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This work contains the explanation of theoretical plans concerning the use various heuristic schemes of the solution of tasks of management in practical projects. In this case the uncertain factors are presented only by a finite set of historical data.
The problems of control applied investment processes under risk conditions are considered. Firstly, theoretical considerations given regarding the formulation and approximate solution of the optimization problem in the presence of finite series of observation of the flow of the process. □ Secondly, we present the results of the computational experiments.
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