Kibernetika ta kompiuterni tekhnologiyi最新文献

{"title":"Neural Network Component of Modern Information System on Mobile Platforms: LPI Cognitive Radar System","authors":"M. Kosovets, L. Tovstenko","doi":"10.34229/2707-451x.23.1.7","DOIUrl":"https://doi.org/10.34229/2707-451x.23.1.7","url":null,"abstract":"The problem of building modern systems for collecting, processing and presenting information for moving platforms, characterized by the presence of a neural network with deep learning, sensors with preprocessing, systems processing and presenting information, is considered. In modern systems the physics of the processes does not change, and accordingly, the algorithm for extracting signals from under the noise doesn't change either but is supplemented by a neural network that learns in the process of processing information to perform an applied task. Implementation example shown the introduction of artificial intelligence technology for the design a cognitive radar on a moving platform facilitates the transition from adaptive systems to cognitive ones. Keywords: artificial Intellect, deep learning, neural network, cognitive radar, multiprocessor, Frequency modulation continuous wave, Radar Cross-Section, Solid State Transmitter.","PeriodicalId":34598,"journal":{"name":"Kibernetika ta kompiuterni tekhnologiyi","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-04-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42430521","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"A Research of the Influence of Quantum Annealing Parameters on the Quality of the Solution of the Number Factorization Problem","authors":"V. Korolyov, Oleksandr Khodzinskyi","doi":"10.34229/2707-451x.23.1.2","DOIUrl":"https://doi.org/10.34229/2707-451x.23.1.2","url":null,"abstract":"Introduction. Modern information security systems use methods of asymmetric cryptography to transfer encryption keys, which are based on the high computational complexity of factorization of large numbers. Quantum computers (QCs) theoretically make it possible to accelerate the solution of the problem of factorization of numbers in comparison with classical computers and pose a potential threat to information security systems. However, real QCs have a limited number of connections between them and problems with preserving a stable low temperature, which reduces the probability of detecting a global minimum. The joint use of QCs with classical computers based on hybrid cloud services is advisable when the search for the optimal solution by direct methods is a complex problem both in the theoretical sense and in the sense of the required amount of calculations for tasks with specific data. The article proposes a method for improving the accuracy of solving the factorization problem based on multiple minimum search by the method of hardware reverse quantum annealing with a variation of its parameters. The results of numerical experiments for two different QC processors and a hybrid quantum-classical computer by D-Wave are presented, it is shown that the maximum number that can be factorized exclusively by direct annealing is 143, and with a combination of direct and reverse annealing 255. The purpose. Examination of the influence of the parameters of quantum annealing and the corresponding solutions for the adiabatic CC, developed by D-Wave, on the quality of the solution of the factorization problem. To give recommendations for improving the accuracy of solving the factorization problem and increasing the statistical frequency of the appearance of correct pairs of multipliers. Results. Numerical experiments have shown that for the problem of factorization of numbers, the successive application of direct and reverse annealing makes it possible to improve the probability of obtaining the correct pair of multipliers and to more than double the statistical frequency of its occurrence. Quantum annealing modes: pause and quenching reduce the probability of obtaining the correct solution and worsen the statistical frequency of the appearance of correct pairs of multipliers. Conclusions. The use of direct and reverse annealing makes it possible to increase the probability of obtaining the correct solution of the factorization problem for the adiabatic QC of D-Wave. Increasing the calculation time of the problem is justified, since it allows increasing the probability of a correct solution. The use of hybrid quantum-classical computing and cloud services allows factorization for numbers with a bit depth of up to twenty-two bits. Keywords: quantum annealing, factorization of natural numbers, asymmetric shifts, hardening, reverse annealing, combinatorial optimization.","PeriodicalId":34598,"journal":{"name":"Kibernetika ta kompiuterni tekhnologiyi","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-04-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49003585","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Application of the UNDBE Model in Combination with the RALG Method to Solve the Problem of Radioecology of Water Bodies","authors":"Tamara Bielyh, V. Sizonenko","doi":"10.34229/2707-451x.22.4.6","DOIUrl":"https://doi.org/10.34229/2707-451x.22.4.6","url":null,"abstract":"Introduction. The presence of radioactive pollution releases into the aquatic environment of NPPs operating in the normal mode, as well as during various emergency situations, requires the use of means for predicting the impact of such releases on the condition of surface water bodies. The existing developments either do not have a sufficient accuracy or are complicated and require a large amount of initial data and knowledge of the exact values of the parameters of the running processes.