Summary

Vol. 48, No. 1

Varshavsky A.E. (Moscow) Ethics, Economics, and Innovations
Ethical issues considered in conjunction with problems of science, technology, innovation activity, business, economics development. The endogenous character of ethics in relation to the knowledge as well as the importance of the principles of responsibility and caution are underlined.
Keywords: ethics, science, technology, innovation, business, economics, responsibility, caution.

Manevitch V.Ye., Nikolaev L.K., Ovsienko V.V., Saveljev I.V. (Moscow) Theoretical Background for the Monetary Macroeconomic Model Composition of Russian Economy
Authors base upon the James Tobin's model in the analysis of economic dynamic model factors. In Tobin's model functions, included in demand-supply real capital and others assets, equations are written down in the implicit form. In the paper authors, relying on the theoretical analysis and statistical data, tried to frame supply-demand assets functions in the explicit form. In so doing they make the step to compose the model, allowing to compute the versions of economic dynamics and to predict the alterations of the rates of the capital accumulation depending on exogenous factors, regulated by money authorities.
Keywords: real capital, alternative assets, economic growth, capital return, demand for assets, asset supply, demand functions, demand-supply equations, rates of return vector, institutional sectors, exogenous variables, statistical ranges.

Martynov G.V., Malkov U.H. (Moscow) Dynamics Modeling of Branch Price Indexes
The research work gives a description of dynamic model of price indexes of branch production and the results of its experimental researches with employing of statistics information of the Russian economy for 2005-2015. The work analyzes the influence of the volumes and structure of the branch outputs on the level of the price of production, nominal wage rate, variable costs per unit of production and mark-up rate in branches.
Keywords: price index of branch production, nominal wage rate, variable costs per unit of production, mark-up rate.

Levin M.I., Pokatovich, E.V. (Moscow) Analysis of Countermeasures Effectiveness Against Illegal Activities under Corruption
The effectiveness of various countermeasures against illegal activities and corruption is analyzed in a situation when law enforcement is performed by corrupt policemen, while the probability of punishment and the size of bribe are supposed to be determined endogenously. In particular, the effect of increased punishment (fine) and greater amount of resources allocated to combat these offenses is examined.
Keywords: model of corruption, illegal market, prostitution, countermeasures, effectiveness.

Smolyak S.A. (Moscow) Machinery and Equipment Depreciation Stochastic Model
In the context of this work, the discounted cash flow method is applied to the problem of determining good factors for machinery and equipment items. We offer the model allowing to estimate the depreciation of used machine of different age. The model does not demand too large initial information and takes into account property and income taxes. The depreciation process is modeled as stochastic one.
Keywords: equipment, depreciation, valuation, stochastic models.

Svetunkov I.S., Svetunkov S.G. (St. Petersburg) Power Complex Variables Production Functions
The new economic-mathematical model based on complex variables theory and the new approach to complex variables usage in economics are suggested in the article. The comparison of modeling results of actual production processes using Cobb-Douglass production function and complex variables production function is conducted. It is shown that the instrumental base of economic-mathematical methods can be widen with usage of complex variables theory.
Keywords: production function, complex variables, least squares method, production effectiveness, gross gain, production costs, labor, capital.

Belenky V.Z., Zaslavsky A.A. (Moscow) Fiducial Approach for the Invariant Optimal Stopping Problem
This paper is the continuation of (Belenky, Zaslavsky, 2011). The optimal stopping problem for an invariant family is considered. New notion "fiducial sequence" (FS) is defined. FS has an inusual dualistic property: its members have the same "physical dimension" that the observed sequence, but it is statistically equivalent to a "non-dimensional" relative sequence. This allows to formulate the problem of optimal stop for invariant family with non-invariant criterion (that wasn't possible earlier). Necessary formulas are given.
Keywords: invariant family, optimal stopping problem, fiducial sequence, inertness principle.

