Принятие стратегических решений в условиях риска и неопределенности

Финансы: теория и практика. 2016. Т. 20. № 4. С. 22–31.

Kravchenko T. K., Isaev D.

Specific features of strategic decision making include a bulk of significant factors, availability of semi-structured and unstructured data, as well as incompleteness of source information. In such conditions, for assessment and selection of strategic initiatives an expert approach seems applicable, perhaps, in combination with traditional methods of management accounting and investment appraisal. An important aspect of strategic decision making is modeling of problem situations, which represent possible future conditions of external environment. Due to different approaches to problem situations modeling and diversity of decision making methods, multivariate processing of expert estimates seems reasonable. For appropriate calculations, application of special information systems is recommended. The aim of the research is to develop an approach to strategic decision making, including modeling of problem situations and multivariate processing of expert estimates, using appropriate decision making methods and information systems. During problem situations modeling (relying on factors of external environment that are material for decision making), it is considered that such factors may be either independent, of depended from each other. As one of the techniques of problem situations probabilities assessment, the method of Analytic Hierarchy Process (AHP) is applicable. Regarding multivariate processing of expert estimates, the methods applicable in the conditions of risk (when probabilities of problem situations are known) or uncertainty (when assessment of probabilities is not possible) are considered in the paper. The proposed recommendations are illustrated by the example of the task of selecting the mode of overseas market entry for a manufacturing company. Processing of source information relies on four different decision making methods; one of them is applied in the conditions of risk, and four – in uncertain environment. Appropriate calculations are executed using Expert Decision Support System (EDSS) software.

Keywords: стратегическое управление, принятие решений, проблемная ситуация, strategic management, problem situation, альтернатива, критерий, decision making methods, alternatives, criterion, decision making, decision support information systems, внешний рынок, метод принятия решений, expert approach, overseas market, экспертный подход, информационная система поддержки принятия решений