IV Moscow International Conference on Operations Research
(ORM2004)
Moscow, September 2125, 2004
Registration:
20.09.2004 
15.0018.00 
CMC MSU 
Room 646 (Leninskie
Gory, MSU, 2^{nd} educational building, 6d floor)

21.09.2004 
10.0011.00 
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 TheoryChairs: V.V.
Morozov N.S.
Kukushkin 


14:0014:20 14:2014:40 14:4015:00 15:0015:20 
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



15:4016:00 16:0016:20 16:2016:40 16:4017:00 
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 

Wednesday,
September 22

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 
10:0010:20 10:2010:40 10:4011:00 11:0011:20 11:2011:40 
A.M. Valuev On formulation and
solution of optimization problems for switching discretetime 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 gametheoretical resources
allocation problem N.M. Popov Optimal twomodel
quadratures for numerical integration V.E. Podobedov Application of Variety Analysis Methods
for Estimation of Effectiveness of Optimization Algorithms 
10:0010:30 10:3010:50 10:5011:10 11:1011:30 11:3011:50 
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 
12:0012:20 12:2012:40 12:4013:00 13:0013:20 
A.Z.
Ishmukhametov The Optimization Methods
with FiniteStep Inner Algorithms A.A. Darina, A.F.
Izmailov, M.V. Solodov A Class of Activeset
Newton Methods for Mixed Complementary Problems L.N. Polyakova On a Continous Method of
the Minimization of a Maximum Function V.G. Malinov Projection Twostep
Variable Metric Methods 
12:1012:30 12:3012:50 12:5013:10 13:1013:30 
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 14:2014:40 14:4015:00 15:0015:20 15:2015:40 
Continuation
Yu.P. Laptin, N.G.
Zherbenko, V.N. Kuzmenko Decomposition in Variables
for Nonlinear Optimization Problems M.V. Vtyurina, V.G.
Zhadan Interiorpoint 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 15:0015:20 15:2015:40 15:4016:00 16:0016:20 16:2016:40 16:4017:00 17:0017:20 
Multiobjective 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 Twophase Method for
Approximating the EdgeworthPareto Hull for Nonlinear 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 EdgeworthPareto convex hull for the special class of the
integer multicriteria optimization problems 
15:40 
Tea break



16:0016:20 16:2016:40 16:4017:00 17:0017:20 
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



Thursday,
September 23

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 
10:0010:20 10:2010:40 10:4011:00 11:0011:20 11:2011:40 
A. Belolipetskiy, D.
Semenovykh Mathematical Modelling of
Hydrogen Crystallization Process at Freezed Wall of Lazer Target M.I. Rykova Asymptotic longtime
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 
9:309:50 9:5010:10 10:1010:30 10:3010:50 10:5011:10 
E.M. Kreines Multicriteria game model for twosided 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 
12:0012:20 12:2012:40 12:4013:00 13:0013:20 
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 
11:3011:50 11:5012:10 12:1012:30 12:3012:50 
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 14:2014:40 14:4015:00 15:0015:20 15:2015:40 
Continuation
D.S. Guz, D.V.
Krassovskiy, M.G. Fourougian Effective scheduling
algorithms for multiprocessor realtime systems B.V. Grechuk, M.G. Fourougian Optimal Scheduling of Incomplete Communication Graph Multiprocessor
Systems Takashi Matsuhisa V.A. Filimonov VINTSERVING: Service Team
of Situation Centre 
14:00 14:0014:20 14:2014:40 14:4015:00 15:0015:20 15:2015:40 15:4016:00 16:0016:20 
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 VaRcriterion 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 
16:0016:20 16:2016:40 16:2016:40 16:4017:00 
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 
16:4017:00 17:0017:20 17:2017:40 17:4018:00 18:0018:20 18:2018:40 
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
insurerpolicyholder in the stohastic interest rate environment G.A. Belyankin, O.A.
Voronina Estimation of IBNR using
full information about the development of every claim 
Friday,
September 24
Computational
Mathematics and Cybernetics Faculty of the M.V. Lomonosov Moscow State
University
Room 685
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 

14:4015:00 15:0015:20 15:2015:40 15:4016:00 16:0016:20 
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 (19942003) 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 

16:2016:40 16:4017:00 17:2017:40 
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 