Participants and sections of
Third Moscow International Conference on Operations Research

F Generalization of VaR-Criteria on Option Market G.A. AGASANDIAN
N$ _1$ Guarantee of Survivability of Symmetrical Hierarchical Networks M.B. AHMADI
CIFER Optimization of Transfer Distribution YU.K. ALEXANDROV and A.P. CHERENKOV
CIFER Guarantee Fund of Futures Exchange: the Sufficiency Estimation with the Aid of Kinetic Models S.A. AMOSSOV
E Tax Policy Influence on Investment under Uncertainty V.I. ARKIN and A.D. SLASTNIKOV
E The Model of Industry under Working Capital Deficit E.V. AVTUKHOVICH and A.A. SHANANIN
M$ _3$ A Model for the Vortex Forecasting System PeCIFERormance A.S. BELOTSERKOVSKY, T.V. KALYADINA, and V.V. MOROZOV
F Construction of the Optimal Surrender Charge System for Endowment Zero Loading Policy G.A. BELYANKIN and A.YU. SEMENOV
S New Optimization Problems for Large Socio-Economical Models M.S. BERADZE, A.S. MAKARENKO, and M.R. MNATSAKANIANI
MDM Experimental Software of Nonlinear Feasible Goals Method V.E. BEREZKIN, G.K. KAMENEV, and A.V. LOTOV
G$ _2$ A game of spatial competition on the line V.M. BOURE
MDM Application of Edgeworth-Pareto Hull Approximation Techniques in Water Quality Planning L.V. BOURMISTROVA
CIFER The Technologies of Financial Engineering for the Reception of the Investments to the Russian Enterprises M.V. CHEKOULAEV
E Homogeneous Problem of Dynamic Stochastic Programming for Investment Strategy of a Proprietor S.V. CHUKANOV
MDM Selecting Effective Points by Means of Aspiration Level Metod S.YU. CHURKINA
F Power Energy Wholsale Market Model M.R. DAVIDSON
F Ruin in Dynamic Risk Model D.V. DENISOV
F Assets-Liabilities Management of Commercial Bank Based on Statistical Analysis of Financial Markets V. DOMRACHEV, V. NORKIN, and V. KIRILYUK
MDM Problem-Independent Estimate of Asymptotic Efficiency for Polyhedral Approximation of Convex Feasible Sets in Criterion Space R.V. EFREMOV and G.K. KAMENEV
CIFER A Control System for Commercial Bank (BCS) A.I. EKUSHEV
CIFER Formation of Financial Engineering in Russia and Computational Intelligence F.I. ERESHKO
CIFER Computaional Experiments with Models of Passive Evolution for Commercial Bank Process ANT. F. ERESHKO
CIFER Local-Optimal Strategies in a Problem of Security Portfolio Management ART. F. ERESHKO
LSO Mathematical Model of Conversion M.V. EVDOKIMOV
F Monotone Numerical Methods for the Option Pricing and Hedging Models A. FAVORSKY, P. MIKHAILOVA, and S. SMIRNOV
N$ _1$ Network Routing Model with Vector Cost Criteria V.V. FEDOROV and N.S. VASILYEV
N$ _2$ Operations Research for Queuing Systems A.S. FOMIN
N$ _2$ The Solution of a Problem of Resources Distribution under Uncertainty M.G. FOUROUGIAN, D.R. GONCHAR, and I.V. LEDAK

