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 Выпуск 53
- Belyaeva A. Location factors in real estate mass appraisal: comparing approaches
In practice, the structure of a location-based model for real estate appraisal (type of the spatial autocorrelation, neighbor count) is unobvious. We develop the simulation-based methodology to compare accuracy of computer-assisted mass appraisal (CAMA) routines. Then we compare routines differing in the form of location information accounting and build the best routine selection rule basing on spatial autocorrelation type in source data. We also provide routine robustness comparison.
- Ivanov N. Analytical and simulation models of generalized stochastic networks
For a generalized stochastic network schedule with a given multi-dimensional distribution of arcs passage time we propose the analytical- and simulation-based routines to calculate the probability of all critical paths, the distribution function and the first two moments of the project completion time. The routines are based on a specially constructed system of inequalities binding the task completion times.
- Soloviev A. Decomposition of consumption-investment problems in discrete markets
We consider a multi-period discrete model of an incomplete market evolving with respect to a non-recombining scenario tree. The investor maximizes expected utility of his of her consumption over a finite time horizon. Decomposition schemes are suggested for optimal consumption-investment problems with power-like and logarithmic utility functions. We introduce dynamic programming algorithms that reduce the original problem to the set of one-period problems.
- Mishkurov P. Improving accuracy of railway car traffic dynamic optimization with base period length variation
The problem is studied of optimal railway car traffic planning for railway transportation hubs or local railways of industrial enterprises. We suggest an algorithm for car routes’ adjustment. The algorithm implements the object-oriented approach.
- Belov R., Kazanin D., Ogorodnikov K. Methods to correct inertial coordinate estimates in mobile group control
We study the group of mobile objects as a multi-agent system where each object (an agent) is modeled with a material point on the plane. We develop the control for this system and suggest the method to correct coordinate estimates.
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