Vol. 48, No. 2

Vereskov A.I., Zotov V.V., Ponomareva O.S., Presnyakov V.F. (Moscow) Institutional Aspects of Innovation Decisions` Implications at Enterprises
Successful innovation requires mutually agreed reconsideration of intra-enterprise transactions ensuring normal proceeding of socio-psychological, managerial and operation processes at the enterprise as an element of socio-economic system. The proposed approach is to classify and structure the necessary changes in the intra-enterprise transactions. A set of instrumental means based on graph theory is proposed to reveal coordination level of necessary changes - sufficient for implementing a concrete innovative project. Simultaneously, really attainable coordination level is estimated.
Keywords: innovation, enterprise, transactions, innovation application, economic activity aspects, socio-psychological, managerial, operation processes, graphs, maximal complete sets (cliques).

Fridman A.A. (Moscow) Water Resources Management under Recycling
Paper presents an optimal control model with the stocks of two resource: one is the stock of exhaustible resource (groundwater) and the other is the stock of waste water which is a by-product of water use. Waste water could be re-used but this resource has a higher marginal cost than the groundwater. The characteristics of efficient water consumption vector and dynamics of groundwater and waste water stocks are analyzed under the assumption of limited storage capacity of waste water stocks. The sensitivity of efficient vectors of exogenous parameters (groundwater stock and its refill, marginal cost of renewable substitute) is investigated.
Keywords: exhaustible resources, water resources, recycling, optimal control.

Gavrilets Yu.N., Steblyuk A.S. (Moscow) Single-Product Model of Economic Equilibrium with Philanthropy
The authors propose the simplest one-commodity model of economic equilibrium to the Pareto-optimal condition supplemented by philanthropic behavior of the one group of households. Considered the case of fixed rules donations and donations following a certain utility function. Defined conditions of Pareto-optimality of the new state of market equilibrium and its stability.
Keywords: philanthropy, Pareto-optimum, equilibrium, stability.

Kolesnik G.V. (Tver) Maximization of the Collective Wealth and the Distributed Property Rights
The author considers economic systems with the property rights distributed among several agents. It is shown that outside interests of the owners make management strategies dependent on the property rights allocation. Unfortunate (Ineffective) initial allocation together with the barriers on re-allocation leads to management inefficiency.
Keywords: property rights, conflict of interests, welfare, efficiency, competition, oligopoly.

Zhevnyak A.V. (Ryazan) Mathematical Models and Valuation of the Loan Effectiveness
Using a new technique of discounting on the basis of a special class of functions (discount functions), mathematical models of common credit schemes, a comparative analysis of their profitability / costs for the lender / borrower. Given a critical analysis of the existing CBR technique for determining the effective interest rate loan as a measure of its profitability for the lender or costs for the borrower. Shown the possibility of using the discount functions for the analysis of bond yield.
Keywords: calculation, loan, lender, borrower, yield, effective interest rate, EPS, IRR, reinvestment, discounting.

Zuev A.S., Babeykin M.L. (Moscow) Formalization of Hi-Tech Goods Demand
The article presents the approach to the formalization of correlation of hi-tech products demand and their prices, manufacturers' trademarks and consumer properties configuration, corresponding to the form parameters, functionality and specifications. The mechanisms of statistic credit score is used as the methodological basis. Analyzed its application in the domain of investigated problem. Hi-tech products classification issues and optimization problems considered.
Keywords: multiple-factor demand, manufactured products, hi-tech products, product development, product competitiveness, consumer properties, industrial enterprises.

Kuziakina M.B., Semenchin Ye.A. (Krasnodar) Mathematical Model of Ecological and Economic Losses Dynamics
In the paper a mathematical model for dynamics of economical losses caused to environment by atmosphere admixtures is presented. It offers several advantages as compared with the conventional ones: it is not required to determine numerous empirical constants; the model allows predicting economic losses for 2-3 years in advance.
Keywords: economic losses, admixture, plant facilities emission, air.

