Proceeding of the 30 International Conference of the System Dynamics Society, July 22-26, 2012, St.Gallen, Switzerland
This paper presents a new approach to designing integrated simulation models for large corporations. This approach is based on the use of system-dynamics methods for implementing models of segments of the vertically integrated company taking into account the available direct and feedback links. All models have been designed with the help of power simulation tool - Powersim Studio. In addition, the designed simulation system has been integrated with created genetic algorithm and the corporate data warehouse.
Proceeding of the 32nd International Conference of the System Dynamics Society
The article considers the model complex of national economy of Russian Federation based on principles of multi-modeling. It describes the general structure of model complex and its realization based on methods of system dynamics, agent-based modeling and other modern technologies of simulation modeling.
This research work deals with the problem formulation of control of complex organizational structures. The mechanism of functioning of such systems is described by example of a vertically integrated company (VIC). The problems of strategic and operative control of VIC are considered. The methods for solving such problems based on genetic algorithms and neural networks are suggested. A new iterative procedure for coordination of strategic and operative control goals based on the estimation of imbalance between shareholder value and net profit distributed for payment of dividends to shareholders is suggested.
The considered system is a double criterion optimization problem with complex multiparameter restrictions.
In this work is presented a new approach to the designing of intelligent systems of the control of the shareholder value for the vertical-integrated Financial Corporation (VIFK). Developed system based on using of system-dynamics methods for the simulation of the synergic interaction between different business directions of VIFK for the target of shareholder value maximization. Note, the described system has been successfully introduced in biggest Russian banking groups and it is used for the preparing of strategic decisions.
In this paper we consider choice problems under the assumption that the preferences of the decision maker are expressed in the form of a parametric partial weak order without assuming the existence of any value function. We investigate both the sensitivity (stability) of each non-dominated solution with respect to the changes of parameters of this order, and the sensitivity of the set of non-dominated solutions as a whole to similar changes. We show that this type of sensitivity analysis can be performed by employing techniques of linear programming.
The paper examines the structure, governance, and balance sheets of state-controlled banks in Russia, which accounted for over 55 percent of the total assets in the country's banking system in early 2012. The author offers a credible estimate of the size of the country's state banking sector by including banks that are indirectly owned by public organizations. Contrary to some predictions based on the theoretical literature on economic transition, he explains the relatively high profitability and efficiency of Russian state-controlled banks by pointing to their competitive position in such functions as acquisition and disposal of assets on behalf of the government. Also suggested in the paper is a different way of looking at market concentration in Russia (by consolidating the market shares of core state-controlled banks), which produces a picture of a more concentrated market than officially reported. Lastly, one of the author's interesting conclusions is that China provides a better benchmark than the formerly centrally planned economies of Central and Eastern Europe by which to assess the viability of state ownership of banks in Russia and to evaluate the country's banking sector.
I give the explicit formula for the (set-theoretical) system of Resultants of m+1 homogeneous polynomials in n+1 variables