics and enterprise on basis of game-theory approach

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0401U002700

Thesis Registration Form

0401U002700.pdf

Applicant for

Specialization

  • 08.03.02 - Економіко-математичне моделювання

21-09-2001

Specialized Academic Board

Д26.006.01

Essay

Game-theory supporting of decision-making process. Game-theory approaches to risk modelling have been developed. Game-theory methods serve as the investigation methods. The system of game-theory data for risk level estimation has been worked out. The connection between the solution of two-person game with zero sum and the decision of the task of minimizing the dispersion has been established. Optimal choice models portfolio in informational situations 4 and 5 have been made. Game-theory application to optimal diversification has been grounded. Economy, investment.

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