\u0000To ensure accuracy of forecasting pollutants spreading in surface water under conditions of limited measuring and computing facilities a box model (UNDBE) of pollution transfer was developed taking into account the time of pollution transportation through the water body and dilution of pollution in the incomplete box volume. The method of model adjustment according to measurement data has been developed, which additionally improves forecasting accuracy. This was made possible due to the short implementation time of the proposed model on a computer and the use of parametric identification using the RALG program.\u0000Purpose of work. Presentation of the general description of the developed model. Demonstration of modeling possibilities and parametrical identification by means of the offered model in combination with program means of search of extremum of not differentiable function.\u0000Results. In addition to a general description of the developed model, a modification for modeling tritium and strontium-90 propagation is given. The results of modeling and parametric identification are shown on examples of tritium distribution in the Loire river basin and strontium-90 in the Kiev reservoir.\u0000Conclusions. Application of UNDBE model in combination with RALG procedure provides fast calculation at preservation of modeling accuracy, possibility of fast and exact adjustment for the concrete water object that makes possible its application as an emergency response system. There is a possibility to apply the outlined approach for modeling the transport of other types of pollutants in surface water bodies. Keywords: pollution transport, surface water bodies, UNDBE box model, parametric identification, RALG experience.","PeriodicalId":34598,"journal":{"name":"Kibernetika ta kompiuterni tekhnologiyi","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46525208","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Mathematical Model and Solution Algorithm for Virtual Localization Problem","authors":"Sergiy Plankovskyy, Yevgen Tsegelnyk, Oleksandr Pankratov, Tetyana Romanova, Serhiy Maximov, V. Kombarov","doi":"10.34229/2707-451x.22.4.3","DOIUrl":"https://doi.org/10.34229/2707-451x.22.4.3","url":null,"abstract":"Introduction. The optimization placement problem refereed to virtual localization is studied. This problem is motivated by the need to optimize the production of parts from near-net shape blanks using CNC machines. The known algorithms for solving the virtual localization problem come down to determining the location parameters of the part CAD model inside the point cloud obtained by scanning the workpiece surface. The main disadvantage of such algorithms is the use of criteria that are insensitive to the intersection of the surfaces of the part and the workpiece. In order to prevent such errors in production conditions, it is necessary to involve a human operator in conducting operations based on virtual localization. In this way, the virtual localization problem of complex shape objects is of paramount importance.\u0000The purpose of the paper is to propose a new approach for solving the virtual localization problem.\u0000Results. A new mathematical model of the virtual localization problem based on the phi-function technique is proposed. We developed a solution strategy that combines algorithm of generating feasible starting points with non-linear optimization procedure. The testing of the proposed approach was carried out for a two-dimensional case. The computational results illustrated with graphical illustrations are provided that show the efficiency of the proposed algorithm.\u0000Conclusions. The obtained results show that the use of the phi-functions technique prevents the occurrence of erroneous solutions with the intersection of the workpiece surfaces. An algorithm for solving the problem of virtual localization in a two-dimensional formulation for the case when the part and the workpiece are convex polygons has been developed. For the considered test problems, the solution time did not exceed 2.5 sec, which fully meets the requirements of industrial use. In the future, it is planned to extend the proposed method to the cases when the CAD model of the part has an arbitrary shape and is formed by Boolean operations on geometric primitives. Keywords: polygonal domain, phi-function technique, virtual localization, CNC machining.","PeriodicalId":34598,"journal":{"name":"Kibernetika ta kompiuterni tekhnologiyi","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45527915","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Using the NEOS Server for Solving Two Classes of Optimization Problems","authors":"Halyna Bila, Oleksandr Korchynskyy, P. Stetsyuk, O. Khomiak, Serhiy Shekhovtsov","doi":"10.34229/2707-451x.22.4.5","DOIUrl":"https://doi.org/10.34229/2707-451x.22.4.5","url":null,"abstract":"NEOS server provides free access to the library of necessary software for solving optimization problems. The effective numerical methods developed can be used for a specific application or for solving a wide range of mathematical programming problems.\u0000The article is devoted to researching the possibilities of solving optimization problems using NEOS server on the example of two mathematical programming problems: a linear Boolean programming problem for the well-known m-traveler problem and nonlinear programming problem for a special multiextremal problem on the Stiefel’s manifold.\u0000The material of the work is presented in 4 sections. Chapter 1 describes general information about using NEOS server for solving optimization problems and focuses on AMPL mathematical programming language as its component. Comparison of the frequency of use of AMPL, GAMS and other input data formats available on the server was conducted.