Optimization strategies of guaranteed result for investment projecting processes
Автор: Butsenko Elena V., Shorikov Anrey F.
Журнал: Вестник Пермского университета. Серия: Экономика @economics-psu
Рубрика: Экономико-математическое моделирование
Статья в выпуске: 2 т.12, 2017 года.
Бесплатный доступ
In current economic conditions the improvement of investment projecting process is an essential element of efficient control. Investment projecting determines a financial policy of an economic entity as it includes both the development of most profitable means of income acquisition and search for new methods and tools for spare capital investment. In this case the development of the strategy based on investment projecting optimization is an important scientific issue. In the present research matrix games and regression analysis methods are used to make an economic - mathematical control model of an enterprise investment projecting process. The scientific novelty of the research is to develop methods of planned control and to extend the application field of mathematical apparatus of game theory to solve the tasks of optimal employment of recourses under conditions of competitive economic environment. The method to optimize the control of investment projecting suggested in the article allows choosing the best investment projecting strategy. This strategy is considered to be the process of such production output of an enterprise that will be soled with the best guaranteed profitability/risk ratio. The suggested econometric method to choose an optimal control strategy of investment projecting has been used in practice. Features of the suggested method application have been investigated in the case study of a real object of investment projecting, necessary calculations have been made and the obtained results have been analysed. This analysis has revealed the method efficiency to make control decisions when realizing investment projects. The present method may become a foundation for the development of modern tools for investment projecting control in the tasks of strategic optimization. The research is of practical interest for experts in the field of investment and project planning as well as for the specialists who deal with optimal employment of recourses considering the factors of profitability and risk. The research results may be used by any economic entity that implements investment activity and there is no doubt that they will increase its activity efficiency and as a result its competitiveness.
Investment projecting, control optimization, decision-making, control strategies, optimality criteria, algorithm, pay-off matrix, compromise solution, game theory, guaranteed result
Короткий адрес: https://sciup.org/147201584
IDR: 147201584 | DOI: 10.17072/1994-9960-2017-2-234-246
Список литературы Optimization strategies of guaranteed result for investment projecting processes
- Tochilin O.V. Innovatsionno-investitsionnoe proektirovanie i otsenka effektivnosti investitsionnykh proektov v aviastroitel'nom proizvodstve . Moscow, Moskovskii Aviatsionnyi Institut Publ., 2014. 192 p.
- Markovskaya E.I. Organizatsiya finansirovaniya investitsionnykh proektov: teoriya i praktika . Saint Petersburg, Politekhnicheskii Universitet Publ., 2013. 183 p.
- Karev V.P. Matematicheskoe modelirovanie biznesa -otsenka, investitsionnoe proektirovanie, upravlenie predpriyatiem . Moscow, Maroseika Publ., 2010. 347 p.
- Illarionov A., Klimenko E. Portfel' proektov. Instrument strategicheskogo upravleniya predpriyatiem . Moscow, Alpina Publ., 2013. 312 p.
- Mazur I.I., Shapiro V.D. et al. Upravlenie proektami . 6 izd. . Moscow, Omega-L Publ., 2010. 960 p.
- Meredith G., Mantel S. Upravlenie proektami . Saint Petersburg, Piter Publ., 2014. 640 p.
- Avinash D., Nelebaff B. Teoriya igr. Iskusstvo strategicheskogo myshleniya v biznese i zhizni . Moscow, Mann, Ivanov i Ferber Publ., 2016. 464 p.
- Gura E., Mashler M. Ekskurs v teoriyu igr: netipichnye matematicheskie syuzhety . Moscow, Izdatel'skii Dom «Delo», Rossiiskaya Akademiya Narodnogo Khozyaistva i Gosudarstvennoi Sluzhby Publ., 2017. 320 p.
- Petrosyan L.A., Mazalov V.V. (Eds.). Recent advances in game theory and applications. Saint Petersburg, European Meeting on Game Theory and Petrozavodsk, Networking Games and Management, 2015. 284 p.
