20.09.2004

15.00-18.00

CMC MSU

Room 646 (Leninskie Gory, MSU, 2^nd educational building, 6d floor)

21.09.2004

10.00-11.00

CC RAS

Conference hall (Vavilova st., 40, 3^rd floor)

11:00

Opening of ORM2004

Welcome Director of CC RAS

Yu.G. Evtushenko

Welcome Chair of Program Committee

A.A. Petrov

11:10

Plenary lectures

Chair:

Yu.A. Flerov

11:10

I.G. Pospelov

“Modelling of Russian Economic Structures’ Evolution”

12:00

A.A.Vasin, P.A.Vasina

“Supply Function Auctions and Electricity Markets”

13:00

Lunch

14:00

Game Theory

Chairs:

V.V. Morozov

N.S. Kukushkin

14:00-14:20

14:20-14:40

14:40-15:00

15:00-15:20

N.S. Kukushkin

V.I. Maksimov

L.A. Petrosjan, S.I. Mamkina

S. Chistyakov

“Generalized Congestion Games”

 “On compensation of disturbances in nonlinear controlled systems”

“New Value for Dynamic Coalitional Game”

“On the Theory of Cooperative Games”

15:20

Tea break

15:40-16:00

16:00-16:20

16:20-16:40

16:40-17:00

E.Z. Mokhonko

V.I. Erokhin, A.F. Tarakanov

V.V. Mazalov, A.N. Rettieva

V. Shelomovsky

 “Investigation of Optimum Regimes of Information Reception with Help of Nonantagonistic Dynamical Games”

“On minimax matrix correction of matrix game”

“A Fishery Game Model with Migration: Reserved Territory Approach”

“Game theory teaching through computer games”

Room 113

Conference hall

10:00

Optimal Control and Optimization

Chairs:

D.V.Denisov

A.V.Arutyunov

10:00

OR Applications to Economics

Chairs:

I.G. Pospelov

A.A. Shananin

10:00-10:20

10:20-10:40

10:40-11:00

11:00-11:20

11:20-11:40

A.M. Valuev

“On formulation and solution of optimization problems for switching discrete-time processes”

Bernd Kummer

“Lipschitz stable stationary points under canonical perturbations of NLP's or Variational Inequalities”

T.T. Bregman, I.N. Fokin

“Structural properties and methods of finding decisions in optimization and game-theoretical resources allocation problem”

N.M. Popov

“Optimal two-model quadratures for numerical integration”

V.E. Podobedov

“Application of Variety Analysis Methods for Estimation of Effectiveness of Optimization Algorithms”

10:00-10:30

10:30-10:50

10:50-11:10

11:10-11:30

11:30-11:50

A.A. Vasin, P.A. Vasina, F. Marhuenda,

E.E. Tyrtyshnikova

“Mathematical Models of Tax System Optimization”

N.K. Obrosova, A.A. Shananin

“Mathematical modeling of interaction between power industry and energy consuming branches in Russian economy”

A.V. Akparova

“Resources allocation in industry with deficit of circulating assets”

K.Yu. Borisov, V.A. Kipyatkova

“Research of relationship between economic growth and social disparity: a model with heterogeneous consumers”

N.N. Olenev, V.A. Lobachev

“Analysis of the U.S. Drug Market”

11:40

Tea break

11:50

Tea break

12:00-12:20

12:20-12:40

12:40-13:00

13:00-13:20

A.Z. Ishmukhametov

“The Optimization Methods with Finite-Step Inner Algorithms”

A.A. Dar’ina, A.F. Izmailov, M.V. Solodov

“A Class of Active-set Newton Methods for Mixed Complementary Problems”

L.N. Polyakova

“On a Continous Method of the Minimization of a Maximum Function”

V.G. Malinov

“Projection Two-step Variable Metric Methods”

12:10-12:30

12:30-12:50

12:50-13:10

13:10-13:30

A.A. Korneev

“Import Duties and International Trade Competition”

Y.A. Stepanov, G.M. Solomakha

“Game theoretic modelling of taxation enterprises”

V.V. Ohrimenko

“Mathematical foundations of the expenditure taxes advantages”

V. Domrachev

“Improving Monetary aggregates and Economic Growth”

13:20

Lunch

13:30

Lunch

14:20

14:20-14:40

14:40-15:00

15:00-15:20

15:20-15:40

Continuation

Yu.P. Laptin, N.G. Zherbenko,

V.N. Kuz’menko

“Decomposition in Variables for Nonlinear Optimization Problems”

