DETERMINATION OF PRIORITIES OF PLAYERS
IN PARTIALLY CONFLICT SITUATIONS
AND INVERSE PROBLEMS OF GAME THEORY

L.Ch. Abaev

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 6-8

In the series of the game theory problems the players try not only to maximize their own utility function, but also to reduce (or, to the contrary, to increase) utility functions of other players. Thus the players' priorities are often not known, but their behaviour strategies, for example, strategies leading to Nash equilibrium, are known. For this case, in this paper the definition and solution of the inverse problems of game modelling allowing to determine the players' priorities are being proposed. The inverse problems of the game theory allow to define the character of relations between the players and to solve a number of forecasting and control problems in conflict situations. (full text)

FORECASTING OF MARKET CAPACITY DYNAMICS
FOR RF’s REGIONS

K.E. Afanasyeva, A.B. Blinov, B.M. Kuvshinov, V.I. Shiryaev

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 8-11

The problem of evaluation and forecasting of market capacity dynamics for RF’s regions, using the methods of pattern recognition by integral indicators is considered. All regions are divided into k classes. The integral indicators are calculated as , where  – the weight of corresponding particular criteria , obtained from standard macroeconomic indices for some years. On the basis of committee decision rules the methods of pattern recognition are developed, which allow correcting the apriori classification according to whole available information about socio-economic state of regions. (full text)

System analysis of state reform risks in Russia

T.S. Akhromeyeva, G.G. Malinetsii, V.L. Romanov, V.S. Kapustin

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 11-15

In this report we concern the problem of state reform in Russia. We apply to this problem the methods of system analysis, interdisciplinary approaches and computer simulation. (full text)

Modeling mutual

Акпарова А.В., Обросова Н.К.,  Шананин А.А

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 15-19

Моделирование взаимовлияния энергодобавыющих и энергопотребляющих отраслей (full text)

Dynamic analysis of Russian banks performance

Aleskerov F.T., Chelnokova D.S, Solodkov V.M., Sokolov Y. A.

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 19-25

The focus of this paper is on three important issues concerning Russian banking: stability of financial system, the prevailing patterns of bank performance and the structural dissimilarities. In order to examine these issues the methodology of dynamic cluster analysis is applied. The research is based on the data analysis of 1018 Russian banks during nearly 5 years (March 1999 – September 2003).  Some potential applications to regulatory surveillance in commercial banking are discussed. (full text)

Patterns of Party Competition in British
and Finnish Municipal Elections

Fuad Aleskerov, Hannu Nurmi

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 26-28

A clustering of the electoral outcomes is made in the parliamentary elections in the constituencies of Great Britain in terms of the relative support of the main parties. The over-time stability of the parties support in constituencies is analyzed. The same problem is solved for seven most recent Finnish municipal elections. It turns out that only very few classes are needed to characterize the average patterns of support distribution. Our main finding is that out of thousands of conceivable over-time trends only few are needed to characterize the support development in all three countries. (full text)

THE MATHEMATICAL MODEL OF Management OF
LIQUIDITY OF BANK WITH THE GROWTH

M.Y. Andreyev

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 28-31

The mathematical model of management of liquidity of bank have been built. The economy rate of growth is considered to be constant, while interest rates of short instruments osculates randomly. It is supposed, that the bank maximizes the expected net present value. The concept of optimal strategy of bank is entered. It is shown, that optimal strategy should satisfy Bellman equation. Solution of the equation is found in an explicit form. Various strategies of bank are considered depending on how the income of bank depends on random values. (full text)

CONTROLLING A STOCHASTIC NETWORK PROJECT
UNDER A CHANCE CONSTRAINT

Alexey Andreev, Sergey Ljubkin, Alexey Rezer and Dimitri Golenko-Ginzburg

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 31-35

A resource supportability model for a stochastic network project of PERT type, is considered. The duration of each activity is random, and the corresponding probability density function is pregiven. Certain activities entering the project require extremely costly and rare resources (call it A-resources) which have to be prepared and delivered from outside and can be at the project's disposal within a short time span. Other activities require constrained renewable resources (B-resources), which are at the disposal of the project and are in limited supply for each type of resources. (full text)

THE REFLECTION THEORY AND ITS APPLICATIONS:
THE ROLE OF CONSCIOUSNESS IN OVERCOMING OF IRRATIONAL AIMS
AND ACTIONS ON THE STOCKHOLM SYNDROME EXAMPLE

S.A. Anisimova

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 35-38

Consciousness helps to manage the defense reactions of subconsciousness aimed at reactive behavior that is generally invariable. This phenomenon is illustrated on the example of Stockholm syndrome and is explained from the point of view of the reflection theory. (full text)

A Representation Theorem for Freedom of Choice

R. Arlegi.

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 38-39

In the last two decades several proposals of rankings over opportunity sets have been made on the basis of the intrinsic value of freedom of choice. A common characterisitic of many of those rankings is that they are extensions of the strict inclussion relation over sets. This responds to the intuition that an enlargement of the opportunity choice leads to an increasement of the degree of individual freedom. The paper proposes economically meaningfull representation results for a family of orderings over sets that includes most of the rankings mentioned above. (full text)

NONLINEAR NATURE OF HUMAN RESPONSE ON ADVERTISING AGITATION.
EFFECTIVE FREQUENCY. SYNERGETIC AND ADVERTISING

M.E. Bakhireva

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 39-41

Considered is the problem of the minimal number of repetitions enough for stimulating the consumer to buy. Introduced is the definition of the advertising response function and studied its main properties. (full text)

