Universal method for solving optimization problems under the conditions of uncertainty in the initial data

Раскін, Лев; Сіра, Оксана; Sukhomlyn, Larysa; Parfeniuk, Yurii

doi:10.15587/1729-4061.2021.225515

Cited by 2 publications

(2 citation statements)

References 13 publications

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“…-methods intended only for subjects (actors) work with a parameterized policy family. The performance gradient with respect to the actor's parameters is estimated directly by modeling, and the parameters are updated in the direction of improvement [16][17][18][19][20]. A possible disadvantage of such methods is that gradient estimates can have greater variance.…”

Section: Literature Review and Problem Statementmentioning

confidence: 99%

Developing a risk management approach based on reinforcement training in the formation of an investment portfolio

Martovytskyi

Argunov

Рубан

et al. 2023

EEJET

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Investments play a significant role in the functioning and development of the economy. Risk management is an integral part of the formation of the investment portfolio. This means that an investor must be willing to take on a certain level of risk in order to receive a certain level of return. However, when forming an investment portfolio, an investor faces such problems as market unpredictability, asset correlation, incorrect asset allocation. Therefore, when forming an investment portfolio, an investor should carefully study all possible risks and try to minimize them. The object of research is an approach to risk management in the formation of an investment portfolio using the method of reinforcement training. The basic principles of formation of the investment portfolio and determination of risks are described. The application of the method of reinforcement training for building a model of risk management of investment portfolio is considered. The process of selecting optimal investment assets based on alternative data sources that minimize risks and maximize profits is also considered. A functional model of the process of risk optimization in the formation of an investment portfolio based on machine learning methods has been developed. The functional model constructed makes it possible to build a process of risk optimization, including asset selection, risk comparison and assessment, to form an investment portfolio and monitor its risks. The study results showed that the proposed approach to the formation of the investment portfolio increased the total growth of the investment portfolio by 0.4363 compared to the base model. Also, the volatility indicator improved compared to the market, as evidenced by the percentage difference between the initial and final cash amount, which increased from 128.98 to 295.57

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Section: Literature Review and Problem Statementmentioning

confidence: 99%

Developing a risk management approach based on reinforcement training in the formation of an investment portfolio

Martovytskyi

Argunov

Рубан

et al. 2023

EEJET

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“…The problem associated with long logistics supply chains of weapons and military equipment [11][12][13], in conditions of threats of martial law [14,15], in a heterogeneous transport network with transshipment, temporary storage and storage of military cargo. In existing papers, the issues of supplying military equipment in the conditions of a heterogeneous transport network and military threats aren't reflected [16,17].…”

Section: Introductionmentioning

confidence: 99%

Modeling of supply logistics and training of military personnel for the successful use of weapons in a combat area

Fedorovich

Chepkov

Lukhanin

et al. 2022

reks

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The problem of multivariate nature is formed and solved, which is related to the modeling of logistics actions regarding various military equipment and weapons that enter the zone of military conflict. The relevance of the research is related to the comprehensive solution to the problem of the logistical nature of the supply and mastering modern various weapons by the military to create parity of forces in the military conflict zone. The current study creates a complex of logistic methods and models that allow analyzing training of the military, supply of weapons, ammunition and spare parts to the zone of military conflict, for the successful implementation of the goals of the military operation. This article analyzes the problem of using modern and diverse military equipment, which needs to be solved by systematically presenting military training in logistics, supplying various weapons from various manufacturers to the area of combat operations. The optimization model has been created to select and justify the composition of suppliers of weapons, spare parts and ammunition, in the context of risks that arise in the production and transportation of military cargo in a heterogeneous transport network. Optimization is performed in conditions of conflicting criteria: the number of new weapons; time and costs for the production and supply of military equipment; logistical risks. To study dynamic processes in the logistics of supplying weapons, spare parts and ammunition, a model has been created that allows, with the help of simulation agents, the investigation of the paths of movement of military cargo under the conditions of military threats and possible excitation of critical vulnerabilities in the heterogeneous transport supply network. An algorithm for forming the optimal delivery route at the minimum time under risks has been developed. Simulation modeling is used to estimate the movement time of military cargo, delays in supply, accumulation of risks in cargo transportation, consequences of threats and vulnerabilities in supply logistics, etc. This study examines the process of training the military by mastering new competencies for the use of various modern weapons in combat conditions. Simultaneously, the short terms of training of military personnel and the logistics of their transportation to training centers are considered subject to the threats and risks of wartime. The effectiveness of the proposed approach is ensured by a systematic representation of the logistics of supplying various weapons, spare parts and ammunition to the conflict zone, and a comprehensive solution to the research tasks set. The scientific novelty of the conducted research is associated with the development of new methods and models based on system analysis. The following methods were used: simulation modeling, models for optimizing, competence model for acquiring new knowledge by the military personnel. The results of the study should be used to select and justify suppliers of new diverse weapons and military equipment, train the military to use modern kinds and types of weapons, plan routes and schedules for the supply of military cargo to the area of combat operations, in conditions of wartime threats.

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Universal method for solving optimization problems under the conditions of uncertainty in the initial data

Cited by 2 publications

References 13 publications

Developing a risk management approach based on reinforcement training in the formation of an investment portfolio

Developing a risk management approach based on reinforcement training in the formation of an investment portfolio

Modeling of supply logistics and training of military personnel for the successful use of weapons in a combat area

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