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On a Class of Optimization Problems with No 'Effectively Computable' Solution
Высшая школа экономики
,
2015.
No. WP BRP 112/EC/2015.
Gavrilovich M., Kreps V. L.
It is well-known that large random structures may have non-random macroscopic properties. We give an example of non-random properties for a class of large optimization problems related to the computational problem MAXFLS^= of calculating the maximal number of consistent equations in a given overdetermined system of linear equations. A problem of this kind is faced by a decision maker (an Agent) choosing the means to protect a house from natural disasters. For this class we establish the following. There is no “efficiently computable” optimal strategy for the Agent. When the size of a random instance of the optimization problem goes to infinity the probability that the uniform mixed strategy of the Agent is ε optimal goes to one. Moreover, there is no “efficiently computable” strategy for the Agent which is substantially better for each instance of the optimization problem.
Gavrilovich M., Kreps V. L., Journal of Mathematical Sciences 2016 Vol. 215 No. 6 P. 706-715
It is well known that large random structures may have nonrandom macroscopic properties. We give an example of nonrandom properties for a class of large optimization problems related to the computational problem MAXFLS= of calculating the maximum number of consistent equations in a given overdetermined system of linear equations. A problem of this kind is ...
Added: May 26, 2016
A.Yu. Golubin, Gridin V. N., Automation and Remote Control 2012 Vol. 73 No. 9 P. 1529-1538
We find optimal (from the insurer’s point of view) strategies for insurance and reinsurance
in a controllable Cramer–Lundberg risk process that describes the capital dynamics of
an insurance company over an infinite time interval. As the optimality criterion being minimized,
we use the stationary variation coefficient, taking into account additional constraints
on residual risks for both insurers and reinsurer. ...
Added: February 20, 2014
Макаренко Д. А., Российское предпринимательство 2011 № 11-1 С. 64-69
The paper analyzes the general tendencies and the main problems that arise when corporative structures implement their own strategies. Considering the peculiarity of the Russian economy, almost all large corporations are functioning under extremely tough market conditions. They have to adapt their organizational structure so as to be able to follow a chosen strategy. Awareness ...
Added: November 30, 2012
Jakobson L. I., Вопросы экономики 2012 № 8 С. 48-63
The article considers proper legislation as an essential prerequisite for actualization of NPOs comparative advantages. Restrictions imposed on NPOs are reasonable if they are compensated by benefits from greater trust. The rigidity of constrains and requirements should be optimized while accounting for peculiarities of a social medium, the state of the nonprofit sector, and the ...
Added: August 21, 2012
Marshirova L. E., Marshirov V. V., Экономический анализ: теория и практика 2015 № 48 С. 13-24
Importance. Unincorporated entrepreneurship is rather widespread, however, interesting business ideas often die because entrepreneurs have poor knowledge of legislation, are not competent in tax planning and, as a consequence, suffer losses and go bankrupt. Therefore, choosing a taxation system is of great significance and practical use for individual entrepreneurs.
Objectives. The study aims to develop a ...
Added: January 26, 2016
Gavrilovich M., Kreps V. L., Записки научных семинаров ПОМИ РАН 2015 Т. 436 С. 122-135
Как известно, большие случайные структуры имеют неслучайные макроскопические свойства. Мы приводим пример неслучайных \break свойств для класса больших оптимизационных задач, связанных с вычислительной проблемой $MAX\, FLS^=$ вычисления максимального числа совместных уравнений в данной переопределенной системе линейных уравнений. Для этого класса мы доказываем следующее. Не существует ``эффективно вычислимой'' оптимальной стратегии. При стремлении размера случайной задачи к ...
Added: December 4, 2015
Klyukin P. N., Черемных Ю. Н., Saarbrucken : Palmarium Academic Publishing, 2017
Tutorial on mathematical analysis. The manual demonstrates the usefulness of the use of mathematical analysis for a wide range of theoretical and applied economic problems, for example, the task of maximizing the company's profits, the problem of rational consumer behavior in the market, the task of finding a static economic equilibrium. It is of interest ...
Added: October 5, 2018
Lazarev A. A., Musatova E. G., Kvaratskhelia A. et al., М. : Физический факультет МГУ, 2012
Данное учебное пособие посвящено задачам теории расписаний, возникающим на транспорте. Представлены основы теории расписаний, а также способы построения моделей и методы решения задач управления транспортными системами. Изложенный материал предназначен для студентов и преподавателей вузов математических специальностей, специалистов в области управления и практиков, занимающихся решением задач планирования грузовых перевозок. ...
Added: December 10, 2012
Kuznetsov V. O., Логистика и управление цепями поставок 2018 № 1 (84) С. 32-39
On the one hand, the relevance of this research is determined by an attempt of solving the problem of optimal inventory allocation, which can open the possibilities for increase in stock turnover. On the other hand, there was an attempt to extend the list of problems which can be solved by operations research methods. The ...
Added: November 29, 2018
Nikolsky S. N., Tishkin A., Качество. Инновации. Образование 2013 № 9 С. 71-74
The decision two-criteria task of simultaneously reached maximum through the free point’s method modification is constructed using the principle of guaranteed result. ...
Added: October 24, 2013
Matsuk Z., Deari F., Lakshina V. V., Economic Annals-XXI 2016 Vol. 160 No. 7-8 P. 116-120
This paper provides an experimental study on optimal portfolio composition. Data on seven stocks, included in Ukrainian Exchange Index, for the period from January to December 2015 are considered.
The analysis covers descriptive statistics, correlation, and, finally, optimal investment weights, which are calculated using Sharpe ratio. Covariance matrix of returns is estimated by means of generalized ...
