Optimization of Risk Management of Innovation Projects in Civil Engineering

被引：0

作者：

Chernenkaya, Liudmila V. ^{[1
]}

Desyatirikova, Elena N. ^{[2
]}

Fedosova, Svetlana P. ^{[3
]}

Ievleva, Anna A. ^{[3
]}

Vertakova, Anastasia Yu. ^{[4
]}

机构：

[1] Peter Great St Petersburg State Polytech Univ, Inst Comp Sci & Technol, Highest Sch Cyberphys Syst & Control, St Petersburg, Russia

[2] Voronezh State Tech Univ, Voronezh, Russia

[3] Plekhanov Russian Univ Econ, Voronezh Branch, Voronezh, Russia

[4] St Petersburg State Univ Architecture & Civil Eng, St Petersburg, Russia

来源：

PROCEEDINGS OF THE 2018 IEEE CONFERENCE OF RUSSIAN YOUNG RESEARCHERS IN ELECTRICAL AND ELECTRONIC ENGINEERING (EICONRUS) | 2018年

关键词：

risk management; innovation projects; Control Theory; stochastic system; Bellman equation;

D O I：

暂无

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

The classical Control Theory is extended to the area of solving problems of optimization of risk management of innovation projects in civil engineering. The task of situational project management as a nonlinear dynamic stochastic system described by the equation of state in continuous time was solved. In this aspect, the problems of Bolz, Lagrange, and Mayer are considered. The project risk management algorithm is formulated on the basis of the Bellman equation solution extended to the description area of stochastic systems.

引用

页码：1251 / 1253

页数：3

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