M.V. Vtyurina, V.G. Zhadan

“Interior-point Method for the Linear Complementarity Problem”

M. Andramonov

“Numerical Methods of Abstract Convex Analysis”

I.I. Gasanov

“About optimizing stochastic process parameters on an available time series for the problem of stochastic optimal control with discrete time”

15:00

15:00-15:20

15:20-15:40

15:40-16:00

16:00-16:20

16:20-16:40

16:40-17:00

17:00-17:20

Multi-objective optimization

Chair:

A.V. Lotov

D.Ya. Khusainov, G.A. Dolenko,

E.A. Velichko

“Problem of coordination in matrix structure of management”

Yu.V. Kirillov

“Multicriteria Optimization Methods in Information Process Engineerings of Control”

V.E. Berezkin, A.V. Lotov

“Two-phase Method for Approximating the Edgeworth-Pareto Hull for Non-linear Models”

 N.B. Brusnikina, A.V. Lotov

“Moving Pareto frontier for dynamic models”

R.V. Efremov, G.K. Kamenev, A.V. Lotov

“Constructing an Economical Description of a Polytope Using the Duality Theory of Convex Sets”

A.S. Fomin

“Multiobjective optimization of procedure of statistical classification of supervision”

A.I. Pospelov

“About polyhedral approximation of Edgeworth-Pareto convex hull for the special class of the integer multicriteria optimization problems”

15:40

Tea break

16:00-16:20

16:20-16:40

16:40-17:00

17:00-17:20

V.A. Chushkin

“Optimal Control Problem by Discrete Fourier Filter”

V.V. Karelin

“Exact penalty in one feed - back optimal control problem”

A.V. Arutyunov, D.Yu. Karamzin,

F.M.F.L. Pereira

“A Nondegenerate Maximum Principle for the Impulse Control Problem with State Constraints”

I.M. Proudnikov

“Construction of a Stabilizing Control and Solution for a Problem of the Center and Focus for Differential Systems with a Polynomial Part on the Right Side”

Conference hall

Room 113

10:00

OR Models and Methods

Chairs:

A.A. Belolipetskiy

M.G. Fourougian

9:30

Network Problems and Auctions

Chairs:

A.A. Vasin

N.M. Novikova

10:00-10:20

10:20-10:40

10:40-11:00

11:00-11:20

11:20-11:40

A. Belolipetskiy, D. Semenovykh

“Mathematical Modelling of Hydrogen Crystallization Process at Freezed Wall of Lazer Target”

M.I. Rykova

“Asymptotic long-time behavior of solutions of the Cauchy problem for some quasilinear parabolic equation”

V.V.Shakin, A.A.Ivanov, O.N.Krever,

M.S.Stishov, T.V.Kazakova

“Life Support Systems in Medicine and Biology”

M.G. Kreines, A.A. Afonin

“Digital libraries with human interface: Information storage, retrieval, and analysis toolkit”

I.F. Shahnov

“Application of Graph Theory to the Task of Estimation of Goal Importance

Coefficients”

9:30-9:50

9:50-10:10

10:10-10:30

10:30-10:50

10:50-11:10

E.M. Kreines

“Multicriteria game model for two-sided auctions”

Julia. V. Chuiko

“The problem of fair bandwidth sharing in linear network”

Yu. Dogaduskina

“The specificity of game theory problems with joint constraints by the example of electricity auction”

Yury Zhuravel

“Equilibrium concept and decentralized market design for network double auction”

M.B. Ahmadi

“A comparison of effectiveness of circular and radial reserve in survivability of symmetrical hierarchical networks”

11:40

Tea break

11:10

Tea break

12:00-12:20

12:20-12:40

12:40-13:00

13:00-13:20

A.A. Gavrilenko

“Mathematical model for determination of enterprise pollution quotas”

O.A. Popova

“The Approach to Modelling of Educational Process”

V.T. Tarushkin, L.T. Tarushkina,

A.V. Yurkov

“Plans of Military Operation”

A.N. Tyrsin

“Robust identification of linear models on experimental data”

11:30-11:50

11:50-12:10

12:10-12:30

12:30-12:50

D.R. Gonchar

“Multibounds heuristic algorithm for design of scheduling  tasks on equal processors”

