IV Moscow International Conference on Operations Research
(ORM2004)
Moscow, September 2125, 2004
G.A. Agasandian 
A portfolio management approach based on continuous
VaRcriterion 
Plenary lectures 
September
24 
M.B. Ahmadi 
A comparison of effectiveness of circular and radial
reserve in survivability of symmetrical hierarchical networks 
Network Problems and Auctions 
September
23 
A.V.
Akparova 
Resources allocation in industry with deficit of
circulating assets 
OR Applications to Economics 
September 22 
F.T. Aleskerov 
Patterns of Party Competition in British
and Russian General and Finnish Municipal Elections 
Plenary lectures 
September
24 
M.
Andramonov 
Numerical Methods of Abstract Convex Analysis 
Optimal Control and Optimization 
September 22 
N.N. Aprausheva, Mollaverdi
Naser, S.V. Sorokin 
Unimodality of the Simpliest Gaussian Mixture with More
Than Two Components 
OR Models and Methods 
September 23 
A.V.
Arutyunov, D.Yu.Karamzin, F.M.F.L. Pereira 
A Nondegenerate Maximum
Principle for the Impulse Control Problem with State Constraints 
Optimal Control and Optimization 
September 22 
O.B. Bairamov 
Research of the Soros equation for the currency exchange
market 
OR Applications to finance and insurance 
September 23 
A. Belolipetskiy, D. Semenovykh 
Mathematical Modelling of Hydrogen Crystallization
Process at Freezed Wall of Lazer Target 
OR Models and Methods 
September 23 
G.A. Belyankin, D. Gospodarik 
The game insurerpolicyholder in the stohastic interest
rate environment 
OR Applications to finance and insurance 
September 23 
G.A. Belyankin, O.A. Voronina 
Estimation of IBNR using full information about the
development of every claim 
OR Applications to finance and insurance 
September 23 
V.E. Berezkin, A.V. Lotov 
Twophase Method for Approximating the EdgeworthPareto
Hull for Nonlinear Models 
Multiobjective
optimization 
September 22 
A. Borodine 
Social Conformity in the Behavior of Russian Voters 
OR Applications to Political Science 
September 24 
N.B. Brusnikina, A.V. Lotov 
Moving Pareto frontier for dynamic models 
Multiobjective
optimization 
September 22 
K.Yu. Borisov, V.A. Kipyatkova 
Research of relationship between economic growth and
social disparity: a model with heterogeneous consumers 
OR Applications to Economics 
September 22 
T.T. Bregman, I.N. Fokin 
Structural
properties and methods of finding decisions in optimization and
gametheoretical resources allocation problem 
Optimal Control and Optimization 
September 22 
S. Chistyakov 
On the Theory of Cooperative Games 
Game Theory 
September
21 
Ju. V. Chuiko 
The problem of fair bandwidth sharing in linear network 
Network Problems and Auctions 
September
23 
V.A.
Chushkin 
Optimal Control Problem by Discrete Fourier Filter 
Optimal Control and Optimization 
September 22 
A.A. Darina, A.F. Izmailov, M.V. Solodov 
A Class of Activeset Newton Methods for Mixed
Complementary Problems 
Optimal Control and Optimization 
September 22 
M.R. Davidson, N.M. Novikova 
Electricity Markets: Foreign
Experience, Russian Federation 
Plenary lectures 
September
24 
G.G. Dimitriadi 
Debt policy as a bubble: Scenario approach 
OR Applications to finance and insurance 
September 23 
Yu. Dogaduskina 
The specificity of game
theory problems with joint constraints by the example of electricity auction 
Network Problems and Auctions 
September
23 
V.
Domrachev 
Improving Monetary aggregates and Economic Growth 
OR Applications to Economics 
September 22 
R.V. Efremov, G.K. Kamenev, A.V. Lotov 
Constructing an Economical
Description of a Polytope Using the Duality Theory of Convex Sets 
Multiobjective
optimization 
September 22 
A.N. Ermolov 
About velocity of money circulation 
OR Applications to finance and insurance 
September 23 
A.F. Ereshko 
Stochastic models for the uncertain factors in management
of bank investment portfolio 
OR Applications to finance and insurance 
September 23 
F.I. Ereshko 
Reflexive market and Soros equations 
OR Applications to finance and insurance 
September 23 
V.I. Erokhin, A.F. Tarakanov 
On minimax matrix correction of matrix game 
Game Theory 
September
21 
A.V. Fedorova 
Sociologist Role in Enterprise Management 
OR Models and Methods 
September 23 
V.A.
