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Оценка риска в линейных экономических системах при отрицательных временных предпочтениях
Экономика и математические методы. 2013. Т. 49. № 3. С. 99–116.
We consider stochastic linear economic control system with a quadratic cost function taking into account the agents’ negative time preferences that can be represented by increasingdiscount function. We give a definition of average optimality over an infinite time horizon for such a system. Risk of using the obtained optimal control law is being estimated. The results are applied to an eco-logical-economic model.
Priority areas:
mathematics
Language:
Russian
Veretennikov A., Mathematics 2023 Vol. 11 No. 21 Article 4514
Positive recurrence for a single-server queueing system is established under generalized service intensity conditions, without the assumption of the existence of a service density distribution function, but with a certain integral type lower bound as a sufficient condition. Positive recurrence implies the existence of the invariant distribution and a guaranteed slow convergence to it in ...
Added: July 16, 2026
Veretennikov A., Markov Processes and Related Fields 2023 Vol. 23 No. 2 P. 259–294
The ergodic Bellman's (HJB) equation is proved for a one-dimensional controlled diffusion with switching with variable diffusion and drift coefficients both depending on control; the intensities of transitions of the discrete component are constant. Its existence and uniqueness is established. Also, the convergence of the reward iteration improvement algorithm is established to the cost constant ...
Added: July 16, 2026
Михайлов И. А., М.: ФГБУ "Издательство "Наука", 2023.
Предложены основные направления совершенствования планирования, организации и оплаты медицинской помощи, лекарственного обеспечения, информатизации и оценки технологий здравоохранения. Рекомендованы такие мероприятия, как конкретизация программы государственных гарантий бесплатного оказания гражданам медицинской помощи, создание системы общедоступного лекарственного обеспечения, использование клинико-статистических групп для оплаты медицинской помощи при ряде хронических неинфекционных заболеваний в амбулаторных условиях, формирование механизма привлечения соплатежей при ...
Added: July 16, 2026
On recurrence, convergence and mixing rate for generalised Wright - Fisher's diffusion with mutation
Veretennikov A., Sineokiy R., Markov Processes and Related Fields 2023 Vol. 23 No. 2 P. 241–258
Generalised one-dimensional Fisher -- Wright diffusion process with mutations is consiedered. This is a well-known model in populational genetics. The goal of the paper is an exponential recurrence of the process, which also implies exponential rate of convergence towards the invariant measure. ...
Added: July 16, 2026
Veretennikov A., Mathematics 2023 Vol. 11 No. 14 Article 3096
Polynomial recurrence bounds for a class of stochastic differential equations with a rotational symmetric gradient type drift and an additive Wiener process are established, as well as certain a priori moment inequalities for solutions. The key feature of this paper is that the approach does not use Lyapunov functions because it is not clear how ...
Added: July 16, 2026
Emelyanova O., Восток. Афро-азиатские общества: история и современность 2024 No. 1 P. 153–164
Food security in Japan has been under observation of analytics in both Japan and abroad as it is one of the key national security issues. Leading academic researchers of this issue in Japan include Suzuki N., Takeya T.,Yamamoto R. and Oguchi H. However, the main focus of their analysis is the social aspect. The English ...
Added: July 16, 2026
Kuninets A., Malygina E., Leevik A. G. et al., Journal of Computer Virology and Hacking Techniques 2026 No. 22 Article 62
In this work, we investigate the application of Barnes–Wall lattices in post-quantum cryptographic schemes. We survey and analyze several constructions of Barnes–Wall lattices, including subgroup chains, the generalized k-ing construction, and connections with Reed-Muller codes, highlighting their equivalence over both Z[i] and Z. Building on these structural insights, we introduce a new algorithm for efficient ...
Added: July 16, 2026
Bolbachan V., / Series math "arxiv.org". 2024.
Chow polylogarithms are some special functions arising in explicit description of the Beilinson regulator map. The most interesting functional equation for this function reflects its vanishing on the boundary in the Bloch's cycle complex. We show that this functional equation formally follows from more simple ones, namely skew-symmetry, functoriality and multiplicativity.
To prove this, we study ...
Added: July 16, 2026
Bolbachan V., / Series math "arxiv.org". 2024.
Let K be a field of characteristic zero. We prove that its motivic cohomology in degree m−1 and weight m is rationally isomorphic to the cohomology of the polylogarithmic complex. This gives a partial extension of A. Suslin theorem describing the indecomposable K3 of a field. ...
Added: July 16, 2026
Zapryagaev A., Pahomov F., Logic Journal of the IGPL 2026 Vol. 34 No. 4 Article 12
We prove the linear orders first-order definable in the standard model (Z;<,+) of Presburger arithmetic are exactly those that are (Z;<,+)-definably embeddable into the lexicographic ordering on Z^n for some n. ...
Added: July 16, 2026
Veretennikov A., Veretennikova M., Reliability: Theory & Applications 2022 Vol. 17 No. 3(69) P. 273–291
A simple model of the new notion of ``Markov up'' processes is proposed; its positive recurrence and ergodic properties are shown under the appropriate conditions. ...
Added: July 16, 2026
Veretennikov A., Stochastics and Partial Differential Equations: Analysis and Computations 2022 Vol. 10 P. 1165–1179
Positive recurrence of a $d$-dimensional diffusion with an additive Wiener process, with switching and with one recurrent and one transient regimes and variable switching intensities is established under suitable conditions. The approach is based on embedded Markov chains. ...
