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Dynamic models of production-finance activity of enterprises in conditions of uncertainties and risk

Author

Listed:
  • Alexander Vladimirovich Mishchenko
  • Vitaly Vitalievich Solodovnikov
  • Tamara Gennadjevna Apal'kova

Abstract

The problem of optimal management of various types of production resources in conditions of uncertainty and risk taking into account recoverable and unrecoverable defects is relevant and necessary to ensure the competitiveness of modern industrial enterprises. The aim of the research is to develop mathematical tools for evaluating the effectiveness of industrial logistics systems, taking into account uncertainty and risk. The paper presents a set of dynamic optimisation models for evaluating the effectiveness of industrial logistics systems, the solution of which is a vector function of time, which sets the productivity of production operations according to the criterion of profit maximisation, taking into account a number of constraints. The results of this work are the development of: the complex of optimal control models taking into account uncertainty and risk; the tool to convert an optimal control problem to linear programming model; the evaluation mechanism of the stability of solutions under changes in the prices of end products; risk assessment methods of the obtained solution. The practical use of the developed tools was shown in evaluating the effectiveness of the investment program of the manufacturer of computers.

Suggested Citation

  • Alexander Vladimirovich Mishchenko & Vitaly Vitalievich Solodovnikov & Tamara Gennadjevna Apal'kova, 2022. "Dynamic models of production-finance activity of enterprises in conditions of uncertainties and risk," International Journal of Logistics Systems and Management, Inderscience Enterprises Ltd, vol. 43(1), pages 86-111.
    • Handle: RePEc:ids:ijlsma:v:43:y:2022:i:1:p:86-111
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