Algorithm for the selection of statistical informed management decisions under uncertainty

The problem of choice in the management of the economy and today is one of the most important. Management tasks and actual demand, the results can bring in various sectors of millions in profits or losses. Particularly acute, this problem occurs in the conditions of globalization, when the number of connections grows every minute, and any action instantly on the other participants Economic Community. Against this background, the processes taking place in the economy substantially accelerated and come first tactical and operational decision on adoption which is given a minimum of time. The ability to make the right decisions in such situations, now have the key to successful management and modern production. A special place in the problem of choice takes the task of decision-making under conditions of complete uncertainty, they are referred to the problems of high-risk, as lack of information about the further development of events requires increased management responsibility and a balanced choice. The methods used to solve this problem have a number of drawbacks, namely the criterion of Wald and Savage oriented to the extreme results of the situation, i.e. pessimism or optimism. Laplace and Hurwitz criterion is calculated or the absolute value of the average expected payoff, or with some degree of confidence. As a result of their use of non-object offers a solution that depends on many subjective factors not related to the situation, and with a face that use them, and his vision of what is happening. In this paper, we propose an algorithm of decision-making under uncertainty elements of mathematical statistics, in the case where the number of cases for each possible alternative choice is large enough. In contrast to the known methods, this condition allows you to build a probabilistic model, thereby to move from uncertainty to the required degree of confidence in the selection of alternatives to find the appropriate algorithm is built. On the basis of the constructed algorithm performed computational experiment, the results of which show that for a sufficiently large number of alternatives, the choice of the so-called pessimists and optimists is not justified and a rare event. The analysis of the results with the criteria of Laplace and Hurwitz, also showed that the coincidence is observed in less than half of the cases that talk about the absence of any solidity in the choice of solutions according to the criteria in the obviously large number of outcomes and the development of the situation in which you need to make a decision.

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