Abstract

AbstractApplication of LPτ -search with averaging algorithm for optimization of dynamic stochastic systems or non formalized systems, adequately describing by means of simulation models, is considered. Optimization problem is formulated for case of criterion, given in form of continuous curve. There are no accurate mathematical methods for searching of solution of multi-parameter multi-criteria optimization problem in proposed statement. Structured schema of algorithm of LPτ -search with averaging with continuous criteria using is discussed. Examples of optimization problems for complex technical system and for financial system are shown.

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