- Mazalov V.V. Matematicheskaya teoriya igr i prilozheniya. Vtoroe izdanie. . Saint-Petersburg-Moscow-Krasnodar, Lan' Publ., 2016. 446 p.
- Butsenko E.V., Shorikov A.F. Setevoe modelirovanie protsessa upravleniya investitsionnym proektirovaniem i ego prilozheniya Nauchno-tekhnicheskie vedomosti Sankt-Peterburgskogo gosudarstvennogo politekhnicheskogo universiteta. Ekonomicheskie nauki , 2015, no. 6 (233), pp. 233-244. DOI: 10.5862/JE.233.24
- Shorikov A.F., Butsenko E.V. Metodika optimizatsii investitsionnogo proektirovaniya na osnove setevogo modelirovaniya i ee prilozheniya . Vestnik Permskogo universiteta. Seriya. «Ekonomika» , 2015, no. 4 (27), pp. 62-70.
- Butsenko E.V. Metod kriticheskogo puti kak kriterii optimizatsii protsessa biznes-planirovaniya Izvestiya DVFU. Ekonomika i upravlenie , 2016, no. 3 (79), pp. 40-50. DOI: 10.5281/zenodo.163476
- Khendersen B.D. Produktovyi portfel' . Bostonskaya konsaltingovaya gruppa BCG. Daidzhest , 2008, iss. 02, pp. 7-8.
- Rasiel I.M. Metod McKinsey. Ispol'zovanie tekhnik vedushchikh strategicheskikh konsul'tantov dlya resheniya lichnykh i delovykh zadach . Moscow, Al'pina Publ., 2014. 192 p.
- Draper N., Smith G. Prikladnoi regressionnyi analiz. Mnozhestvennaya regressiya. 3 isd. . 3th ed. Moscow, Dialectics Publ., 2007. 912 p.
- Orlov A.I. Novaya paradigma analiza statisticheskikh i ekspertnykh dannykh v zadachakh ekonomiki i upravleniya . Politematicheskii setevoi electronnyi nauchnyi zhurnal Kubanskogo Gosudarstvennogo Agrarnogo Universiteta , 2014, no. 98 (04), pp. 1-21.
- Orlov A.I. O vysokikh statisticheskikh tekhnologiyakh . Politematicheskii setevoi electronnyi nauchnyi zhurnal Kubanskogo Gosudarstvennogo Agrarnogo Universiteta , 2015, no. 105 (01), pp. 1-23.
- Egorova N.E., Torzhevskii K.A. Metody i rezul'taty prognozirovaniya rossiiskogo fondovogo rynka . Finansovaya analitika: problemy i resheniya , 2014, no. 39, pp. 2-11.
- Podvalny E.S., Masloboyschikov E.V. Osobennosti ispol'zovaniya neirosetevogo prognozirovaniya finansovykh vremennykh ryadov . Vestnik Voronezhskogo Gosudarstvennogo Tekhnicheskogo Universiteta , 2011, no. 10, vol. 7, pp. 25-29.
- Il'yasov B. G., Makarova E. A., Zimina G. A. Upravlenie realizatsiei investitsionnykh proektov na osnove metodov imitatsionnogo modelirovaniya i neirosetevykh tekhnologii . Ufa, GILEM Publ., 2010. 240 p.
- Kim Ch.U., et. al. Luchshaya praktika po strategii . Moscow, Mann, Ivanov i Ferber Publ., 2014. 880 p.
- Bekvit G. Prodavaya nezrimoe. Rukovodstvo po sovremennomu marketingu uslug . Moscow, Al'pina Publ., 2012. 224 p.
- Gorelova G.V., Zakharova E.N., Ginis L.A. Kognitivnyi analiz i modelirovanie ustoichivogo razvitiya sotsial'no-ekonomicheskikh system . Rostov-na-Donu, Rostovskii Universitet Publ., 2005. 288 p.
