Approach to statement of a system development control problem in changing external environment is proposed. Necessity of the approach is explained of requirement in supporting tools for strategy monitoring in the cycle of strategy decision making. Proposed approach aims to systematize the process of analysis of deviation from purposeful development of a system and depending on reasons of the identified problems in system development defines a particular statement of a control problem. It’s based on suggested early technique for problems diagnosing on cognitive model of situation (socio-economic, political, business ets.) which helps to determine a diagnostic chart of a problem situation in the system development including obtained problematic goal factors of a analyzed situation, unambiguously determination of a problems type (in depending on a factors leading to deviation from purposefully development, which can be internal, conflict or external). In addition to scheme of the statement of the particular control problem it is considered the control problem in case of negatively influence of external environment. To find a decision of such problem is proposed modification of the SWOT-analysis on cognitive-map-based-model. Proposed approach is shown on the 2 examples of solving problems of 1) an enterprise engaged in the production of ecologically dangerous(due to a deficiency of production staff) and 2) socio-economical city development.
This paper presents the problem of transportation hubs location with access to roads within the existing regional transportation system. In this problem the decision maker minimizes the total cost, which includes expenses for constructing transportation hubs, building access roads for different means of transport to transportation hubs and transporting cargo between clients and transportation hubs. The goals of this paper are: 1) to classify formulations of various transportation hubs location problems; 2) to review most recent scientific papers considering these problems; 3) to formulate a new problem of hubs location with access roads as a mixed-integer linear programming problem and robust optimization one; 4) to test a proposed model on a transport system of a part of Russia. Our numerical tests confirm that both mixed-integer linear programming problem and robust optimization problem stated in this article can be solved for real-size transportation networks via standard optimizations software on a personal computer in short time
The model of multistage insider trading between two market agents for one-type risky assets is considered. One of the players (insider) has private information about liquidation value of the asset. At each step of the bidding each player simultaneously proposes bid and ask prices for one share with fixed non-zero spread. The uninformed player uses the history of insider's moves to update his beliefs. For the bidding of unlimited duration we construct upper and lower bounds of the guaranteed insider's gain and the strategies of both players insuring these bounds. Insider's loses in the case of disclosure his private information are obtained.
We design the elements of an automated tool for thequantitative analysis of the future regional power supply system based on the opinion of regional authorities on the current and future availability of power supply services in the industry and in the domestic sector. A mathematical model is suggested to estimate the return of investment into new power station and storage construction. The model includes a non-cooperative game on polyhedra, where the first player’s payoff function adds up from the bilinear and the linear function of vector arguments, whereas the the payoff function of the second player is a bilinear function of the same arguments. We prove that equilibria in this game can be found by solving a dual pair of linear programming problems. These equilibria determine, in particular, the volume of investment for generators and the electricity price for consumers, which are mutually acceptable to both parties.
We consider the problem of cars-to-train assignments, routing and scheduling, which is to minimize the weighted average time of transportation orders execution by consistently choosing the compound of trains, their routes from origins to destinations, and schedules. We offer the new integer problem settings to account for different cases of practical constraints.