IV Moscow International Conference on Operations Research

IV Moscow International Conference on Operations Research

(ORM2004)

Moscow, September 21-25, 2004

G.A. Agasandian	“A portfolio management approach based on continuous VaR-criterion”	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 insurer-policyholder 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	“Two-phase Method for Approximating the Edgeworth-Pareto Hull for Non-linear Models”	Multi-objective 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”	Multi-objective 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 game-theoretical 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. Dar’ina, A.F. Izmailov, M.V. Solodov	“A Class of Active-set 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”	Multi-objective 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”	Multi-objective 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 real-time 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 Finite-Step 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”	Multi-objective 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 two-sided 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. Kuz’menko	“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 Two-step 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 two-model 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 Edgeworth-Pareto convex hull for the special class of the integer multicriteria optimization problems”	Multi-objective 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 long-time 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 (1994-2003) 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 discrete-time 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	“Interior-point 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

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