Technologies of logical and probabilistic risk management of socio-economic systems

Technologies of logical and probabilistic risk management of socio-economic systems is an approach to managing the state and development of socio-economic systems for information and analytical support for managers in making decisions. The technology was developed in the ISAPR laboratory, IPMash RAS .

Technologies for managers are considered as the intellectual part of the Russian informatization project. They model the development of both the whole and individual areas: education, medicine, etc. Compare areas, cities, regions and areas for the quality of development.

The problem of sustainable development of the state was dealt with by well-known scientists, Nobel Prize winners: James McGill Buchanan , who studied the model of sustainable development of the state on the basis of the contractual and constitutional foundations of the theory of economic and political decision-making ^[1] , and James Heckman (James J. Heckman), who created the theory of analysis of selective samples for the study of microdata, heterogeneity and policy evaluation based on statistical data of socio-economic processes ^[2] .

The outstanding economist Peter F. Druker believed that the sustainability of the development of the system (state) depends on the decision-makers. The manager, in his opinion, should be able to solve new problems: manage based on goals, take risks for a long period, calculate all risks, choose a justified risk option, make strategic decisions and see the problem as a whole ^[3]

Norbert Wiener and John von Neumann believed that methods for managing economic and social systems and processes should be based on combinatorics, logic and sets. Rudolf Kalman wrote that the problem of “data → a model that explains data” is fundamental to any branch of science. The logical and probabilistic risk models meet these requirements, allowing one to analyze the contribution of events to achieving the goal, combine models, manage development, and allocate resources for development.

The logical and probabilistic model of the successful development of Russia ^[4] . The development goals of different countries and regions may be different. For example, China is holding back population growth, and Russia is concerned about its increase. When choosing a management goal, the concept of the Nobel dynasty on social justice in society was used. Three generations of Nobels, immigrants from Sweden, worked in Russia in the 19th and early 20th centuries. Their concept was that they spent a significant part of the profits from the business on workers: they paid decent wages, built houses, kindergartens and schools, and provided free medical services.

The logical and probabilistic model of Russia's successful development contains, based on the concept of Nobels, a combination of two scenarios: 1) Increase in the birth rate and 2) Increase in demand for real estate in Russia. In the model 33 initiating and derivative events are connected by logical connections OR, AND, NOT. The probabilities of initiating events (IS) are estimated from non-numerical, inaccurate and incomplete expert information (IUU information) ^[5] . The logical and probabilistic model of Russia's successful development can logically include other logical and probabilistic models and scenarios, for example, countering bribes and corruption, countering drug addiction, etc. The model uses events related to economics, politics, law and laws.

IP in the model Increase in demand for real estate : increase in jobs, quality education, increase in development, tenders, purchase of futures, search for suppliers, social programs, decrease in mortgage rates, economic stability in the country. IP in the model Increasing the birth rate : legal protection of mothers and families, providing housing, helping low-income families, the Health program, increasing wages for workers, supporting the state, building new kindergartens, economic stability in the country, improving quality and free medical care, leisure , regular family income. Derivative events of the logical and probabilistic model of successful development: a decrease in prices for building materials, an increase in household income, a decrease in real estate prices, affordable housing, legal support, social programs, early childhood education, improved medical care, strengthening family relationships, increased demand for real estate , birth rate increase, successful development of Russia.

The dynamism of the LP-model is ensured by the fact that the probabilities of initiating and derivative events are specified using statistical data, or IUU information, or as new events appear in economics, politics, law, and laws.

Quantitative risk analysis is performed according to the contributions of initiating events to the final event ^[6] . The structural and probabilistic significance of the initiating event is considered. Structural significance takes into account the number of different paths with an event leading to the resulting event. The probabilistic significance of the event takes into account its place in the structure and probability.

Operational and strategic risk management. ^[6] . During operational management, the significance and contributions of triggering events to risk are analyzed, resources are allocated to change the probabilities of the most significant triggering events. Strategic risk management of the development of the system is carried out according to the complex object management scheme. It consists in controlling the movement along the program path and correction when deviating from it. The strategic development program includes resources for management and correction. A logical and probabilistic risk model is written for each stage of strategic development.