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Intellectualization of Management Investment Objects in Conflict and Uncertainty


Yury S. Sakharov,Denis V. Ivanov,Olga G. Yaskevich
Abstract

The present paper considers two main approaches in making management decisions for investment objects that are based on game-theoretic and multi-agent technologies. Management of investment objects is fundamentally carried out in conditions of conflict, risk and uncertainty. The basis of game-theoretic approach is the use of cognitive structures, allowing to obtain the result ofinteraction of players with the subsequent optimization of parameters. The proposed modification of the game-theoretic approach based on fuzzy logic allows you to make decisions in conflict with uncertainty of the parameters of the object. The multi-agent approach enhances adequacy of the game-theoretic approach, but it requires creation of an agent-based simulation model, the key feature of which is working with events occurring in the system. Based on events, it is possible to build scenarios with a given probability, which thereby allows you to manage the risk, as well as uncertainty of the object's parameters. The proposed concept of building agents, the structures of interaction of agents and the algorithm of functioning of the simulation model are given. Decision-making procedures for allocation of investment resources based on intellectualization of the representation of uncertainty are also provided. A model of knowledge representation is suggested as well. The proposed decision-making models in investment objects allow increasing adequacy and accuracy of the resulting distribution parameters of investment resources.

Volume 11 | 05-Special Issue

Pages: 51-60