Filimonov 
VINTSERVING: Service Team of Situation Centre 
OR Models and Methods 
September 23 
A.S. Fomin 
Multiobjective optimization of procedure of statistical
classification of supervision 
Multiobjective
optimization 
September 22 
A.S. Fomin 
Research of financial operations at innovative designing 
OR Applications to finance and insurance 
September 23 
I.I.
Gasanov 
About optimizing stochastic process parameters on an
available time series for the problem of stochastic optimal control with
discrete time 
Optimal Control and Optimization 
September 22 
A.A.
Gavrilenko 
Mathematical model for determination of enterprise pollution
quotas 
OR Models and Methods 
September 23 
D.R. Gonchar 
Multibounds heuristic algorithm for design of scheduling _{} tasks on _{}equal processors 
Network Problems and Auctions 
September
23 
D.S. Guz, D.V. Krassovskiy, M.G.
Fourougian 
Effective scheduling algorithms for multiprocessor
realtime systems 
OR Models and Methods 
September 23 
B.V.
Grechuk, M.G. Fourougian 
Optimal Scheduling of
Incomplete Communication Graph Multiprocessor Systems 
OR Models and Methods 
September 23 
V.N. Igolkin, A.B. Kovrigin 
About a ruin probability of an insurance company 
OR Applications to finance and insurance 
September 23 
A.Z. Ishmukhametov 
The Optimization Methods with FiniteStep Inner
Algorithms 
Optimal Control and Optimization 
September 22 
V.V. Karelin 
Exact penalty in one feed  back optimal control problem 
Optimal Control and Optimization 
September 22 
A.N. Katulev, M.F. Malevinsky 
Parameter Estimation by Maxmin Method of Likehood
Function 
OR Models and Methods 
September 23 
D.Ya. Khusainov, G.A. Dolenko, E.A.
Velichko 
Problem of coordination in matrix structure of management 
Multiobjective
optimization 
September 22 
Yu.V.
Kirillov 
Multicriteria Optimization Methods in Information Process
Engineerings of Control 
OR Models and Methods 
September 23 
G.V.
Kolesnik 
Economic motivation of coalition formation in the international
military campaigns 
OR Applications to Political Science 
September 24 
I.V. Konnov, O.A. Kashina 
Optimization Based Flow Control in Communication Networks
with oving Nodes 
Network Problems and Auctions 
September
23 
A.A.
Korneev 
Import Duties and International Trade Competition 
OR Applications to Economics 
September 22 
E.M.
Kreines 
Multicriteria game model for twosided auctions 
Network Problems and Auctions 
September
23 
M.G. Kreines, A.A. Afonin 
Digital libraries with human interface: Information
storage, retrieval, and analysis toolkit 
OR Models and Methods 
September 23 
N.S. Kukushkin 
Generalized Congestion Games 
Game Theory 
September 21 
B. Kummer 
Lipschitz stable stationary points
under canonical perturbations of NLP's or Variational Inequalities 
Optimal Control and Optimization 
September 22 
Yu.P. Laptin, N.G. Zherbenko, V.N. Kuzmenko 
Decomposition in Variables for
Nonlinear Optimization Problems 
Optimal Control and Optimization 
September 22 
V.I. Maksimov 
On compensation of disturbances in
nonlinear controlled systems 
Game Theory 
September 21 
V.G. Malinov 
Projection Twostep Variable
Metric Methods 
Optimal Control and Optimization 
September 22 
T.
Matsuhisa 
Communication leading Nash equilibrium
without acyclic condition 
OR Models and Methods 
September 23 
V.
Matveenko 
Eigenvectors in systems with
operations _{} and _{} 
OR Models and Methods 
September 23 
V.V. Mazalov, A.N. Rettieva 
A Fishery Game Model with Migration:
Reserved Territory Approach 
Game Theory 
September 21 
Ya.M.
Mirkin 
The specific measures of the state
regulation on the transitive securities markets 
OR Applications to finance and insurance 
September 23 
E.Z. Mokhonko 
Investigation of Optimum Regimes of
Information Reception with Help of Nonantagonistic Dynamical Games 
Game Theory 
September 21 
V.V. Morozov, A.N. Popov, A.A. Vasin 
The Optimal Level Stopping Rule for American Options 
OR Applications to finance and insurance 
September 23 
N.K. Obrosova, A.A. Shananin 
Mathematical modeling of interaction between power industry and energy
consuming branches in Russian economy 
OR Applications to Economics 
September 22 
V.V.
