Gurman V.I. (Pereslavl-Zalesskiy)
Modeling sustainable development with taking into account innovation processes
Theoretical analysis is conducted of a relatively simple and sufficiently general scheme of formalizing innovation sustainable development factor for modeling development strategies of a number of specific regions. A problem is considered of optimizing development strategy for an aggregate ecology and economic model with innovations taken into account. With idealizing assumptions, its analytical solution is found that is used further as an effective initial approximation in a series of computational experiments for the evaluation of influence of variuos real factors. Possibilities are indicated of immediate extension of approach over similar multicomponent regional models and directions of further research.
Staroverova T.0. (Moscow)
On administration of social aid to the poor
Conditions are stated under which a poverty indicator would be considered qualitative. This is a functional of distribution function of income and weighting function. A weighting function is found of sufficiently general form that determines a poverty indicator corresponding to main poverty properties. A problem is formulated and solved of identifying the best aid to the poor under a limited budget. It is shown that the aid should be rendered to the poorest among the poor and the value of aid is calculated for each household.
Kruchinin L.A., Smorgonsky A.V. (Moscow)
On possible conditions of bargaining price agreements in a group of interrelated enterprises
A model of enterprise groups connectes with mutual deliveries of production. It is shown that distribution of profit among the enterprises depends on prices set for products of exchange and aggregate profit of the group depends on free market prices (beyond the group). Admissible limits of profit redistribution between enterprises are determined. A question is discussed about the possibility of concluding price agreements between Russian monopolies.
Nikolaev L.K. (Moscow)
On business cycles in the process of capital growth
Following Kondratieff, the author pays attention to interrelation of cyclical and balanced phenomena in economy. Sequence of capital turnover cycles of different durability and their synchronization are presented in the form of a cyclical model using a wave equation. The independent variable of this equation is planned capital increment. Computational experiments are carried out with the as an example of capital increment time series in the US economy in current and comparable prices.
Dussouchet Î.Ì. (Moscow)
A non-linear tariffs model revisited
Analysis has been conducted of extending a discrete model of fully non-linear tariffs with two types of agents for cases when Spence-Mirrlis conditions are fulfilled not over all the domain of the demand functions when a demand arbitration is possible under multiple contracts as well as for agents with horizontally differentiated testes and one product. The agent type can be characterized with a set of parameters. The subject of analysis is: incentive system functioning, optimal solution properties and parametric restrictions of the model. For linear demand functions, final solutions have been obtained in the field of feasible constraints of the model parameters.
Savvateyev A.V. (Moscow)
Optimal strategies of suppressing corruption
Optimal strategies of suppressing corruption in situations when there exists a lot of corruptionists and their choice is an observable variable. In appropriate game circumstances, strong solution concepts are characterized, as well as the so-called chain-reaction effect which simplifies making war on corruption.
Gubanov V.A. (Moscow)
Picking out a non-stationary cyclical component from times series
An algorithm is suggested of seasonal adjustment of time series with dynamic seasonal effects on the basis of variations principles. A realization of the method is provided for both continuous functions and the case of discrete time. Characteristic features of realization of the algorithm are discussed. The results obtained are compared with results of seasonal adjustment on the basis of other similar procedures.
Solozhentsev E.D., Karasiov V.V. (Sankt-Peterburg)
Logic probabilistic risk models in a business with antithetical event groups
A logic probabilistic (LP) approach is set out to developing and using risk models in banking and business with antithetical event groups (AEG). Properties of LP models are substantiated based on analogy of AEG and the Bayes formula and on the application of a well-organized B-polynomial of risk constructed on logical relationships of events. Methods are described of LP models of risk identification according to statistical data. An estimate of accuracy and stability of LP models of risk has been performed and their comparison has been conducted with other risk estimation and object classification models. Examples are given of risk estimation and analysis with LP models of risk.
Krutikov V.N., Petrova Ò.Â. (Kemerovo)
A Relaxation method of minimization with space extension in the sub-gradient direction
A new relaxation sub-gradient method with space extension in the sub-gradient direction for solving non-smooth absolute optimization problems is suggested. Its convergence has been proven with strictly convex functions. Results are presented of numerical studies and comparison of the suggested algorithm with others known methods.
Makarov V.L. (Moscow)
Calculus of institutions
Resent literature and sizable set of examples shows that different types of institutions can be analyzed within the general equilibrium framework. In the paper I present the general method how to incorporate institutions (jurisdictions, clubs, etc.) into Arrow-Debreu type's economy. An appropriate general model is formulated. For the simple case of the model a theorem of equilibrium existence and optimality is proved. The paper demonstrates a wide range of examples of operations under institutions. It provides me with arguments of saying about calculus of institutions.
