Ponomarenko V. Method and models for making multicriteria decision at the condition of risk

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0409U003866

Applicant for

Specialization

  • 01.05.04 - Системний аналіз і теорія оптимальних рішень

07-10-2009

Specialized Academic Board

Д 64.052.01

Kharkiv National University Of Radio Electronics

Essay

Research object is process of making efficient decisions in the systems of management. Research target is decision-making theory synthesis and development and development on this foundation methods, mathematical models and decision-making tools under conditions of complex taking into account, uncertainty and risk to increase the efficiency of production systems management. Research methods are methods of system analyses, utility theory, expert and comparator identification, decision-making theory under multicriterianess, uncertainty and risk, the mathematical programming theory and probability theory. Research apparatus is computer. Research results - decision-making theory development multicriterianess and uncertainty, that creates theoretical basic for applied problem of creating different functionality decision support systems solving. Novelty is: firstly developed the scalar multifactor evaluation model, based on Kolmogorov-Gabora polynomial unlike traditional models it allows to consider nonlinearity and mutual partial criteria, the interval uncertainty scalar multifactor evaluation sources were analyzed, proposed norm of their species and firstly weight coefficients determinization interval values method was developed, it's based on the average normalized values determination, this allows to simplify the value solutions calculation, gained further development peer review and comparator identification method, multi-criterion scalar evaluating alternative solutions effectiveness (usage) models by inequality incorporation, comparator identification method using allows to increase coefficients evaluation objectivity for partial criteria importance, particularly for nonlinear evaluation models, and to make more reasoned decisions, improved method of decision making under risk by considering not only "negative" but also "positive" risk; multicriterianess consideration during making decisions under risk allows most fully consider all the factors that determine the decision efficiency. Introduced - in the State Enterprise "Kharkiv Science-Research Institute of Engineering Technology", in the State Enterprise "Kharkiv Science-Research Technological Institute of Instrumentation" and in the educational process of Kharkiv National University of Radio Electronics. Industry - design and research organizations, and companies that solve the problem of management and the decision support systems creation.

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