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JOURNALS // Upravlenie Bol'shimi Sistemami // Archive

UBS, 2010 Issue 30.1, Pages 197–218 (Mi ubs496)

Network-based models in Decision-making

Network mechanisms of multiple-factor risks analysis

V. A. Kharitonov, A. Alekseev

Perm state technical university

Abstract: We study management mechanisms for multiple-factor risks in problems of justification of the discount rate of investment projects. The mechanisms are based on the network models with matrix convolution of risk-generating parameters.

Keywords: multiple-factor risks, risk-generating parameters, risk management, network model of matrix convolution, topology of matrix, cost-performance indicators, risk premium.

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