Aivazian S.A. (Moscow)
Towards a methodology of measuring of the population's life quality synthesized categories
The methodology of building up integral indicators for various population's life quality (PLQ) synthesized categories based on special folding of partial (statistically registered) criteria of corresponding category, is being presented. In particular the following problems are tacked:
(i) A hierarchy of integral indicators, partial criteria and statistical indices of Population's quality of life is presented; consistent hierarchic decomposition of PLQ synthesized categories allows us to "go down" to a set of corresponding statistical indices of the base (lowest) level (section 2);
(ii) The main methodological principles of formation of the initial (a priori) and reduced (a posteriori) sets of partial criteria (statistically registered) for a given synthesized category (sections 4 and 6);
(iii) The methods of building up integral indicators of PLQ synthesized categories in the form special folding of a posteriori set of partial criteria are elaborated;
(iv) The characteristics of auto- and inter-regional (or inter-country) dynamics are introduced.
Bagrinovsky K.A. (Moscow)
Methods of research and modeling of mechanism of scientific and technological development
As a possible approach to solving problems of development and introduction of technological novelties in the Russian economy, a concept is presented of creation and strengthening of the mechanism of modem scientific and technological development developed on the basis of studying experience of the US economy in this field. Principal elements are suggested of an economics and mathematical model complex intended for studying properties and characteristic features of functioning of the mechanism under consideration.
Belenky V.Z., Smirnov V.N. (Moscow)
Refutation of turnpike hypothesis in an model of economic dynamics with Rawls criterion
A rigoruous formulation of a dynamic optimization model with Rawls criterion and the dual (conjugate) problem thereto in a price space are suggested. Conjugate function tool, it is shown that in this model, the turnpike property of optimal paths may not take place. Examples are provided for simple technologies in which paths either do not converge (stable cycles are formed) or converge to different rays.
Varshavsky A.E. (Moscow)
On recommendations for the preservation and further development of Russian science
This article deals with a considerable depreciation of human capital in Russia during the period of transformation of economic system and not sufficient understanding of the problems of Russian science in different social strata. A rationale of the necessity of certain steps in order to retain and to further develop the domestic R&D sector is proposed.
Gavrilets Yu.N. (Moscow)
Stochastic modeling of inter-group information interactions
A stochastic model of public opinion formation as a result of contacts of social groups with one another and under the influence of mass-media is suggested. The model has a Markov-chain form with discrete time and a continuous set of states. Sufficient conditions are analyzed for the existence of constant mathematical expectations and variances for final distributions.
Golshtein E.G. (Moscow)
The use of logarithmic barriers for searching saddle points
A method is suggested for searching saddle-points of convex-concave functions based on searching analytical centers of contracting polyhedrons. An estimate of degree of convergence is established which has the same order as that in saddle variants of the level method.
Danilov-Danilian V.I. (Moscow)
Sustainable development (theoretical and methodological analysis)
Problematics of sustainable development is actively discussed in scientific literature (see, e.g., ÍÎÁ (1989), Øìèäõåéíè (1994), Ãîðøêîâ (1995), Àðñêèé, Äàíèëîâ-Äàíèëüÿí è äð. (1997), Äàíèëîâ-Äàíèëüÿí, Ëîñåâ (2000)), in publicistic editions and at national and international conferences. This subject was discussed at the largest forum of the century beginning - the World Summit in Johannesburg (August 26—September 2, 2002). However, there is still no generally accepted definition of sustainable development. Partly because of this reason, disputes on sustainable development sometimes remind a dialogue of deaf people. But the Babel is due to not only insufficient definition of the subject since it is clear that whatever definition is fixed, many people will interpret the subject "in their own fashion". The point is also in treatment of the notion, its volume. The author attempts to analyze the sustainable development concept, to make its volume more exact, to formulate a new definition on this basis and to draw some conclusions from it.
Yershov E.B. (Moscow)
Fisher's and Montgomery's price and quantity indices as Divisia's ones
The paper contains an overview of literature on theory of price and quantity indices. Three relative independent directions are identified. Their bounds and interactions change dynamically reflecting development of theory and practice. One of directions taking its start from the works by Francois Divisia in theory of indices is contrasted with other directions. It is shown how this contrast can be overcome and that Fisher's and Montgomery's indexed are those of Divisia generated by explicitly found paths of prices and quantities. These paths satisfy a system of axioms determining indices called perfect and have properties characteristic only of them.
Ilmensky M.D., Marakouev A.V., Parinov S.I. (Moscow, Novosibirsk)
The application of new information technologies in economic research
Some works carried out in RAS TsEMI, RASSD IEIPO on creating information systems with the purpose of using them by scientists in economic research conducted by them. The paper deals with a general tendency of development of information technologies and an information and analytical system of socioeconomic indicators, "Sotsionet" system and the "Intenet-resursy" section for economists in the RAS TsEMI server.
