All-Moscow seminar "Mathematical methods of decision analysis in economics, finance and politics"

On Wednesday, October 16, the National Research University Higher School of Economics hosted a regular meeting of the All-Moscow seminar "Mathematical methods for analyzing optimal solutions in economics, business and politics".

Seminar leaders:
Doctor of Technical Sciences, prof. Aleskerov Fuad Tagievich
Doctor of Technical Sciences, prof. Podinovsky Vladislav Vladimirovich
Doctor of Technical Sciences, prof. Mirkin Boris Grigorievich


Speaker: Markevich Przemyslaw (HSE)
Topic: Analysis of multi-criteria tasks in conditions of uncertainty using analytical weighting coefficients


Annotation: Multi-criteria optimization is an important tool for the scientific design of a rational business model to achieve significant results in many areas (economics, information technology, mechanical engineering, etc.). At the same time, weighting coefficients are a measure of comparative importance when considering multi-criteria decision-making tasks. The values of the weighting coefficients are usually set by heuristic or expert methods, which results in not only their subjectivity, but also the appearance of a state of uncertainty. A multi-purpose approach is one of the methods to eliminate such uncertainty. A method has been developed for the analytical calculation of the values of weight coefficients on a set of rational solutions to a multi-criteria problem in a multi-purpose formulation. The analytical calculation is based on the specified internal structure of particular criteria. The new method of calculating weight coefficients has been tested on the experience of its application in the two-criterion task of improving the efficiency of the operational characteristics of a mainline aircraft. The prospects of the proposed methodology are predicted based on the study of the possibilities of its further extension to three (or more)-criteria tasks.