N.S. Vasilyev,  V.V. Fedorov

“Multicriteria routing in large scale data networks”

I.V. Konnov, O.A. Kashina

“Optimization Based Flow Control in Communication Networks with oving Nodes”

A.A. Vasin, A.V. Sazanov, M.J. Alefirenko,

A.S. Shamanaev

“Simulation of the Russian electricity market”

13:20

Lunch

13:00

Lunch

14:20

14:20-14:40

14:40-15:00

15:00-15:20

15:20-15:40

Continuation

D.S. Guz, D.V. Krassovskiy,

M.G. Fourougian     

“Effective scheduling algorithms for multiprocessor real-time systems”

B.V. Grechuk, M.G. Fourougian

“Optimal Scheduling of Incomplete Communication Graph Multiprocessor Systems”

Takashi Matsuhisa

“Communication leading Nash equilibrium without acyclic condition”

V.A. Filimonov

“VINTSERVING: Service Team of Situation Centre”

14:00

14:00-14:20

14:20-14:40

14:40-15:00

15:00-15:20

15:20-15:40

15:40-16:00

16:00-16:20

OR Applications to finance and insurance

Chair:

F.I. Ereshko

O.B. Bairamov

“Research of the Soros equation for the currency exchange market”

G.A. Agasandian

“A portfolio management approach based on continuous VaR-criterion”

A.N. Ermolov

“About velocity of money circulation”

F.I. Ereshko

“Reflexive market and Soros equations”

A.S. Fomin

“Research of financial operations at innovative designing”

A.F. Ereshko

“Stochastic models for the uncertain factors in management of bank investment portfolio”

G.G. Dimitriadi

“Debt policy as a bubble: Scenario approach”

15:40

Tea break

16:20

Tea break

16:00-16:20

16:20-16:40

16:20-16:40

16:40-17:00

V. Matveenko

“Eigenvectors in systems with operations  and ”

N.N. Aprausheva, Mollaverdi Naser,

S.V. Sorokin

“Unimodality of the Simpliest Gaussian Mixture with More Than Two Components”

A.N. Katulev, M.F. Malevinsky

“Parameter Estimation by Maxmin Method of Likehood Function”

A.V. Fedorova

“Sociologist’ Role in Enterprise Management”

16:40-17:00

17:00-17:20

17:20-17:40

17:40-18:00

18:00-18:20

18:20-18:40

V.V. Morozov, A.N. Popov, A.A. Vasin

“The Optimal Level Stopping Rule for American Options”

Ya.M. Mirkin

“The specific measures of the state regulation on the transitive securities markets”

V.N. Igolkin, A.B. Kovrigin

“About a ruin probability of an insurance company”

K. Osipenko

“Premium computation models in automobile insurance”

G.A. Belyankin, D. Gospodarik

“The game insurer-policyholder in the stohastic interest rate environment”

G.A. Belyankin, O.A. Voronina

“Estimation of IBNR using full information about the development of every claim”

11:00

Welcoming speech Dean of CMC faculty

E.I. Moiseev

11:10

M.R. Davidson, N.M. Novikova

“Electricity Markets: Foreign Experience, Russian Federation”

12:00

F.T. Aleskerov

“Patterns of Party Competition in British and Russian General and Finnish Municipal Elections”

12:50

K.V. Rudakov

“Algebraic Methods of Intelligent Data Processing ”

13:40

Lunch

14:40

OR Applications to Political Science

Chair:

F.T. Aleskerov

14:40-15:00

15:00-15:20

15:20-15:40

15:40-16:00

16:00-16:20

Viacheslav Yakuba

A.Sokolova, N. Blagoveschensky

Yu. Sosina

V.V. Platonov

A. Borodine

“Power distribution in the European Council of Ministers in EU25”

“Evaluation of power of groups and fractions in the Russian parliament (1994-2003) for constitutional majority decision making rule”

“Endogenous formation of political structures and their stability”

“Disproportionality indices for proportional representation systems”

“Social Conformity in the Behavior of Russian Voters”

16:20

Tea break

16:20-16:40

16:40-17:00

17:20-17:40

G.V. Kolesnik

Alexei Zakharov

A.A. Vasin, Yu. Sosina

 “Economic motivation of coalition formation in the international military campaigns”

“Political advertising and policy polarization”

“On some voting paradoxes”

18:00

Closing

Room 651