Lin S. Optimization of level of economic risk on the basis of game-theoretical modeling

Dissertation is devoted development, research and application of game-theoretical approach of optimization of management the economic systems taking into account contradiction, vagueness, incompleteness of information, conflict, multicriteria, to alternativeness and descendant by them economic risk, to application of game-theoretical approach for optimization of level of credit risk of banks and financial institutions, and similarly to application of antagonistic games, set in the conditions of incomplete information, for the design of situations of acceptance of administrative decisions. The study of questions of high-quality and quantitative analyses of economic risk from positions of modern economic science allowed to expose pre-conditions implementation of which is needed for the correct game-theoretical design of economy and management. The concept of antagonistic game, set in the conditions of incomplete information is specified in dissertation, and the correct methods of their decision and bringing such games over are similarly developed to the classic antagonistic games, to set in the conditions of complete information. The questions of acceptance of administrative decisions are considered on the basis of decision of antagonistic games, set in the conditions of incomplete information. The game-theoretical model of choice of the most reliable potential borrowers and determination of individual amount of percent bet is developed