COORDINATING CONTROL OF A COGNITIVE MAP IMPULSE PROCESS IN STOCHASTIC ENVIRONMENT

Volume 67, Issue 4, 2022, pages 49-58

DOI: http://doi.org/10.34229/2786-6505-2022-4-4

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Victor Romanenko, Educational-scientific Institute for Applied System Analysis of National Technical University of Ukraine «Igor Sikorsky Kyiv Polytechnic Institute», ipsa@kpi.ua, romanenko.viktorroman@gmail.com 

Yurii MiliavskyiEducational-scientific Institute for Applied System Analysis of National Technical University of Ukraine «Igor Sikorsky Kyiv Polytechnic Institute», yuriy.milyavsky@gmail.com


Abstract

This paper considers ratio control (coordinating control) in cognitive maps (CM) impulse processes. CM is a model of a complex system in the form of a directed graph, where the nodes represent main factors (concepts) in this system and ed­ges represent relationships between them. The importance of this problem is explained by the fact that in complex social, economic, political, ecological and other systems that can be described through the CM, it is very often required to establish certain relationships between the key factors of the systems represented by the CM nodes. The relationship is presented in the form of a system of linear equations, where the variables are the CM nodes coordinates. When formulating the problem it is assumed that the CM nodes can be directly controlled, and also that the system operates in stochastic environment. An optimality criterion is proposed in the form of a generalized variance of ratios discrepancies and cont­rol increments, which simultaneously ensures compliance with the desired ratios and limited amplitude of controls. At the same time, the standard problem of stabilizing the CM nodes coordinates at predefined levels is formulated, but the coordination problem is considered to have a higher priority. In the process of solving, the two-criteria problem is reduced to a one-criteria optimization problem with linear constraints. The solution was obtained based on the use of the Lagrange multipliers method. Numerical modeling of the CM impulse process of a commercial bank under the influence of random disturbances has been carried out with the assumption that the bank has to maintain a ratio between the volumes of loan and deposit portfolios. It is shown that the method is effective, since the ratio variance significantly decreased when using the proposed method compared to the control that takes into account only the nodes stabilization at the given levels. The quality of control and the amplitude of control inputs remained almost not changed.


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