MDM Human Choice with Individually Difficult Tasks E. FUREMS, O. LARICHEV, A. LOTOV, K. MIETTINEN, and G. ROIZENSON
CIFER The Model of the Buffer Company That Actualizes the Trading by Small and Super Small Lots on the Russian Shares Market I.I. GASANOV
G$ _1$ The game of quality in $Z^n$ S. A. GETMAN
CIFER Solving Certain Problems of Cancelling Mutual Debts E.KH. GIMADI and N.I. GLEBOV
M$ _2$ Universal Mathematical Model for Optimal Configuration of the Blood Microvascular Junction V.A. GLOTOV
CIFER Financial Optimization D.J. GOLEMBIOVSKI
S Equilibrium in a Model of Endogenous Political Party Formation ANDREI M. GOMBERG, FRANCISCO MARHUENDA, and IGNACIO ORTU~NO-ORT´IN
O Correcting the System of Constraints of a Linear Program with the Aid of Minimax Criterion V.A. GORELIK and R.R. IBATULLIN
O Problem of Approximation with Variation of All Data V.A. GORELIK and O.V. MURAVYOVA
M$ _3$ Some Approaches to Simultaneous Use of Forecasts based on a Mathematical Modeling and Expert Forecasts GURIN L.G.
N$ _2$ The Choice of the Net Structure and User Strategies in the Internet DAM QUANG HONG HAI
S A Bayesian Approach to Uncertainty Aversion YORAM HALEVY and VINCENT FELTKAMP
CIFER Financial Design Subject to Regulative Instructions of the Bank of Russia YU.N. IVANOV
MDM Dual Algorithms for Polyhedral Approximation of Convex Feasible Sets in Criterial Space G.K. KAMENEV
LSO Architecture of Self-Learning Controller P.S. KANTOR, S.N. TKACH, D.G. TKACHENKO, and V.N. ZAKHAROV
CIFER Hedging of Prices on Commodity Markets with the Use of Put Options A.E. KARPOV and E.V. MELOKUMOV
M$ _2$ Models of Bioelectric Processes in the Myocardium on the Basis of Autoregression at Availability of Martingale-Difference-Type Hindrances O.A. KATSYUBA, A.N. PESHEKHONOV, and K.A. UGNICH
M$ _3$ Picture State Parameters in the Monitored Space Estimation A.N. KATULEV, M.F. MALEVINSKY, and G.M. SOLOMAKHA
E Modeling and Optimization of Interaction between the Investor and Several Regions Taking Into Consideration Their Investment and Financial Policy R.V. KHACHATUROV
O Global Optimization in Several Operations Research Problems O. KHAMISOV
O Optimization of Estimates for Characteristics of Dynamical Systems Based on 2nd Lyapunov Method D.YA. KHUSAINOV, A.F. IVANOV, A.M. RUBINOV, A.S. BYCHKOV, and V.P. MARTSENYUK
CIFER Optimal Strategies in the Problem of Allocating State Production Orders G.V. KOLESNIK

