Vector optimization technique in the problems of interaction between an enterprise and its counteragents
In the paper we consider the vector optimization problems connected with those of the choice of effective portfolios of the counteragents of an enterprise. In the first section the supply cost and risk of delay, both are to be minimized, are taken as criteria functions. The second section is devoted to optimization of the work of a bank with its customers by construction of an efficient portfolio of the bank instruments. The developing approach is methodologically related to that, which goes back to the paper by H. Markowitz, but considered for the objects different from those of financial market.
Year of publication: |
2011
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Authors: | Nikonov, Oleg ; Medvedev, Maksim |
Published in: |
Economy of region. - Center of Economic Security. - Vol. 1.2011, 3, p. 217-224
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Publisher: |
Center of Economic Security |
Subject: | vector optimization | effective portfolios of suppliers of an enterprise | portfolio investment theory | effective portfolios of bank instruments |
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