MULTI-CRITERIA EVALUATION OF THE MULTIFACTOR STOCHASTIC SYSTEMS EFFECTIVENESS

Subject of the research in article is evaluation complex multifactor stochastic systems functioning effectiveness according to a variety correlated criteria. The problem actuality determined by fact that an independent system for each mutually criteria under consideration not informative. In well-known works direction multiple correlation, relatively simple estimating correlation between one resulting parameter and set influencing factors considered, which enough analysis management multicriteria systems. addition, known results do take into account possible significant differences mutual values. Purpose Work develop methodology comprehensive assessment interrelated Tasks be Solved: splitting parameters two subsets (parameters determining affecting it), forming additive convolutions included subsets, developing calculating coefficient components selected method differentiating scalar function from vector argument this argument. Applied Methods: nonlinear programming, multidimensional analysis, differentiation functions These methods are used criterion values its control Results Obtained: proposed provides possibility solving problems management, taking revealed relationship multi-criteria controlled parameters. At same time, important advantage obtained result lies arises when using it joint (group) influence variables on efficiency. developed technology has great practical importance expands arsenal computational mathematics.