Economic and mathematical modeling of optimal options of the program of issuance and financing of the expenses of the operating segment of the enterprise with risk included

The article discusses the formulation of the problem and the economic and mathematical model of choosing the optimal option for the functioning of the operational (production) segment of a joint-stock company (fully responsible for the income and losses of production and other types of market activity) at successive time intervals, including a plan for the production and its financing from own and borrowed sources, taking into account market and financial risks, the state of the markets of finished products and capital, and other factors of external and internal environments. The originality of the proposed approach and model lies in the simultaneous optimization of the input-output parameters of the operational sphere of the enterprise, taking into account the associated risks: the market risk of the production program and the risk of the structure of working capital attracted to finance costs. In “algorithmic” terms, the proposed model refers to the problems of discrete nonlinear optimization of large dimension, involving the use of unconventional optimization methods and algorithms for the application of inaccurate (quasi-optimal) solutions. This predetermined the inclusion in the text of the work of the original numerical algorithm for finding a quasi-optimal solution to the original nonlinear problem in a continuous version and its approximation as an approximate solution to a discrete problem.