Added: October 5, 2016
Savrukov A., Савруков Н. Т., Финансы и кредит 2015 № 14 С. 42-45
Importance Assessing the effectiveness of public spending in the housing sector, as well as developing and substantiating the methods of State support to housing programs have recently become very important due to special social significance of the housing problem and continuing budget constraints.
Objectives The purpose of the paper is to develop a method of selecting ...
Added: October 20, 2015
Волгоград : Волгоградское научное издательство, 2010
Сборник включает тезисы докладов и статьи участников международной научно-практической конференции "Экономика и управление: вопросы оптимизации", прошедшей 17-18 мая 2010 года в г. Волгограде на базе Регионального центра социально-экономических и политических исследований "Общественное содействие". ...
Added: February 19, 2013
A. A. Lazarev, Lemtyuzhnikova D. V., N. A. Pravdivets, Computational Mathematics and Mathematical Physics 2021 Vol. 61 No. 7 P. 1169-1180
Metric functions are introduced for various classes of single-machine scheduling problems.It is shown how approximate solutions of NP-hard problems can be found using these functions. The metric value is determined by solving a linear programming problem with constraints being systems of linear inequalities for polynomial or pseudopolynomial solvable instances of the problem under study.In fact, ...
Added: February 4, 2022
Lazarev A. A., Gafarov E., , in : IFAC Symposium on Information Control Problems in Manufacturing (2009). : M. : [б.и.], 2009. P. 1512-1515.
We consider some special cases of the NP-hard resource-constrained projects cheduling problem (RCPSP) to minimize the makespan. We show that a well-known lowerbounds for the problem may yield bad approximation ratios or its calculation is an NP-hardproblem too. We conjecture that the ratio of the optimal makespan of RCPSP to that of the preemptive version ...
Added: March 4, 2013
Gabeydulin R., Труды ГосНИИАС. Серия: Вопросы авионики 2018 № 2(35) С. 39-53
The paper presents a brief introduction to the air traffic flow management problem, describes main terms, rules and also describes the main approaches for solving the problem. Author describes how flow management systems work in Europe, USA and in the Russian Federation. Author proposes a fast greedy algorithm for solving flow management problem defined in ...
Added: March 22, 2018
Gromov I.Yu., Romanova I.I., Lezhnev E.V., , in : 2019 International Russian Automation Conference (RusAutoCon). : IEEE, 2019. P. 1-6.
This paper presents a brief description of a method of automated parametric and structural optimization of temperature control systems of electronic equipment using criteria of solution effectiveness evaluation. Methods and models, that allow automating the process of choosing both thermal regulation (temperature control) tools for electronic equipment and their parameters, are proposed. The problems of ...
Added: October 23, 2019
Aksenov S. A., Logashina I. V., Chumachenko E. N. et al., Materials Science Forum 2012 No. 704-705 P. 1379-1386
The subject of the paper is a study of the material behavior during hot rolling. The process considered is a rolling of round bar in roughing mill group which consist of four passes. The computer simulation of the process shows that the local plastic deformations which appear in the material are extremely large. This fact ...
Added: April 12, 2012
Switzerland : Springer, 2015
Recent developments in theory, algorithms, and applications in optimization and control are discussed in this proceedings, based on selected talks from the ‘Optimization Control and Applications in the Information Age’ conference, organized in honor of Panos Pardalos’s 60th birthday. This volume contains numerous applications to optimal decision making in energy production and fuel management, data ...
Added: September 13, 2015
Фотеева А. В., Феофилова А. Е., Ростова Н. Б. et al., Медико-фармацевтический журнал "Пульс" 2022 Т. 24 № 4 С. 38-43
Abstract. The modern regulatory requirements for pharmaceutical development, stricter of requirements of
medicinal products (MP) quality standards, the experience of manufacturers and development companies in terms of MP pharmaceutical development revealed need to create solutions that minimize the risk of medicinal product quality deviations, guaranteeing the release of effective and safe MP with the planned quality. The aim of these study is to ...
Added: May 13, 2022
Пенза : Приволжский дом знаний, 2011
В трудах настоящей конференции представлен анализ общих тенденций развития экономики, анализ рынков, ценообразования, механизмов регулирования экономики, анализ социальных групп и процессов, исследование операций и оптимизация, обработка экономической информации, финансовая и страховая математика, методы принятия решений, проблема коррупции, анализ систем в условиях неопределенности, обучение экономическим и социологическим специальностям, история экономических и социальных, этика экономической деятельности и ...
Added: March 12, 2013
Brodetskiy G., Shiroyan K. S., РИСК: Ресурсы, информация, снабжение, конкуренция 2010 № 1 С. 231-237
In the article author propose approach to client's base generation based on decision tree method. This approach allows taking into account requirements to optimization of customers' selection based on several criteria. Method is illustrated on Logistics Company. ...
Added: October 11, 2012
Gafarov E., Lazarev A. A., Werner F., / Otto-von-Guericke Universitaet. 2010. No. 10.
In this note, we consider a single machine scheduling problem with generalized total tardiness objective function. An NP-hardness proof and a pseudo-polynomial time solution algorithm are proposed for a special case of this problem. Moreover, we present a new graphical algorithm for another special case, which corresponds to the classical problem of minimizing the weighted ...
Added: March 4, 2013
Lazarev A. A., Журнал вычислительной математики и математической физики 2007 Т. 47 № 6 С. 1087-1099
The classical NP-hard (in the ordinary sense) problem of scheduling jobs in order to minimize the total tardiness for a single machine 1‖ΣT j is considered. An NP-hard instance of the problem is completely analyzed. A procedure for partitioning the initial set of jobs into subsets is proposed. Algorithms are constructed for finding ...
Added: November 23, 2012