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 Выпуск 60
- Baturin V., Cheremnykh S. The second order methods for the optimal control problems
The paper considers the iterative improvement algorithms, the efficiency of which substantially depends on the chosen parameters values. The problem of control of these parameters is formulated and discussed. We designed the modified algorithms where parameters are automatically adjusted at each iteration. The original and modified algorithms are applied to solve the problem of optimal control for the ecology-economic system.
- Panteleev A., Panovskiy V. Development of metaheuristic interval minimization methods for the optimal program control synthesis
We propose metaheuristic interval methods of global constrained optimization and their software implementation. Three methods are considered: average path ending, stochastic grid and interval scatter search. The methods are applied to the problem of optimal program control of nonlinear deterministic discrete and continuous systems. The solution of the applied problem of 3-dimensional interception and a brief comparative analysis of the effectiveness are given.
- Zelenkov Y. Quantitative analysis of the effectiveness and risks of information systems implementation
Quantitative evaluation of the effectiveness and risks of implementa-tion of information systems (IS) is essential to start the project. It is necessary to choose a reasonable performance indicators and the method of determining their dependence on the variables affecting the project. The Monte Carlo method is proposed for the analysis, and net present value of the cash flows of the project is selected as a criterion of effectiveness. We discuss external factors affecting the effectiveness, give recommendations how to determine their proba-bilities and present the project assessment model. We also propose a method to calculate the positive cash flow which occurs due to the reduction of time of works supported by IS. Impact of deviations from project schedule is taken into account. The practical case of the project analysis for the implementation of knowledge management IS is presented.
- Zhilyakova L. Allocation of resource among attractor-vertices in nonsymmetric regular resource networks
We study nonsymmetric regular resource networks with several attractor-vertices. In these networks there exists a threshold value of total resource W = T, such that for any initial distribution the limit state is uniquely determined, but when W > T extra resource W = W – T allocates among attractor-vertices depending on the initial state. We prove that this allocation obeys the same law as the allocation in corresponding absorbing network (derived from asymmetric by deletion output edges of attractors). However, there are adjustments dependent on the graph characteristics and the initial distribution of resources. The upper bounds of these adjustments are estimated. The initial states are determined that lead to precise limit states with no adjustments.
- Algazin G., Algazina J. True and false information equilibrium in the model of trading system
The paper formulates and investigates the conditions for the existence of informative equilibrium in competitive commodity market under the assumptions of a wrong mutual awareness among competitors. Our framework is a multi-agent model of the trading network “center (manufacturer) – agents (mediators) –consumers” with linear inverse demand function and cost functions, and agents can act either by Cournot or Stackelberg. The center reveals the information about its objective function as an information impact on agents. The obtained results are discussed.
- Rogatkin A. Continuous granovetter model
In this paper the model of collective conformal behavior proposed in [6] and originally motivated by M.Granovetter [7] is investigated. Probabilistic foundations of the model are considered at micro level. The model properties are studied in the case when the number of agents tends to infinity and it is shown that the transport equation holds. It is proved that the system trajectories coincide with trajectories of an isolated Hamiltonian system.
- Ratner S., Ratner P. Elaboration of ecology management strategy of power generating companies based on data envelopment analysis
This paper demonstrates a possibility of a CCR Data Envelopment Analysis (DEA) model to be applied to elaboration of ecology management strategies in power generating companies. The literature review of data envelopment analysis in environmental and energy studies is provided. The methods of including undesirable outputs in the model are analyzed. The two-stage algorithm of construction of a DEA-model with undesirable outputs is presented. The DEA-model is applied to statistical data for main Russian electric power generation companies. The scores of ecological efficiency are calculated and possible practical implementations of the results are discussed.
- Romanenko V. Optimal aggregation of production systems resources under conditions of uncertainty
We consider the problem of finding the set of production system technological resources optimal by the efficiency. The input data contains various kinds of uncertainty. The approaches we propose allow to solve the problem both in stochastic and fuzzy formulations on the basis of the popular software with rather small machine time expenses. The results are illustrated with a particular, but practically significant example of an aggregation of ground handling facilities in hub airports. This example was not previously considered in the literature.
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