Estimation of efficiency of production and infrastructure subsystems
L.E. Varshavsky Forecasting dynamics of indicators of high-tech products markets with the help of operational calculus
Macrosystem dynamics
MATHEMATICAL MODELING
System analysis in medicine and biology
L.E. Varshavsky Forecasting dynamics of indicators of high-tech products markets with the help of operational calculus

Abstract.

Approaches to modeling and forecasting dynamics of indicators of oligopolistic markets of Hi-Tech products with the help of dynamic games with quadratic criteria are discussed. Two approaches to computation of optimal game strategies are studied: 1) traditional approach, based on generalized Riccati matrix equations and 2) based on operational calculus. Comparative analysis of different types of strategies in linear dynamical games with quadratic criteria is carried out (on the example of Nash-Cournot and Stackelberg strategies). Technique of Z-transform implementation in linear vintage models is considered in detail. Opportunities of discussed approaches to studying real markets (microprocessor, mobile communication and electricity forward markets) are analyzed.

Keywords:

modeling, oligopolistic markets, operational calculus, Z-transform, economic olygopolistic markets, vintage models.

PP. 3-16.

DOI: 10.14357/20790279190201

References

1. Starr A. W. and Ho Y. C. Nonzero-sum differential games// Journal of Optimization Theory and Applications. . – March 1969. –vol. 3. . –pp. 184–206.
2. Chen C.I. and Cruz J. B. Jr. Stackelberg Solution for Two-Person Games with Biased Information Patterns. IEEE Transactions on Automatic Control. – 1972. –v.17. – pp. 791-798.
3. Basar T., Olsder G.J. Dynamic Noncooperative Game Theory. – London/New York: Academic Press. – 1995.
4. Dockner E.J., Jorgenson S. et. al. Differential Games in Economics and Management Science. – Cambridge: Cambridge University Press. – 2000.
5. Engwerda, J.C. Linear Quadratic Games: An Overwiew. – Discussion Paper 2006-110. –Tilburg University, Center for Economic Research. – 2006.
6. Varshavsky L.E. 2012. Priblizhennye metody issledovanija dinamiki pokazatelej rynochnoj struktury [Approximate methods of studying dynamics of market structure]// Komp’juternye issledovanija i modelirovanie//[Computer Research and Modeling] vol. 4, no 1, pp. 219-229.
7. Varshavsky L.E. 2014. Ispol’zovanie metodov teorii upravlenija dlja formirovanija rynochnyh struktur [Control theory methods for creating market structures]// Komp’juternye issledovanija i modelirovani [Computer Research and Modeling]. vol. 6, no 5, pp. 839-859.
8. Varshavsky L.E. 2004. Metodologicheskie osnovy modelirovanija investicionnogo povedenija promyshlennyh firm [Methodological bases for modeling the investment behavior of industrial firms]//Teorija i praktika institucional’nyh preobrazovanij v Rossii/ Erznkjan B.G.(red.)[Theory and Practice of Institutional reforms in Russia/ Collection of scientific works ed. By B.H.Yerznkyan]. Moscow, Issue 3. CEMI Russian Academy of Sciences, pp. 63-89.
9. Varshavsky L.E. 2008. Modelirovanie razvitija otraslej-potrebitelej vysokotehnologichnoj produkcii (na primere rynka passazhirskih aviaperevozok) [Modeling development of industries-consumers of high technology products: A study of the US air passenger traffic]. V kn.: Matematika. Komp’juter. Obrazovanie: Sb. nauchn. trudov.. Tom 1. Pod red. G.Ju. Riznichenko [Mathematics, Computing, Education: Proceedings of the 14 International Conference]. Vol 1. Moscow–Izhevsk: NIC “Reguljarnaja i haoticheskaja dinamika”, [Institue of Computer Science], pp. 113–121.
10. Varshavsky L.E. 2010. Metodologicheskie osnovy modelirovanija razvitija oligopolisticheskih rynkov produkcii s dlitel’nym zhiznennym ciklom (na primere rynka grazhdanskoj aviacionnoj tehniki) [Methodological foundations of modeling evolution of markets of products with long lifecycle: A study of the market of civil aircraft] // Prikladnaja jekonometrika [Applied Econometrics]. Vol. 4. pp. 53-74.
11. Varshavsky L.E. 2003. Issledovanie investicionnyh strategij firm na rynkah kapitalo- i naukoemkoj produkcii (proizvodstvennye moshhnosti, ceny, tehnologicheskie izmenenija) [The study of investment strategies of firms on markets of capital and R&D intensive products].. Moscow, CEMI Russian Academy of Sciences, p. 354.
12. Kwon W.H., Han S.H. Receding horizon control: model predictive control for state models. . – London. – Springer. – 2005.
13. Kuzin L.T. 1962. Raschet i proektirovanie diskretnyh sistem upravlenija [Synthesis of discrete control systems]. Moscow: Mashgiz
14. Jury E.I. Theory and Applications of the Z-Transform Method. NY. –John Wiley. –1964.
15. Kolmogorov A.N., Fomin S.V. 1972. Jelementy teorii funkcij i funkcional’nogo analiza [Elements of the theory of functions and functional analysus]. Moscow: Nauka.
16. Varshavsky L.E. 2015. Metody rascheta optimal’nyh po Njeshu strategij uchastnikov dinamicheskih igr na osnove jelektronnyh tablic[Methods of computing optimal Nash strategies in dynamical games with the help of electronic tables] // V sbornike: «Analiz i modelirovanie jekonomicheskih i social’nyh processov /Matematika. Komp’juter. Obrazovanie» [Analysis and Modeling of Economic and Social Processes/Mathematics, Computing, Education: Proceedings of the 22 nd International Conference]. (Issue. 22), №3. Moscow– Izhevsk: NIC “Reguljarnaja i haoticheskaja dinamika”, [Institue of Computer Science], pp.84–96.
17. Vives X. Oligopoly Pricing. – Cambridge. – MIT Press. – 1999.
18. Varshavsky L.E. 2017. Modelirovanie dinamiki klyuchevykh pokazatelej rynkov komponentov vysokoproizvoditel’nykh vychislitel’nykh system [Modeling dynamics of key market indicators of components of hpc systems]//Trudy Instituta sistemnogo analiza Rossijskoj akademii nauk [ Proceeding of the ISA RAS]. vol.67, no. 1: pp.12-27.
19. Varshavsky L.E. 2018. Ocenka pokazatelej jeffektivnosti kompanij s ispol’zovaniem operacionnogo ischislenija [Assessment of economic indicators on the basis of ztransform]// Teorija i praktika institucional’nyh preobrazovanij v Rossii/ Erznkjan B.G.(red.) [[Theory and Practice of Institutional reforms in Russia/Collection of scientific works ed. By B.H.Yerznkyan].]. – Moscow, Issue 42. CEMI Russian Academy of Sciences, pp. 29–40.
20. Varshavsky L.E. 2012. Jekonomiko-matematicheskij analiz vlijanija vvedenija forvardnogo rynka na pokazateli razvitija AJeS [Economic- mathematical analysus of impact of forward market on indicators of nuclear power stations] //V Sb. Teorija i praktika institucional’nyh preobrazovanij v Rossii pod red. B.A.Erznkjana [Theory and Practice of Institutional reforms in Russia/Collection of scientific works ed. By B.H.Yerznkyan]. Moscow, Issue 24. CEMI Russian Academy of Sciences, pp.121-131.
 

 

2019-69-3
2019-69-2
2019-69-1
2018-68-4

© ФИЦ ИУ РАН 2008-2018. Создание сайта "РосИнтернет технологии".