Ohrimenko 
Mathematical foundations of the expenditure taxes advantages 
OR Applications to Economics 
September 22 
N.N. Olenev, V.A. Lobachev 
Analysis of the U.S. Drug Market 
OR Applications to Economics 
September 22 
K. Osipenko 
Premium computation models in automobile insurance 
OR Applications to finance and insurance 
September 23 
L.A. Petrosjan, S.I. Mamkina 
New Value for Dynamic Coalitional Game 
Game Theory 
September 21 
V.V. Platonov 
Disproportionality indices for proportional representation systems 
OR Applications to Political Science 
September 24 
V.E. Podobedov 
Application of Variety
Analysis Methods for Estimation of Effectiveness of Optimization Algorithms 
Optimal Control and Optimization 
September 22 
L.N. Polyakova 
On a Continous Method of the Minimization of a Maximum
Function 
Optimal Control and Optimization 
September 22 
N.M. Popov 
Optimal twomodel quadratures for numerical integration 
Optimal Control and Optimization 
September 22 
O.A. Popova 
The Approach to Modelling of Educational Process 
OR Models and Methods 
September 23 
I.G. Pospelov 
Modelling
of Russian Economic Structures Evolution 
Plenary lectures 
September 21 
A.I.
Pospelov 
About polyhedral approximation of
EdgeworthPareto convex hull for the special class of the integer
multicriteria optimization problems 
Multiobjective
optimization 
September 22 
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 
Optimal Control and Optimization 
September 22 
K.V. Rudakov 
Algebraic
Methods of Intelligent Data Processing 
OR Applications to Political Science 
September 24 
M.I. Rykova 
Asymptotic longtime behavior of
solutions of the Cauchy problem for some quasilinear parabolic equation 
OR Models and Methods 
September 23 
I.F.
Shahnov 
Application
of Graph Theory to the Task of Estimation of Goal Importance Coefficients 
OR Models and Methods 
September 23 
V.V.Shakin, A.A.Ivanov, O.N.Krever,
M.S.Stishov, T.V.Kazakova 
Life Support Systems in Medicine
and Biology 
OR Models and Methods 
September 23 
V. Shelomovsky 
Game theory teaching through computer
games 
Game Theory 
September 21 
A.Sokolova, N. Blagoveschensky 
Evaluation of power of groups and
fractions in the Russian parliament (19942003) for constitutional majority
decision making rule 
OR Applications to Political Science 
September 24 
Yu. Sosina 
Endogenous formation of political
structures and their stability 
OR Applications to Political Science 
September 24 
Y.A. Stepanov, G.M. Solomakha 
Game theoretic modelling of
taxation enterprises 
OR Applications to Economics 
September 22 
N.S. Vasilyev, V.V. Fedorov 
Multicriteria
routing in large scale data networks 
OR Applications to finance and insurance 
September 23 
A.M. Valuev 
On formulation and solution of
optimization problems for switching discretetime processes 
Optimal Control and Optimization 
September 22 
A.A. Vasin, A.V. Sazanov, M.J.
Alefirenko, A.S. Shamanaev 
Simulation of the Russian
electricity market 
Network Problems and Auctions 
September
23 
A.A. Vasin, Yu.
Sosina 
On some voting paradoxes 
OR Applications to Political Science 
September 24 
A.A.Vasin, P.A.Vasina 
Supply Function Auctions and Electricity
Markets 
Plenary lectures 
September 21 
A.A. Vasin,
P.A. Vasina, F.
Marhuenda, E.E.Tyrtyshnikova 
Mathematical
Models of Tax System Optimization 
OR Applications to Economics 
September 22 
M.V. Vtyurina, V.G. Zhadan 
Interiorpoint Method for the Linear Complementarity
Problem 
Optimal Control and Optimization 
September 22 
V.T. Tarushkin, L.T. Tarushkina, A.V. Yurkov 
Plans of Military Operation 
OR Models and Methods 
September 23 
A.N. Tyrsin 
Robust identification of linear models on experimental
data 
OR Models and Methods 
September 23 
V. Yakuba 
Power distribution in the European Council of Ministers in EU25 
OR Applications to Political Science 
September 24 
A. Zakharov 
Political advertising and policy polarization 
OR Applications to Political Science 
September 24 
Yu. Zhuravel 
Equilibrium concept and decentralized market design for
network double auction 
Network Problems and Auctions 
September
23 