Institution
Central Economics and Mathematics Institute
Facility•Moscow, Russia•
About: Central Economics and Mathematics Institute is a facility organization based out in Moscow, Russia. It is known for research contribution in the topics: Population & Foreign-exchange reserves. The organization has 297 authors who have published 580 publications receiving 6449 citations. The organization is also known as: Federal State Institution of Science Central Economics and Mathematics Institute of the Russian Academy of Sciences.
Papers published on a yearly basis
Papers
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01 Jan 2005TL;DR: In this article, conditions of absence of arbitrage in the classical sense (the "true" NA property) for the model given by a family of continuous value processes are discussed, and a criterion for the NA property in a market model with countably many securities with continuous price processes is obtained.
Abstract: We discuss conditions of absence of arbitrage in the classical sense (the “true” NA property) for the model given by a family of continuous value processes. In particular, we obtain a criterion for the NA property in a market model with countably many securities with continuous price processes. This result generalizes the well-known criteria due to Levental-Skorohod and Delbaen-Schachermayer.
19 citations
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TL;DR: In this article, the authors present the first part of the work on how instruments and methods of the growth promotion should change as a country approaches the level of advanced economies in terms of welfare and the quality of institutions.
Abstract: This article presents the first part of the work on how instruments and methods of the growth promotion should change as a country approaches the level of advanced economies in terms of welfare and the quality of institutions. We describe the evolution of economic policies in Western countries and also in countries that became known as "economic miracles" during their catch up development. Our analysis allows to trace the major directions of such evolution: from import substitution to export orientation, from regulation of import tariffs to non-selective policy of the real exchange rate undervaluation, from import of technology to domestically based research and development, from creation of large companies to support of small and medium-size firms.
18 citations
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TL;DR: In this paper, the authors studied properties of the multifunction including conditions on c for Q 0(c) to be nonempty and characterizations of Q 0 (c) for a given c. Applications are given to cyclically monotone operators and to dynamic optimization.
Abstract: Given a nonempty set X, we consider all cost functions c: X×X→ℝ1∪{+∞} and take the multifunction
$$Q_0 (c): = \{ u \in \mathbb{R}^X :u(x) - u(y) \leqslant c(x,y) for all x,y \in X\} $$
that arises in connection with mass transfer problems generalizing the classical Monge-Kantorovich problem. We study properties of the multifunction including conditions on c for Q0(c) to be nonempty and characterizations of Q0(c) for a given c. Applications are given to cyclically monotone operators and to dynamic optimization.
18 citations
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TL;DR: The aim of providing a solution to the BLP problem in question is to consider this problem by stating it as a bilevel programming (BLP) model and a direct algorithm based on sensitivity analysis (SA) is proposed.
Abstract: Purpose – One of the most important problems concerning the toll roads is the setting of an appropriate cost for traveling through private arcs of a transportation network. The purpose of this paper is to consider this problem by stating it as a bilevel programming (BLP) model. At the upper level, one has a public regulator or a private company that manages the toll roads seeking to increase its profits. At the lower level, several companies-users try to satisfy the existing demand for transportation of goods and/or passengers, and simultaneously, to select the routes so as to minimize their travel costs. In other words, what is sought is kind of a balance of costs that bring the highest profit to the regulating company (the upper level) and are still attractive enough to the users (the lower level). Design/methodology/approach – With the aim of providing a solution to the BLP problem in question, a direct algorithm based on sensitivity analysis (SA) is proposed. In order to make it easier to move (if nec...
18 citations
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TL;DR: In this paper, an agent-based model was developed to determine the best trade-offs for the ecological modernisation of enterprises in the Republic of Armenia, where the aim is to solve the bi-objective optimisation problem, the objectives of which are the integrated volume of total emissions and integrated index of industrial production.
17 citations
Authors
Showing all 315 results
Name | H-index | Papers | Citations |
---|---|---|---|
Boris Mirkin | 35 | 178 | 6722 |
Yuri Kabanov | 26 | 85 | 3396 |
L. V. Chernysheva | 24 | 167 | 1867 |
Igor V. Evstigneev | 21 | 129 | 1838 |
Alexander Zeifman | 21 | 177 | 1502 |
Vladimir Popov | 20 | 169 | 2041 |
Vyacheslav V. Kalashnikov | 19 | 109 | 1217 |
Vladimir I. Danilov | 18 | 165 | 1255 |
Victor Polterovich | 17 | 126 | 1145 |
Ernst Presman | 15 | 41 | 875 |
Andrei Dmitruk | 13 | 51 | 604 |
Anatoly Peresetsky | 13 | 45 | 617 |
Anton Oleinik | 12 | 55 | 495 |
Vladimir Rotar | 11 | 28 | 577 |
Nikolai B. Melnikov | 11 | 72 | 323 |