Оцінка надійності проектів

Abstract

Стаття присвячена актуальній проблемі оцінки надійності проектів. Розглянуто застосування теоретико-ігрової моделі вибору проектів, які мають найбільший рівень надійності. У цій моделі для вибору найбільш надійних проектів антагоністичні ігри застосовуються спільно з нечіткою математикою. Застосування цієї моделі дозволяє оптимізувати рівень економічного ризику.

Статья посвящена актуальной проблеме оценки надежности проектов. Рассмотрено применение теоретико-игровой модели выбора проектов, обладающих наибольшим уровнем надежности. В этой модели для выбора наиболее надежных проектов антагонистические игры применяются совместно с нечеткой математикой. Применение этой модели позволяет оптимизировать уровень экономического риска.

An article describes to the problem of estimating the reliability of projects. The application of gametheoretic model of the selection of projects which have the highest level of reliability. In this model, to select the most reliable projects antagonistic games are used in conjunction with fuzzy mathematics. The application of this model to optimize the level of economic risk. The set of the most reliable projects is interpreted as a fuzzy set. The situation of choosing the most reliable projects characterizes antagonistic game that is the ultimate game of two-person zero-sum. This antagonistic game set fully or partially known payment matrix. The elements of the payoff matrix are set of their projects under different scenarios to the values of the membership function fuzzy sets of the most reliable projects. The optimal solution to the antagonistic game allows you to find the values of the levels of reliability assessments of projects. Game-theoretic model allows you to choose to implement the most reliable projects. This choice can be made under conditions of uncertainty, incompleteness, conflict, and economic risk generated by them. If the payoff matrix antagonistic game is known in part, for the selection of the most reliable projects should be to find the optimal solutions neoclassical antagonistic game, that is, antagonistic game with incomplete information. This model selecting projects which have the highest level of reliability are useful in circumstances where the investor believes that it is inappropriate to take risks. These situations, in particular, include the following cases: the global crisis of the world economy: the national economic crisis: the crisis of the relevant sector: sharp fluctuations in demand for the product: pre-crisis situation: intense competition in the market: a significant risk aversion of the investor.