Brynza N. Methods and mathematical models of multicriteria decision making in a heterogeneous interval uncertainty

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0413U004090

Applicant for

Specialization

  • 01.05.04 - Системний аналіз і теорія оптимальних рішень

15-05-2013

Specialized Academic Board

Д 64.052.01

Kharkiv National University Of Radio Electronics

Essay

The object of research is the effective decision-making process under conditions of uncertainty and multicriteria. The aim of the research - the development of formal methods, mathematical models and tools for effective decisions making in multicriteriality taking into account interval uncertainty of input data. Research methods based on the principles of system analysis, utility theory - for the formation of scalar multivariate evaluations of alternatives solutions when synthesizing of multi-factor model of evaluating the usefulness of alternative solutions, methods and means of decision making under uncertainty and multicriteria. The equipment - personal computer. Theoretical and practical results of researches together are the solution of relevant scientific and practical problems of development of mathematical models, methods and tools of decision making under multicriteriality taking into account the different types of interval uncertainty, proposed in the thesis models and methods of calculating interval values of the utility function for in the , fuzzy equally-probabilistic uncertainty were implemented in software that allows you to build a decision support system (DSS) under interval uncertainty. The scientific novelty - it is the first time when the method of classifying types of interval uncertainty was proposed, which is based on the usage of information about the distribution of possible values within the interval, that gives a more accurate calculation of values of the utility of alternative solutions; the first time the method of computational experiments was proposed, which is used for assessing the feasibility and relevance of the transformation to the basic form of various types of interval uncertainty, which is characterized by the possibility of determining the value of the intervals, the relationship of sequences and forces of preference for alternative solutions that can more accurately decide on the choice of the basic form of the intervals; further three specialized models were developed for probabilistic uncertainty, fuzzy numbers and interval values of equally calculating interval values of the utility function, by taking into account the different types of uncertainty, which makes it possible to calculate the specific point values of the uncertainty. The results of the dissertation's research have found practical application in the mathematical models and methods of decision-making under multicriteriality and interval uncertainty in PrJSC "Institute for Automated Systems" (Kharkv) to develop a long-term plan for development of the company, taking into account economic, social and environmental aspects; determining product mix, changes in the demands. Also, the basic research results are used in the educational process at the Kharkov National University of Radio Electronics at the Department of Systems Engineering at teaching subjects "Introduction to the theory of systems", "Operations Research", "The theory of decision-making" and a graduation theses. The scientific and practical results of the thesis can be used by enterprises in Ukraine to make effective decisions in multicriteriality and uncertainty in the educational process in the preparation of specialists in the field of information technology.

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