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

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