\u0000The second section describes the principle of solving optimization problems using NEOS and provides a list of AMPL-supporting solvers available on the server. Statistics of use frequency of the solvers CPLEX, Gurobi and BARON in comparison with other solvers available on the server, as well as general statistics of the number of solved problems on the server in 2021 are given.\u0000Chapter 3 describes linear Boolean programming problems for the m-travelers problem, which is equivalent to the well-known traveling salesman problem. Performance indicators for solving these problems using CPLEX and Gurobi solvers are given.\u0000In Chapter 4 a study of nonlinear programming problem for a special multiextremal problem on the Stiefel’s manifold is conducted. General formulation of the problem and the formulation of its partial cases depending on the constraints imposed on vector components are given. The efficiency of solving test cases using BARON solver was investigated depending on the number of vectors and their dimensions. Keywords: optimization, NEOS server, AMPL, NEOS solvers, travelling salesman problem, Stiefel’s manifold.","PeriodicalId":34598,"journal":{"name":"Kibernetika ta kompiuterni tekhnologiyi","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48441859","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"On the Use of Gray Codes for Solving 0-1 Combinatorial Problems of Optimization in Environmental and Economic Systems","authors":"O. Trofymchuk, V. Vasyanin, Volodymyr Sokolov, A. Chikrii, L. Ushakova","doi":"10.34229/2707-451x.22.4.2","DOIUrl":"https://doi.org/10.34229/2707-451x.22.4.2","url":null,"abstract":"Introduction. The application of binary-reflected (mirror, reflexive) Gray codes for solving combinatorial problems with pseudo-Boolean functions (polynomials from Boolean variables) is considered. A recursive Ehrlich algorithm is given for generating a sequence of lines n-bit Gray codes, in which each subsequent line differs from the previous one by only one digit (bit). As an example of the effectiveness of the use of these codes, the solution of two combinatorial problems with Boolean variables with a complete enumeration of solutions is considered, and it is shown how these codes can be used to efficiently calculate the values of the objective function and constraints. The results of an experimental study are presented, which show that Gray codes can be practically applied in branching schemes, for example, in the branch and bound method, when the number of variables in the branching nodes of the decision algorithm does not exceed 35. \u0000Purpose. The purpose of the article is to show the developers of algorithms and programs how to apply Gray codes in various branching schemes of the decision algorithm, for example, in the branch and bound method, when the number of binary (Boolean) variables at the nodes of the tree is small (less than 35).\u0000The technique. The research methodology is based on a computational experiment for solving the 0-1 knapsack problem with the proposed algorithm of exhaustive search the solution with partial and full recalculation of the values of objective function and constraint of the problem. During the experiment, the accuracy of solving the problem by a “greedy” heuristic algorithm with time complexity O(n2) was also checked.\u0000Results. As a result of the experiment, it was found that the algorithm with a partial recalculation of the objective function and restrictions can be used for practical calculations in branching schemes, when the number of variables in the nodes of the branching tree does not exceed 35. The algorithm with partial recalculation is faster than the algorithm with full recalculation on average by 7 times. The heuristic \"greedy\" algorithm can be applied in practice to solve the 0-1 problem of a knapsack of large dimension (more than 10,000 items), when need to obtain an approximate value of the objective function at the limited computing resources. \u0000Scientific novelty and practical significance. The novelty of the work lies in the proposed approach to solving combinatorial optimization problems with pseudo-Boolean functions using Gray codes. The efficiency of the proposed algorithm with a partial recalculation of the values of the objective function and constraints is shown, and its can be applied in practice in various branching schemes of the decision algorithm. Keywords: Gray codes, combinatorial optimization problems, problem solving time.","PeriodicalId":34598,"journal":{"name":"Kibernetika ta kompiuterni tekhnologiyi","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47007301","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"About the First Association of Users of the «MIR» Series Computer","authors":"V. Glushkova, Serhii Zhabin, T. Korobkova, Zoya Bogemska","doi":"10.34229/2707-451x.22.4.1","DOIUrl":"https://doi.org/10.34229/2707-451x.22.4.1","url":null,"abstract":"The article examines the history of the creation and activity of the association of users of the «MIR» line of computers in the 1960 – 1970, which was the first in the USSR. Computers of the «MIR» series were developed under the leadership of academician Glushkov at the Institute of Cybernetics of the Academy of Sciences of the Ukrainian SSR. For «MIR» machines, the audacious task was set to make machine (mathematical) language as close as possible to human language. Thus, not only a programmer engineer (who understands machine codes) could become a user of the new computer, but a