Pitukhin Ye.A., Gurtov V.A., Golubenko V.A. (Petrozavodsk) Modeling the Cyclic processes in the Russian Labor Market
Econometric analysis of dynamics of the officially registered unemployed citizens of the Russian Federation has revealed the presence of two types of cyclic changes: long-term and yearly cycles. Proposed the modeling of a year cyclic component with the use of harmonious and logistical functions.
Keywords: unemployment modeling, econometric analysis, cyclic processes, labor market.

Gorbunov V.K., Lvov A.G. (Ulianovsk) The Construction of Production Functions using Investment Data
The method of construction of "capital" production functions is offered for the case when one of the function's factors is the costs of used (effective) funds, and the costs being formed using the information on funds investments in an interval of observation. Thus also effective funds, regimes of their depreciation and development of investments are estimated.
Keywords: capital and investment production functions, effective funds, depreciation, lag of investments, parameter estimation, parameter continuation.

Semenychev V.K., Kozghuhova V.N., Semenychev Ye.V. (Samara) Methods of Identification of Logistic Dynamics and Product Life Cycles Using Ferhulst Model
The authors compare the results of several analytical identification methods adequacy of the Ferhulst (Pearl-Reed) logistic dynamics model by using test samples with different volumes, wide range of the model parameters values and stochastic component variances. The article shows the preference of using the Levenberg-Marquardt algorithm for minimizing a least squares method function for Ferhulst model and its possibility to model 'fetish'-shaped product life cycles.
Keywords: Ferhulst model, modeling, forecasting, methods of identification, adequacy, Levenberg-Marquardt algorithm, 'fetish'-shaped product life cycle.

Astakhov A.S. (Moscow) Interaction of Processes at joints, and the Principles of Contactics
The concept of operations contacts and interactions at their joints is proposed and motivated as the specific field of knowledge to be described under the name "Science of contacting". Special terms and ideas are proposed and described. Classification of the points of joints, contacts, and external factors are elaborated. A number of real contacting systems of environmental control, mineral resources search and their exploitation and even humans relations are discussed in terms of scientific contacting.
Keywords: scientific contactic, joint, contact, contacting couple.

Vol. 48, No. 3

Makarov V.L. (Moscow) Artificial Societies
The methodology of artificial societies, coming from the sophisticated development of so called agent based models, is going to be a breakthrough in social sciences. In the paper we try to show it using the examples of mathematical economics and related topics. The growing complexity of mathematical models can be overcome by the construction of artificial worlds and following computer experiments. The first nontrivial results are in place. Some intriguing questions and problems are formulated, answers on which one can expect after the application of the new methodology.
Keywords: artificial societies, agent based models, complexity of mathematical models.

Bagrinovsky K.A. (Moscow) Self-Organization - Powerful Tool for Solving Innovation Problems
Modern economics is known for dramatically increasing the time for development of the new equipment. The costs of R&D and production actually become very large. We examine the main causes of this phenomenon and suggest the possible ways to change the position on the basis of self-organization in the advanced sectors of the economy.
Keywords: self-organization, innovation, the update mechanism, effective technology, complex of models.

Larin S.N. (Moscow) Formation of New Tools and Optimization Program Reproduction Housing
In work the new decision of a problem of reproduction of available housing in the conditions of the limited financial resources and increase of degree of uncertainty of development and acceptance of administrative decisions in modern economy of Russia is offered. As the basic object of researches the toolkit of formation of programs of reproduction of available housing is chosen. Possibility and expediency of use of methodology of evolutionary calculations and a mathematical apparatus of genetic algorithms as new toolkit for formation and optimization of programs of reproduction of available housing are proved. The economic-mathematical model and algorithm of formation and optimization of such programs are developed.
Keywords: available housing, major repairs, methodology of network planning and management, methodology of evolutionary calculations, mathematical toolkit of genetic algorithms.