Kleiner G.B. (Moscow)
Towards methodology of modeling decision-making by economic agents
The paper analyzes the influence of psychological features of an agent's personality on results of performing various stages of economic decision-making. A concept of organic irrationality of choice is suggested due to stable features of a specific agent's psychology, as well as methods of making allowance for this effect when building optimization models of choice. A hypothesis is propounded of dividing agents into two types depending on type of goals pursued: agents of "homo economicus" type for which the principal choice motive is attaining economic (usually expressed in monetary terms) goals and "homo institutius" for which the motivation is related mainly to change of the agent's institutional position. An assumption is grounded of cultural and historical determination of quantitative relation between these types in the economy of Russia.
Malkov U.Kh., Golshtein E.G., Sokolov N.A. (Moscow)
Results of experimental comparison of the level method and the Dantzig and Wolfe's decomposition principle
A comparison is carried out of computational effectiveness of the level method and the simplex method. It is shown that the level method is essentially (up to two orders) ahead against the simplex method when solving a multi-product transportation problem. The level method is also more effective than the Dantzig and Wolve's decomposition principle. The use of the level method and the decomposition principle made it possible solving super-large linear programming problems (~100000 constraints) of a block structure.
Movshovich S.M. (Moscow)
Game model of strategy choice by a tax office
Two variants of a game where tax-payers acting in their ecomonic interests seek to minimize their tax payments and the tax office - to collect taxes as much as possible. It is shown that a taxpayer is subject to an essential auditing if estimated income of the office from its checking exceeds a certain threshold. Auditing of the rest is non-essential. If each taxpayer chooses one of two variants of returns, then the probability of conducting an essential auditing is critical. Under three variants of declaring, Taxpayers are divided into three groups by magnitude of estimated income: those to be checked with a critical probability, with an essential probability, ensuring an equal efficiency of both available variants of evasion, and with a non-essential probability.
Ovsienko Yu.V. (Moscow)
Institutional changes: the general principles and specific features in the post-Soviet Russia
General defections of institutional changes are considered that encourage economic growth and raise of well being, as well as the changes having taken place in the RF since 1992. The reasons of the reforms failure are rooted in their inadequacy to principles of transformation.
Polterovich V.M. (Moscow)
Paradoxes of the Russian labor market and the theory of collective firms
The Russian labor market was characterized with three main features: a weak sensitivity of employment levels to changing conditions, a high variability of wage, large inter-firm flows of labor resources. This paper recommends a model of a collective firm explaining these phenomena. The main conclusions are also valid for a generalized model where the firm is run by a manager who partly takes into account the workers' interests.
Kleiner G.B. (Moscow)
The features of formation of economic institutions in Russia
The article continues KIeiner (2003) and suggests a concept of formation process of a structure of economic institutions as recombining basic "protoinstitutions". The functions are shown of economic agents of "homo economicus" and "homo institutus" type in the course of norms and regulations institutionalization. Substantiated is the role of home production units as that of some kind of incubators and/or filters in the system of institutions genesis in Russia.
Aivazian S.A. (Moscow)
Empirical analysis of the population's life quality
In Aivazian (2003a) was presented a methodology of estimation of the different population's quality of life (PQL) synthesized categories (namely, quality of population, welfare and social health). The results of the empirical approbation of mis methodology based on the data officially for 79 Russian regions (for 1997-1999) and on the data WCY (1996-1999) are reported.
Khutoretsky A.B. (Novosibirsk)
Competitive equilibria in the housing market
All possibilities are described of equilibrium for a model of indivisible goods exchange with the participation money modified with taking into account of housing marker specificity and for an aggregated model (where housings and marker agents are classified by types and groups respectively). Possible applications are indicated to housing market regulation within a short-term period.
Kozyr' Yu.V. (Moscow)
The Formod forecast model: principles, structure and functioning mechanism
A general approach is suggested to forecasting magnitudes of continuous parameters which are expressed in the Formod model. In the context of the present paper, a continuous parameter means a characteristic of any substance which has a certain value at any point of time: share price, bond yield, air temperature, etc. As starting positions, a number of postulates are used. The Formod model takes into account the influence of historical events upon the future dynamics of the output parameter as well as adds influences of new events that have a rising potential on the forecast horizon. This enables considering several possible options (scenarios) of the forecasted continuous parameter value. The Formod model is able to forecast not only magnitudes of hard scientific nature parameters, but also those of reflexive nature since it contains the possibility of reflecting reflexivity.
Koshevoi G.A. (Moscow)
Plott's choice function and convex geometries
Plott suggested a property of independence of the path as an alternative of binary rationalizability, i.e. the choice must not depend on the way of dividing alternatives for choice. The main results of the work are establishing bisections between the three sets: that of Plott's functions of choice on a finite set X, that of special transitive binary relations on 2X, called kernel by us, and that of convex geometries on X.