Author(s): B.Yu. Kyshakevych, A.K. Prykarpatski, I.P. Tverdokhlib, Ya.A. Prykarpatsky, M.I. Vovk
The realistic Markov model of the management of the index of the priority investment on the base of the fuzzy mathematical programming is suggested and studied in detail. Based on the investor's higher dividend interest rate approach, there is also studied the investment portfolio capital optimization problem. The related stability problem is analyzed from the fuzzy decision making theory standpoint. The evolution stability of the market mechanism of the management of the portfolio investment capital is investigated.