Determination of unknown parameters of a piecewise linear risk function by the method of mixed estimation

Abstract

Subject of study: the problem of determining the parameters of a piecewise linear risk function.
 The purpose of the study: apply the apparatus of linear-Boolean programming to solve this problem.
 Methods and objects of research the object of the study is the formalization of a meaningful statement of the problem of minimizing the risk of undesirable consequences of the functioning of the analyzed system, the methods are regression analysis and the apparatus of mathematical programming.
 The main results of the study an approach to determining estimates of the parameters of a piecewise linear risk function by using the mixed estimation method is described, which allows us to reduce this problem to a problem of linear Boolean programming. Numerical example solved.