wide range of engineers, students and other specialists, after minimal mastering, could independently perform calculations within the limits of their tasks. The «MIR» line of computers implemented the principle of \"intellectualization of computers\" and it was very popular among a wide range of users (and was also exported to Europe) due to the interface, the possibility of dialogue in simple natural language, developed machine \"intelligence\". The huge number of publications about «MIR» in the leading mass media and magazines show that in the 1960 – 1970 the maximum possible information field was covered in the fairly closed USSR and prove a conscious and organized information campaign led by V.M. Glushkov and his team. Today we would talk about PR and marketing, but back then we were not advertising a product, but writing about Soviet scientists and their achievements. Several hundred organizations were members of the «MIR» user association. Similar computer associations already existed in the West, but for the socialist economy of the Soviet Union it was a bold and pioneering step. As part of the association's work, conferences and distribution of collections, meetings of users of the «MIR» computer were regularly held. During these meetings and conferences, users considered ways to improve the operation of computers, identified and eliminated shortcomings in the operation of machines, and proposed new technical ideas for implementation in development. The activities of the majority of Kyiv cyberneticians in the association were voluntary. During the Brezhnev stagnation, the format of civil activity of scientists became less and less suited to the state. Despite the huge contribution to the development of IT technologies, the Association of Computer Users «MIR» was closed, and similar associations in the USA and other countries continue to operate today. Keywords: «MIR» computer, the first PC, Institute of Cybernetics of the Academy of Sciences of the Ukrainian SSR, «MIR» computer user association, marketing, information campaign in mass media, intellectualization of computers.","PeriodicalId":34598,"journal":{"name":"Kibernetika ta kompiuterni tekhnologiyi","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49638073","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"On Subgradient Methods with Polyak’s Step and Space Transformation","authors":"V. Stovba, O.O. Zhmud","doi":"10.34229/2707-451x.22.4.4","DOIUrl":"https://doi.org/10.34229/2707-451x.22.4.4","url":null,"abstract":"Introduction. Minimization of ravine convex functions, both smooth and non-smooth, arises in many problems of planning, control, stability analysis of dynamic systems, artificial intelligence, and machine learning. Therefore, the development of new and improvement of existing methods is an important task, taking into account the fact that more and more frequently the functions to be minimized depend on a large number of variables.\u0000Special attention should be paid to the methods using the operation of linear transformation of space, which allow to improve the properties of the objective function and significantly accelerate its minimization. Known methods of this type, in particular, ellipsoid methods and r-algorithms, require recalculation of the transformation matrix at each iteration. Therefore, the development of methods with a one-time transformation of space, which have a lower cost of iteration, is definitely an urgent task.\u0000The purpose of the article is to review modifications of subgradient method with Polyak’s step that use a scalar parameter m(1 and one-time space transformation operation. Supplement the justification of the convergence and convergence rate of the modifications described. Give recommendations regarding determination of parameter m and space transformation matrix B.\u0000Results. Subgradient method with Polyak’s step in transformed space and parameter m>1 is an effective method for minimizing smooth and non-smooth convex functions that have a ravine structure. Determination of an appropriate value of the parameter m(1 and space transformation matrix B allows to significantly accelerate this method and use it for minimization functions that depend on a large number of variables.\u0000Conclusions. The development of fast methods for minimization of non-smooth convex functions of many variables with a ravine structure makes it possible to effectively solve modern problems of artificial intelligence, in particular, the problems of machine learning, image recognition, big data analysis, etc. Keywords: subgradient method, space transformation, ravine functions.","PeriodicalId":34598,"journal":{"name":"Kibernetika ta kompiuterni tekhnologiyi","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42381376","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Optimization Problems of Green Energetics","authors":"K. Atoyev","doi":"10.34229/2707-451x.22.3.8","DOIUrl":"https://doi.org/10.34229/2707-451x.22.3.8","url":null,"abstract":"Introduction. The widespread introduction of \"green energy\", which is based on renewable energy sources (RES), is recognized as the main direction on which the efforts of the world community should be concentrated in the fight against global warming. The complex network structure of the modern global economy requires a deep scientific substantiation of measures for such a transformation of the energy sector and forecasting their long-term consequences, which, in the face of growing uncertainty associated with the emergence of a large number of new systemic risks, is not an easy task. The decarbonization of the energy sector through greater use of renewable energy is thus a complex minimax optimal control problem and requires the creation of appropriate mathematical models for its solution. The article proposes a mathematical model for determining the dynamics of changes in the share of green energy (SGE) in the overall energy balance, which minimizes the growth rate of greenhouse gases (GG) in the atmosphere and maintains a given standard of living for the population.