Aivasian S.A., Afanasiev M.Y. (Moscow) The Models for Company's Human Capital Estimation, Based on the Concept of Stochastic Frontier
In development of methodology of estimation of company's productive potential is offered approach to the estimation of her human capital, based on the concept of stochastic frontier. The results of empiric analysis of human capital of scientific organization are presented, supporting the possibility of the proposed approach application for the estimation of volume and efficiency of human capital of both company and her employees.
Keywords: the intellectual capital, the human capital, factors of the human capital, efficiency of the human capital, econometric model.

Belousova N.I., Vasilyeva Ye.M., Livchits V.N. (Moscow) Models of Identification and State Regulation for Natural Monopolies. Opportunities of Extending of the Theory
Under the conditions of Russian reforms the models of system identification for natural monopoly, analysis and state regulation in this sphere, approaches to forming of special compatible markets considered. Opportunities of extending of the present natural monopoly conception for the problem of business regional organization proposed.
Keywords: natural monopoly, structure reforms, state regulation, models of identification, subadditivity of network cost function, price sustainability, synergy effect, contestable markets, problem of business regional organization.

Saakian A.A. (Moscow) Economical-Mathematical Models of Management of Automated Collecting the Marketing Information in the Speech Representation
This article considers the problem of primary marketing information automated collecting. The new tool that collects information using its speech representation is used for the automation of this task. The new economic circumstances that arise when company uses that tool for marketing researches described. The mathematical models of new economic circumstances developed.
Keywords: economical mathematical model; marketing research; primary information; voice interface; speech recognition.

Zhevnyak A.V. (Ryazan) Investment Effective Interest Rate for the Analysis of Yield and Credit Spending
Based on the methodology of the investment effective interest rate (ESR), the formulas for calculating the profitability of the loan to the lender and costly for the borrower proposed. It is shown that the rate of internal rate of return that is used today by banks for these purposes is not a measure of profitability / costs on the loan. For the most common practice of credit schemes investigated the dependence of investment EPS of reinvestment rates and the main parameters of the loan - the term nominal interest rates, the rates of commission. The features of the definition and interpretation of investment EPS described. Practical recommendations for lenders and borrowers on the most effective credit schemes in the context of growing and declining interest rates proposed.
Keywords: loan, lender, borrower, profitability of credit, effective interest rate, EPS, IRR, reinvestment, discounting.

Semenychev V.K., Korobetskaya A.A. (Samara) Product lifecycle model based on rational trend with free asymmetry
The paper introduces product (goods, services, firm) lifecycle model based on rational trend with free asymmetry and additive stochastic component. General model features and differences from known models are considered. Market shares of leading operating systems are modeled and forecasted using the introduced model; high accuracy of the results is shown.
Keywords: model, trend, rational function, lifecycle, stages, operating system, coefficient of determination, Theil's inequality coefficient.

Golshtein Ye.G. (Moscow) On a Class of Antagonistic Games
A class of antagonistic games with the properties of skew-symmetric matrix game is selected. Under certain conditions, noncooperative game of many individuals is equivalent to a game from this class. If a game of many individuals is finite, then the payoff function of the equivalent antagonistic game is bilinear and skew-symmetric.
Keywords: an antagonistic game, a skew-symmetric matrix, a noncooperative game of many individuals.

Vol. 48, No. 4

Braginsky O.B. (Moscow) Theory and Practice of Economic and Mathematical Modeling at the Meso Level
Presents the experience of theoretical development and practical use of mathematical economic models of development planning of the meso level objects (sub-sectors, sectors, multi- and inter-industry complexes). It is noted that the developed models and methods for optimization of the development and distribution of the industries were widely used in the USSR and were the unique contribution of Soviet economists, mathematicians to the world theory and practice of mathematical economic models and mathematical tools. The possibilities of using economic and mathematical modeling of meso level objects in the current conditions of the Russian market economy (for example, a complex of petrochemical industry).
Keywords: meso level, industry, multi-complex, economic-mathematical modeling.

