INFORMATION METHODS OF INVESTIGATION OF UNCERTAINTY IN ECONOMIC MODELS

Abstract

In innovation processes play an important role are two types of uncertainty: uncertainty of goals and uncertainty of available resources. In mathematical language uncertainty of goals is usually described as a representation of the target function with random parameters (or a representation of the target as a random variable). The available resources are usually described by a set of valid values. Uncertainty of the resources in this case must be described by a random set. When dealing with many applications, be aware of the statistical relationship between the individual uncertainties. From the information point of view, this relationship is determined by a change in the entropy of each factor as a result of their mutual influence on each other. Properties of the entropy generated by the random variables, by now fairly well-known Application of entropy of random variables to study the uncertainty of economic processes is contained. However, the uncertainty generated by the random point-set maps, studied far less. At the same time, this type of uncertainty from the applied point of view is not less important. This article describes the method proposed by the authors study the uncertainty generated by the random point-set mappings, i.e. uncertainty of available resources. The main tool in the proposed method is a function of the entropy of the random set, which generalizes the notion of entropy of a random variable. On the basis of the entropy function is determined by the function of information link of random sets and all other features.

Keywords

• моделирование
• случайное множество
• информационная связь
• modeling
• random set
• information communication