Added: July 15, 2026
Veretennikov A., Queueing Systems 2022 Vol. 100 No. 3-4 P. 357–359
B.A. Sevastyanov's result about Erlang telephone station problem has been extended in several publications. In this short note one open question about this model has been discussed. The whole volume was devoted mainly to open problems related to the name of Erlang. ...
Added: July 15, 2026
Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 2026 Vol. 114 No. 1 P. 014217–014217
This study investigates the dynamical origins and statistical properties of extreme events (EEs) in a diffusively coupled theoretical Brusselator system, extending from pairwise interactions to globally coupled networks. Statistically, the emergence of EEs is characterized by heavy-tailed probability density functions and exponential interevent interval distributions, alongside an analysis of the complementary cumulative distribution function and ...
Added: July 15, 2026
Aleshin D., Бирюков Е. С., Булатов А. С. et al., Аспект Пресс, 2025.
Учебное пособие подготовлено коллективом российских экономистов-международников, преимущественно из МГИМО. Оно посвящено анализу особенностей незападных экономических систем, а также участия данных стран в международных экономических отношениях.
Структурно учебное пособие состоит из трех разделов и 23 глав. Первый раздел посвящен различным аспектам методологии анализа незападных экономических систем. Приводятся как современные западные концепции классификации экономических систем, так и критические, а также незападные подходы к развитию (в том числе периферийная ...
Added: July 15, 2026
Degterev D. A., Степанова В. С., Международное право и международные организации 2025 № 3 С. 93–109
The issues of monetary cooperation between France and the member states of the West African Monetary Union (WAMU) have received wide coverage in academic literature. However, the phenomenon of the CFA franc as the "last colonial currency" of Africa is considered mainly in a journalistic vein, in a political and historical context, less often – ...
Added: July 15, 2026
Degterev D. A., Кирикова Т. Н., Россия и мир: научный диалог 2025 № 4 С. 37–57
This study focuses on the African policy of the Trump administration during his second term. The authors analyze why the formal framework for strategic planning in Africa proved too restrictive for the new US administration. Particular attention is paid to the consistent decline in international aid as a part of US African strategy. During Trump’s ...
Added: July 15, 2026
Cham: Springer, 2026.
In this ambitious two-volume open access collection of essays, a diverse group of scholars worldwide reflects on the past, present and future of the (comparative) regionalism research program. Volume I provides building blocks for regionalism studies in the coming years by indicating what a pluralistic theoretical and methodological toolbox to study regions could look like, ...
Added: July 15, 2026
Karpova N. S., Союзное государство 2026 Т. 232 № 6, июнь С. 87–89
The article examines the peculiarities of the formation of Belarusian enterprises, the factors of their competitiveness, high export potential, and the culture of marketing work. The author raises the question of ways to strengthen integration processes within the Union State by understanding the competitive advantages of its participants, creating conditions for the growth of mutual ...
Added: July 14, 2026
Prokofev V., Zabrodin A., Proceedings of the Steklov Institute of Mathematics 2020 Vol. 309 P. 225–239
We consider solutions of the matrix Kadomtsev-Petviashvili (KP) hierarchy that are trigonometric functions of the first hierarchical time t1 = x and establish the correspondence with the spin generalization of the trigonometric Calogero-Moser system at the level of hierarchies. Namely, the evolution of poles xi and matrix residues at the poles aαibβi of the solutions with respect to the kth hierarchical time of the ...
Added: July 14, 2026
Prokofev V., Zabrodin A., Journal of Physics A: Mathematical and Theoretical 2021 Vol. 54
We consider solutions of the Kadomtsev–Petviashvili hierarchy which are elliptic functions of x = t1. It is known that their poles as functions of t2 move as particles of the elliptic Calogero–Moser model. We extend this correspondence to the level of hierarchies and find the Hamiltonian Hk of the elliptic Calogero–Moser model which governs the dynamics of poles with respect to the kth ...
Added: July 14, 2026
Prokofev V., Zabrodin A., Theoretical and Mathematical Physics 2021 Vol. 208 P. 1093–115
We consider solutions of the 2D Toda lattice hierarchy which are elliptic functions of the zeroth time t_0=x. It is known that their poles as functions of t_1 move as particles of the elliptic Ruijsenaars-Schneider model. The goal of this paper is to extend this correspondence to the level of hierarchies. We show that the ...
Added: July 14, 2026
Panov V., Ryabchenko A., / Series arXiv "stat.ME". 2026. No. 2607.05048.
This paper investigates the problem of statistical inference for a mixture distribution consisting of a discrete and a continuous component, with a particular focus on the class of rational-infinitely divisible distributions. We consider non-parametric estimation of both components of the mixture as well as the quasi-L{é}vy measure, assuming that the mixture belongs to the class ...
Added: July 9, 2026
Konakov V., Kucher D., Mammen E., / Series arXiv "math". 2026. No. 2606.11142v1.
In this paper, we construct strong approximations for discrete-time Markov chains weakly converging to continuous diffusion processes, as well as for their perturbed counterparts. Under the assumption of bounded coefficients, we construct closely coupled versions of these processes on a shared probability space. In particular, for both non-degenerate and degenerate cases, we maximize the probability ...
Added: June 11, 2026