\u0000The purpose of the article is to investigate, using mathematical modeling, how a change in the SGE affects the level of decarbonization and the quality of life of the population, to determine the optimal levels of the SGE, at which the level of GG is minimized and energy production and production functions of some sectors of the economy are maximized.\u0000Results. A mathematical model has been developed to determine the conditions under which the growth rate of GG concentration in the atmosphere is minimized and a given standard of living of the population is maintained. The model combines in a single structure similarly described sectors of the economy, each of which is considered in terms of productivity levels, the number of jobs and structural disturbances (six-sector Lorentz model with varying coefficients depending on the level of GG. The model allows us to explore how changes in GG levels and the relationship between various sectors of the economy affect the risks of sustainable development and the quality of life of the population. The conditions for the occurrence of turbulent modes of operation are determined, which lead to an increase in the total number of structural disturbances and a decrease in the total level of productivity.\u0000Conclusions. The obtained results show that there is a critical level, starting from which the further growth of SGE in the overall energy balance leads to a reduction in the total volume of products created by the energy sector, which negatively affects the quality of life of the population. The development of this work will be aimed at identifying effective trajectories for the transformation of the energy sector in order to minimize GG emissions and structural disturbances and maximize the levels of production functions of economic sectors. A multicriteria optimal control problem will be investigated, which would allow solving practical problems ","PeriodicalId":34598,"journal":{"name":"Kibernetika ta kompiuterni tekhnologiyi","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-11-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45469494","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"On Polyhedral Coherent Risk Measures and Portfolio Optimization Problems","authors":"V. Kirilyuk","doi":"10.34229/2707-451x.22.3.5","DOIUrl":"https://doi.org/10.34229/2707-451x.22.3.5","url":null,"abstract":"Introduction. The problem of decision-making under risk and uncertainty lies in the use of adequate criteria for assessing their optimality, in particular, in an adequate risk assessment. Various functions are known that are used as risk measures. For technical systems, the probability of an accident (failure) is used, in insurance – the probability of bankruptcy, in finance – Value-at-Risk, etc. At present, the concept of a coherent risk measure (CRM), in which its basic properties are postulated, is widely recognized.\u0000The paper considers CRMs and their subset, the polyhedral CRMs (PCMRs), which have attractive properties and contain a number of important risk measures. Such risk measures are well defined on complete information about the stochastic distributions of random variables.\u0000However, applications usually contain only partial such information from observational data. This only allows one to describe the stochastic distribution by an ambiguity set (AS). For such a case, robust PCMR constructions intended for risk assessment at AS are considered in the paper. The computation of such PCRM constructions in the form of linear programming problems (LP) is described.\u0000To demonstrate the use of the PCRM apparatus, the problems of portfolio optimization on reward-risk ratio are considered, where reward and risk are estimated by the average return and some PCRM respectively for known stochastic distributions, and by their robust constructions under uncertainty with AS. It is described how in both these cases the portfolio optimization problems are reduced to appropriate LP problems.\u0000The purpose of the paper is to describe the PCRM apparatus for assessing risks under uncertainty with AS and demonstrating the effectiveness of its application to linear problems on the example of portfolio optimization problems.\u0000Results. The use of the PCRM apparatus for the case of uncertainty with AS in the form of appropriate robust constructions and their application to portfolio optimization problems on reward-risk ratio is described. The conditions under which these portfolio problems are reduced to the corresponding LP tasks are formulated.\u0000Conclusions. The PCRM apparatus can be effectively applied to linear optimization problems under uncertainty with AS, which is demonstrated by the example of portfolio optimization problems. The reduction of portfolio problems to LP problems allows one to effectively solve them using standard methods. Keywords: coherent risk measure, polyhedral coherent risk measure, CVaR, ambiguity set, portfolio optimization, linear programming problem.","PeriodicalId":34598,"journal":{"name":"Kibernetika ta kompiuterni tekhnologiyi","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-11-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46359679","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}