Features of interval analysis application in choosing the optimal alternatives
Keywords:
investment management, uncertainty of information, interval analysis, discount rate, generalized interval arithmeticAbstract
Approach, directed on taking into account the uncertainty of information in the process of evaluation of economic indicators of alternatives with the purpose of choosing the optimal one, is proposed in this paper. As an adequate mathematical approach the Hansen`s generalized interval arithmetic is used.References
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3. Kulish U. W. Complete interval arithmetic and its implementation on the computer, on the Computer in Numerical validation in current hardware architectures / U.W. Kulish. — Springer – Verlag, Berlin, Heidelberg, 2009. — Р. 7—26.
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2. Kahan W. A more complete interval arithmetic : Lecture notes for a summer course / W. Kahan. — University of Michigan, 1968.
3. Kulish U. W. Complete interval arithmetic and its implementation on the computer, on the Computer in Numerical validation in current hardware architectures / U.W. Kulish. — Springer – Verlag, Berlin, Heidelberg, 2009. — Р. 7—26.
4. Hansen E. A generalized interval arithmetic / E. Hansen // In Interval Mathematics ; [Ed. By K. Nickel]. Interval Mathematics, Lecture notes in Computer Science. V. 29. — Berlin, Heidelberg: Springer – Verlag, 1975. — Р. 7—18.
5. Kramer W. Generalized intervals and the dependency problem / W. Kramer // Proceedings on Applied Mathematics and Mechanics. — 2006. — V 6, Issue 1. — Р. 683—694.
6. Дилеганський Н. В. Нечітке моделювання і багатокритерійна оптимізація виробничих систем в умовах невизначе-ності: технологія, економіка, екологія / Н. В. Дилеганський, Л. Г. Димова, П. В. Севастьянов. — М.: Машинобудування, 2004. — 397 с.
7. Sevastjanov P. Two-objective method for crisp and fuzzy interval comparison in optimization / P. Sevastjanov, P. Rog // Computers and Operations Research. — 2006. — Vol. 33, Issue 1. — P. 115—131.
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Published
2010-11-12
How to Cite
[1]
V. A. Popov, O. S. Yarmoliuk, and S. Banuzade Sakhrahard, “Features of interval analysis application in choosing the optimal alternatives”, Вісник ВПІ, no. 1, pp. 171–174, Nov. 2010.
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Energy generation and electrical engineering
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