Оценка эффективности сложных систем с применением функционала ожидаемой полезности

Modeling of expected utility functional of organizational and technical type systems

The article deals with the results of computer simulation of expected utility functional, which is used as a selection criterion in the management of complex systems (SS) of organizational and technical type. The one-factor and two-factor model of expected utility functional, designed for a wide range of applications, are presented in the article. The one-factor model of expected utility functional is used to predict the effectiveness of economic projects. This model has two variables: deterministic and stochastic, and two undetermined parameters. The two-factor model is needed to solve problems in which the components of expected utility functional are expressed in unequal relative terms: for example, in monetary units and points. This model has two stochastic variables and two undetermined parameters. Both models are focused on the management of complex systems, using the statistical simulation modeling by the Dimov-Maslov method and a computer version of the Monte Carlo method. The article presents the results of the test study of both models of expected utility functional by the statistical simulation modeling.