Modeling of production activities of the enterprise taking into account the risk of the production program

The article deals with the problem statement, mathematical models and methods for selecting the optimal gross margin income criterion and with production and technological, financial and resource, market and risk restrictions for the production program of an enterprise implemented in the conditions of volatile commodity, material and financial markets. It is proposed to evaluate the risk by covariance of profitability of products of the production program, which allows us to take it into account in the limitations of the enterprise model within the framework of the regulatory approach. It is shown that the problem of optimizing the production activity of an enterprise taking into account risk in algorithmic terms is reduced to the problem of nonlinear convex programming and can be effectively solved using the Lagrange multiplier technique. Based on the obtained values of Lagrange multipliers, it is proposed to form an analytical expression of the «input - output» function and then solve the problems of planning production programs for subsequent time intervals, replenishment of production factors, choosing options for financing production activities, etc...