Application of Stochastic Imitation Algorithm for Solving a Problem of Investment Programs Formation

Authors

  • Тите Давидович Ахобадзе St. Petersburg State University, 7–9, Universitetskaya nab., St. Petersburg, 199034, Russian Federation

Abstract

The article is devoted to the review of solving algorithms to the special problem of investment programs substantiation under a possibility of making decisions on investment projects realization to be postponed. It is proved that the task belongs to the NP-complete class, and one of stochastic imitation methods getting an approximate plan is considered. Results of experimental calculations allowing to compare an efficiency of the offered algorithm of problem solving with common algorithms are presented.

Keywords:

investment programs, stochastic imitation algorithm, results of experimental calculations

Downloads

Author Biography

Тите Давидович Ахобадзе, St. Petersburg State University, 7–9, Universitetskaya nab., St. Petersburg, 199034, Russian Federation

аспирант, младший научный сотрудник

References

Литература на русском языке

Воронцовский А.В. Инвестиции и финансирование. СПб., 2003. 526 с.

Гэри М., Джонсон Д. Вычислительные машины и труднорешаемые задачи. М., 1982. 416 c.

Карп Р. М. Сводимость комбинационных задач // Кибернетический сборник: Новая серия. 1975. Вып. 12. С. 16–38.

Корбут А. А., Финкельштейн Ю. Ю. Дискретное программирование. М., 1969. 368 c.


References in Latin Alphabet

Aarts E. H. L., Korst J. H. M., Laarhoven van P. J. M. Simulated annealing. Local search in combinatorial optimization. Wiley, 1997. Р. 91–120.

Albach H. Investition und Liquiditat. Die Planung des optimalen Investitionsbudgets. Wiesbaden, 1962. 332 S.

Blohm H., Luder K. Investition: Schwachstelleanalyse des Investitionsbereichs und Investitionsrechnung. München, 1995. 372 S.

Kirkpatrick S., Gelatt C. D., Vecchi M. P. Optimization by simulated annealing // Science. New Series. 1983. Vol. 220. P. 671–680.

Landau D. P., Binder K. A guide to Monte Carlo simulations in statistical physics. Cambridge, 2005. 432 p. 10. Weingartner H. M. Mathematical programming and the analysis of capital budgeting problems. New Jersey, 1963. 200 p.


Translation of references in Russian into English

Downloads

Published

2009-09-30

How to Cite

Ахобадзе, Т. Д. (2009). Application of Stochastic Imitation Algorithm for Solving a Problem of Investment Programs Formation. St Petersburg University Journal of Economic Studies, (3), 148–153. Retrieved from https://economicsjournal.spbu.ru/article/view/3426

Issue

No. 3 (2009)

Section

Short Scientific Reports

License

Articles of the St Petersburg University Journal of Economic Studies are open access distributed under the terms of the License Agreement with Saint Petersburg State University, which permits to the authors unrestricted distribution and self-archiving free of charge.