Making an Investment/Production Decision in an Uncertain Environment

Alevtina Shatalova

Making an Investment/Production Decision in an Uncertain Environment

Authors

Alevtina Shatalova Financial University under the government of the Russian Federation

Keywords:

enterprise creditworthiness assessment, Altman models, fuzzy sets, membership function, fuzzy measure, simulation modeling, decision-making under uncertainty, errors in accounting statements, business process optimization, optimal investment, investment under uncertainty.

Abstract

This article presents the results of scientific research in the field of fuzzy data. Based on the developed methods, a model of making a decision on investment/production in conditions of uncertainty is described. This model includes several auxiliary models: a mathematical model of linear programming of investment project optimization, a model of the parametric α-level method of λ-continuation for the problem of fuzzy linear programming, an improved fuzzy five-factor Altman model. Conclusions and proposals of a scientific, theoretical and practical nature are also formulated.

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Published

24-09-2021

How to Cite

Shatalova, A. (2021). Making an Investment/Production Decision in an Uncertain Environment. E-Business Technologies Conference Proceedings, 1(1), 134–136. Retrieved from https://ebt.rs/journals/index.php/conf-proc/article/view/58