Pryvarnikova A. Multicriterial models and methods in risk management problems.

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0401U003092

Thesis Registration Form

0401U003092.pdf

Applicant for

Specialization

  • 01.05.02 - Математичне моделювання та обчислювальні методи

02-11-2001

Specialized Academic Board

К 08.051.09

Essay

Multicriterial risk management models comprise the subject of research.Obtained in an analytical form was the solution for two- and three-criterial risk management problems with linear and quadratic criteria and linear constraints, with the help of which, on the basis of the algorithm for the linear convolution of criteria was parameterized the Pareto set. Constructed and investigated was a set of stochastic models. Applications include the problems of optimal resource allocation.

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