S Scenario Calculus as Effective Tool for Scenario Analysis D.A. KONONOV
N$ _1$ Management Controls in Telephone Networks M.G. KONOVALOV
E The Equivalence of Different Formulations for the Problem of Constructing Economic Indices D. S. KORNYUSHINA
N$ _2$ Methods of Schedule Construction at Joint Hardware and Software Design of Computing Systems V.A. KOSTENKO
M$ _2$ Rational Decision Making Procedure for a Clinical Task YU.B. KOTOV
N$ _2$ Some Algorithms for Multiprocessor Scheduling Problems V.P. KOZYREV
M$ _3$ Computational Technology ``Key To Text" for Semantic Search and Retrieval of Textual Information M.G. KREINES
M$ _2$ Physicians' Decision Making Model and Living Knowledge Technology M.G. KREINES
G$ _2$ Cournot Tâtonnement in Finite Games with Additive Aggregation N.S. KUKUSHKIN
E Model of Traditional Agricultural Production Sector DIABATE LASSINA
G$ _2$ The Complexity of the Computation of Maximin for Square Function V.N. LEBEDEV
F Hedge Portfolio for Option Pricing with Different Share Prices for Selling and Buying DMITRY LEVCHENKOV
N$ _2$ Error Bounds for the Aggregation in the Generalized Transportation Problem IGOR LITVINCHEV, DMITRY KOVKOV, and SOCORRO RANGEL
G$ _1$ Optimization of a Guarantee for a Class of Differential Games L.N. LOUKIANOVA
G$ _2$ OR in Parameter Estimation of Discrete Distribution M.M. LUTSENKO and S.G. MALOSHEVSKII
G$ _1$ Minimax Problem of Control of a Parabolic Variational Inequality V.I. MAKSIMOV
N$ _1$ Mathematical Methods for Maximizing Survivability of Multiuser Systems with Network Structure YU.E. MALASHENKO
G$ _1$ Nondominated Solutions of Noncooperative Differential Games M.B. MAMEDOV
S More on the Sequential Generalized Lorenz Dominance FRANCISCO MARHUENDA and VITO PERAGINE
N$ _2$ Fast Method for Finding an Optimal Architecture for a Neural Network Approximator M.I. MARKIN
S House-Selling Problem in Game-Theoretic Way V.V. MAZALOV and I.A. FALKO
LSO Decomposition of Linear Programs with Binding Constraints and Variables V.G. MEDNITSKY and YU.V. MEDNITSKY
F Models for Market Risk Measurement I.S. MENSHIKOV and D.A. SHELAGIN
F Informational Effectiveness of Double Auction I.S. MENSHIKOV and A.V. PERSHIN
CIFER Evolution of the Securities Market in Russia YA. M. MIRKIN
LSO To the Theory of Kernels and Hulls in Transportation Polyhedrons A.A. MIRONOV
G$ _1$ Hierarchical Repeated Game with Restriction on the Time of Observation E.Z. MOKHONKO
MDM Kyoto Index for the Power Plants in the USA VLASTA MOLAK, VSEVOLOD SHAKIN, and VADIM STRIJOV
S On the Optimal Organization of the Tax Service HAMIDREZA NAVIDI and ALEXANDER VASIN
N$ _1$ Branch-and-Bound Method for the Network Vulnerability Problem I.A. NAZAROVA
M$ _1$ About Flexibility of Linear and Nonlinear Control Systems M.S. NIKOLSKII
MDM Two Models for Multicriterial Games N.M. NOVIKOVA, I.I. POSPELOVA, and E.M. KREINES
MDM Dynamic Multicriterial Antagonistic Games with Fixed Order of Moves N.M. NOVIKOVA and A.S. SEMOVSKAYA
E The Andronov-Hopf's Bifurcation in Price Formation Models of Walras Type with Delay N.K. OBROSOVA
CIFER A Simplified Model for the Simulation of Oligopolistic Markets V.V. OKHRIMENKO
S An Ecological Demographic Economic Model N.N. OLENEV and N.V. BELOTELOV
O An Implementation of the Parallel Continuation Algorithm for Global Optimization I.V. ORLYANSKAYA, Y.N. PERUNOVA, and S.K. ZAVRIEV
O A Method of Computing the Best $L_1$ Approximations in Classes of Distributions V. P. PANTELEEV
M$ _1$ On Structure Preservations of Complex Control Systems YU.N. PAVLOVSKY and G.I. SAVIN
MDM Aggregation of Multi-Attribute Objects in Multiset Metric Spaces A.B. PETROVSKY
O Two-Model Quadrature Formulas in Numerical Integration N.M. POPOV
LSO On Expansion of Exponential Complexity of Algorithms of Discrete Optimization into a Succession of Polynomials, Corresponding to Local Algorithms, Based on the Imbedded Partial Order Relations and Semi-Groups of Transformations S.F. ROGOV
N$ _2$ Greedy Algorithms for Schedules Constructions with Minimization of Processor Number V.G. ROMANOV
M$ _1$ Conditional Strategic Equivalence and Frame Restricted Choice with Applications to Regulatory Risk and Uncertainty: Some Further Results M. J. RYAN
M$ _3$ Fiducial Evaluation of the Mean Residual Discrete Useful Life of Furnishing Items of Flight Vehicles G.S. SADYKHOV, N.A. SEVERTSEV, and A.V. GERASIMOV
CIFER The System-Scenario Analysis of Global Financial Strategies V.N. SARAEV and I.V. PODOLYAK
MDM The Assessment of Ordering of the Multi-Dimentional Alternatives under the Condition of Limited Information I.F. SHAKHNOV and S.P. MAKEEV
S Intermediation and the Poor Property Rights Protection D.V. SHAPOSHNIK
F Cooperative Allocation of Risk Capital D.A. SHELAGIN
M$ _1$ Orbital Modular Constructions: Evaluation and Visualization of Control Processes D. SILAEV
LSO Branch and Bound Method for a Problem of Optimal Allocation of Funds S.K. SKRIPOV
G$ _1$ On Information Structure in Games with Separate Dynamics N.M. SLOBOZHANIN
N$ _2$ Mathematical Models and Optimal Algorithms of Dynamic Data Structure Control A.V. SOKOLOV
G$ _2$ Characterization of Competitive Resource Allocations through the Local Bargaining A.I. SOTSKOV
CIFER A New Approach for Estimation of the Risk in the Financial Engineering E.M. STOLYAROVA, L.N. STOLYAROV, and A. BERSHADSKY
O D.C. - Programming: Theory and Algorithms A. STREKALOVSKY
N$ _2$ Genetic Algorithms for Shedule Construction that Minimizes Number of Processors A.G. TREKIN
F Binomial Model for Option Value for a Portfolio of Capital Projects under Uncertainty A.A. VASIN, V.V. MOROZOV, and D.A. SAPOZHNIKOVA
S Tax Optimization under Tax Evasion: the Role of Informational Asymmetries A.A. VASIN
S A Model of Tax Enforcement Optimization with Two Possible Levels of Income P.A. VASINA
N$ _2$ Research of Possibility to Apply Hopfield Neural Net for Solving Schedule Construction Problem A.V. VINOKUROV and V.A. KOSTENKO
MDM Intercoalition Multiple Objective Decision Making for Linear Problems V.L. VOLKOVICH and G.A. DOLENKO
G$ _2$ A Space Model of War Attrition A. A. VYSELKA and O. A. MALAFEYEV
MDM Web Implementation of the Multi-Attribute Graphic Search for Preferable Decision Alternatives Given in Large Lists A.D. ZAITSEV, A.A. KISTANOV, and A.V. LOTOV
LSO Knowledge Base Update in the Decision Making Process V.N. ZAKHAROV and T.A. STEFANYUK

TEX-format (15 Kb) PDF-format (56 Kb) PS-format (44 Kb)

ORM2001 Home page