POSSIBILITIES OF OPTIMIZATION PROCEDURES UNDER UNCERTAINTY AND THEIR SYNTHESIS WITH SOLUTION CHOICE BY MANY CRITERIA

UDC 004.421.2
DOI: 10.36871/2618-9976.2023.05.002

Authors

Gennadiy L. Brodetskiy,
Doctor of Technical Sciences, Professor, Graduate School of Business, HSE University, Moscow, Russia
Denis A. Gusev,
Candidate of Economic Sciences, Associate Professor, Graduate School of Business, HSE University, Moscow, Russia
Olga A. Sviridova,
Candidate of Economic Sciences, Associate Professor, Plekhanov Russian University of Economics, Moscow, Russia; Financial University under the Government of the Russian Federation, Moscow, Russia
Ivan G. Shidlovskii,
Candidate of Economic Sciences, Associate Professor, Graduate School of Business, HSE University, Moscow, Russia

Abstract

The aim of the study is to improve and modify a special approach that will allow synthesizing procedures for choosing the best alternatives for many criteria with decision optimization procedures under uncertainty. The proposed approach useы direct methods of multicriteria optimization and methods of choosing solutions under uncertainty. In this case, the following is accepted:
1) the uncertainty factor is formalized as a discrete intervention of a case with a finite number of outcomes;
2) pаrtial criteria are presented in the form of two groups (in one – partial criteria that are influenced by the uncertainty factor; in the other – not);
3) the number of considered alternatives is finite and given a priori.
The developed modification is easy to implement and for the first time will allow taking into account the impact of uncertainty factors only on the indicators of some specific particular criteria, which, as a rule, reflects the realities of the relevant situations in practice. A numerical illustration is given on the example of a specific problem.

Keywords

Multicriteria optimization, Choice under uncertainty, Special synthesis procedures