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Journal of Computer and Systems Sciences International
Erschienen in: Journal of Computer and Systems Sciences International 5/2022

01.10.2022 | COMPUTER METHODS

Some Modifications of Integer Optimization Problems with Uncertainty and Risk

verfasst von: M. A. Gorskii, A. V. Mishchenko, L. G. Nesterovich, M. A. Khalikov

Erschienen in: Journal of Computer and Systems Sciences International | Ausgabe 5/2022

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Abstract

This paper describes various approaches to formalizing a certain class of limited resource management problems, developing numerical algorithms for selecting an optimal integer solution, and evaluating its efficiency in using it in relation with the stock market. We propose integer models and methods for assessing these models under the deterministic or interval-type future price of assets. Also, we present stability analysis methods for the optimal solution. The optimal choice solutions based on the classical portfolio theory and the author’s concept are compared. Based on the comparison, it is concluded that the approach and numerical method proposed below are correct and are more efficient to apply to these optimization problems than the traditional methods and algorithms.
Vorheriger Artikel Identification of the Parameters of a Discrete Gas-Lift Process
Nächster Artikel Programme-Sensitive Modifications of Generalized Net Model of Software-Intensive Production of Stereoscopic Multimedia Content

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Metadaten
Titel
Some Modifications of Integer Optimization Problems with Uncertainty and Risk
verfasst von
M. A. Gorskii
A. V. Mishchenko
L. G. Nesterovich
M. A. Khalikov
Publikationsdatum
01.10.2022
Verlag
Pleiades Publishing
Erschienen in
Journal of Computer and Systems Sciences International / Ausgabe 5/2022
Print ISSN: 1064-2307
Elektronische ISSN: 1555-6530
DOI
https://doi.org/10.1134/S1064230722050070

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