Tarasova N.A. (Moscow) Efficiency of Semiotics Approach in Economics and Maintenance of Indicators Reliability
Efficiency of semiotics approach in economics is considered on the example of "Predispositioning theory" and philosophical conception "developing God" (doctor of economics A.I. Katsenelenboigen), general situational theory of indexes of prizes and quantities (doctor of economics Ye.B. Yershov) and our general semiotics methodology of maintenance of indicators reliability in social economic research and its significant variant - comparative definition of state statistical indicators methodology.
Keywords: Śconomics, semiotics, predispositioning theory, "The developing God", situational index theory, semiotics methodology of maintenance of indicators reliability.

Dementyev V.E. (Moscow) Role of Firms of the Different Sizes on Separate Phases of a Long Wave
Proved that the effective configuration of corporate sector can't be based on the same size of firms. Evolution of the structure of this sector is considered in a context of long waves of economic development. With reference to separate phases of a long wave it is discussed, what specific properties of business of the different sizes define its comparative advantages on these phases. Character of evolution of corporate sector is illustrated by the statistical data of the USA economy.
Keywords: long waves, sizes of firms, crisis, technological revolution.

Libman A.M. (Frankfurt on the Main, Moscow) Dimensions of Decentralization in the Russian Regions
The paper confronts quantitative measures of three key aspects of decentralization studying the center - periphery relations in Russia in 1995-1999. Finds no robust correlation between different decentralization aspects; three processes of devolution seem to be driven by different forces. Hence, any specific aspect of decentralization is hardly able to serve as a proxy for the overall decentralization process.
Keywords: regulatory decentralization, fiscal decentralization, determinants of decentralization.

Smolyak S.A. (Moscow) Valuation of equipment undergoing an overhaul
The dependence of the value of equipment on age is determined using a modified Discounted Cash Flows method. This assumes the most efficient use of evaluated equipment after valuation date (Highest And Best Use principle). The model uses available market and technical information and allows to evaluate used equipment taking into account the improvement of its characteristics after a major overhaul as well as the impact of taxation and inflation.
Keywords: plant & equipment, highest and best use, overhaul, effective age, market value, percent good factors, benefits, discounting.

Rovenskaya E.A. (Moscow) A Model of Optimal Economic Growth and Environmental Constraints
A simplified model of economic growth under the constraints on the environmental services consumption is proposed. The environmental services consumption are supposed to grow together with production, but can be reduced owing to the investment in resource-effective technology. Investment control is aimed to the integral discounted country's GDP maximization. The model is calibrated for Russia for the case of the greenhouse gases emissions. We analyze an optimal growth and emissions scenario as well as several others.
Keywords: economic growth model, sustainable development, environmental services.

Bronshtein E.M. (Ufa) On Optimal Resources Allocation of the Depressive Enterprises
We consider the optimization problem of the economic dynamics of the funds distribution derived from production activities, to production and consumption sectors on an infinite time interval for the variable production function. For depressive (and stable) enterprises we set properties of the solution.
Keywords: production, consumption, optimization, production function.

Kravchenko T.K. (Moscow) Modeling the Problem Situations Using the Analytical Network Hierarchy Process
Modeling the decision-making problem situations is a very important issue in decision-making theory. This author proposes a new approach to modeling the economic decision-making problem situations with the Analytic hierarchy process and Analytic network process. The main feature of proposed approach is ability to process dependences and feedbacks which may exist between the conditions, sub-conditions and their realizations.
Keywords: modeling of decision-making problem situations, analytic hierarchy process (AHP), analytic network process (ANP), relevant significance estimates of problem situations.

Zaslavsky A.A. , Lipatova A.N. (Moscow) Dual Method for Solution of Bimatrix Games
The paper focuses on the research of the dual method for finding equilibrium points in bimatrix game. The convergence of this method isn't proved, but the computational experiments demonstrate that it can be used for solving the bimatrix games.
Keywords: bimatrix games, linear programming, dual problem.