EVIDENCE FOR FEIGENBAUM UNIVERSALITY IN
STOCK INDICES BEHAVIOR

A.V. Batunin

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 41-45

Time series comparison between S&P500 data in 1997 and 1998 has been conducted. Phase trajectories and the corresponding density histograms were built. It turned out that the ratio of distances between neighboring regions of maximum density of the phase trajectories is determined by the Feigenbaum constant αF = 2.5029… The latter characterizes splittings of phase trajectory in a series of period-doubling bifurcations in the way from order to chaos for many nonlinear dynamical systems. Thus,  αF  can be used in forecasting stock indices behavior. (full text)

PRODUCT’S MARKETABILITY AND OPTIMAL STRATEGY

Alexey Andreev, Sergey Ljubkin, Vladimir Rezer, Ehud Menipaz and
Avner Ben-Yair

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 45-48

The life cycle of a newly designed product is considered. The problem is to reallocate the company's expenses within the product's life cycle in order to maximize the company's profit. Thus, we deal with optimal budget reallocation within product's life cycle, including the sub-period of designing and creating the new product, as well as the sub-period of distributing the manufactured product on the market. Here the problem deals mostly with determining the product's selling price. (full text)

ON THE BALANCED NESS OF
THE RUSSIAN DUMA (1994-2003)

N.Blagoveschensky, M.Konstantinov, G.Satarov, V.Yakuba

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 48-50

The balancedness of a legislature described by a signed graph is studied. A new approach to the evaluating of relations among groups in the legislature is used based on the calculation of the index of concordance. The model is used for the analysis of the lower chamber of the Russian Parliament from January1994 to May 2003.   (full text)

Evaluation of power of groups and fractions
in the Russian parliament (1994-2003)

N.Blagoveschensky, G.Satarov, A.Sokolova, V.Yakuba

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 50-52

The problem of evaluation and the analysis of distribution of power is considered in the State Duma of the Russian Federation for 1994 – 2003. Banzhaf power index is used to evaluate the power of fractions and groups in the Russian Parliament for the simple majority decision making and under different assumptions about admissible coalitions. It is analyzed how the index is changed under different changes in structure of fractions and groups and under different scenarios of coalition formation. The dependence in the changes of index values is compared with respect to political events during this period. (full text)

modeling the mobile service market of the region

A.B. Blinov, A.I. Koblov, V.I. Shiryaev

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 52-54

The paper presents approach to analysis and considers the model of the mobile service competitive market. The model includes a dynamic competition between two major operators, dominant operator and the others. The method for identification of the market carrying capacity is considered. The obtained results can be used in research to forecast and improve decision making in real dynamic systems. (full text)

WORKER’S HEALTH DYNAMIC CONTROL MODEL

M.P. Dyakovitch, E.P. Bockmelder and A.Yu. Gornov

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 58-61

A model describing health condition levels of a large Siberian chemical plant worker is presented. All workers are divided into 3 groups: the healthy, risk group and unhealthy (mostly suffering from occupational diseases). The model describes transitions between the groups. The control task is to reduce the number of unhealthy groups through the implementation of various medical, preventive and social investments. The identification of the model parameters is carried out on the bases of statistical data and numerical experiments. The solutions of the model system essentially depend on the efficiency of the controls. The optimal control problem is solved numerically. The behavior of the optimal controls and states shows that during the initial years we have to invest more money in the treatment of the workers and then spend the maximum amounts possible for health protection.  (full text)

Analysis of polarization of electoral
preferences in Russia 1993-2003.

Borodin Aleksandre, Kaspe Svyatoslav, Marshakov Vadim, Salmin Alexei

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 61-63

The study of electoral preferences stands among the most developed areas of politology. Yet there is a lack of generalized indexes that characterize different aspects of political system structure and evolution. (full text)

NONLINEAR MODELS IN INVESTIGATION SOCIAL AND
ECONOMICAL PROCESSES IN RUSSIA IN THE BEGINNING
OF THE XX CENTURY

L.I.Borodkin

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 63-66

Возможности синергетики в задачах изучения неустойчивых, переходных процессов исторического развития привлекли внимание историков в начале 1990-х гг. Отметим, что уже на рубеже 1980-90-х гг. историки-методологи отмечали, что "в настоящее время историки не имеют в своем распоряжении объективной, формализованной теории для перехода из одной структуры в другую". (full text)

INDEX OF COMPLEXITY FOR THE MODELING OF
PROCESSES WITH SOCIALLY DIVERSE STAGES

A.A. Borzykh

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 66-69

In this article the author elaborates on his partial investigations (1999-2004) into the approaches of technique and methods of descriptions and the forecasts for development of social groups as sociological, economic and strategic problems. Transitional economic and managing processes are usual in the life of organized social groups; they are non-linear and contain conflict trends. We saw in our works a representative analogy for cycles of group life in math chaos and denoted the discrete model apriori as series of the attractors. Then modeling will aim at the seeking of signals of a series stage as attribute combinations: relative quantity of effective links and character of changing. But synergetic definitions for economics and for social studies are non-equal now. And researcher should does comparisons the digital metrics of economic models with attributive metrics of social processes correctly. The present-day social-economic phenomena might be considered as dynamic systems, but they have infinite complexity in a parametric model. We analyze the methodological aspects of investigator’s choice for simple effective discrete model in the complex social-economic medium as problems of calculation of the value (index) of complexity (topological, the dimension of system graphs).   (full text)

PERFECT CAKE DIVISION WITH MONEY

Steven J. Brams, Michael A. Jones, and Christian Klamler

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 70-71

A cake-cutting procedure is perfect if it satisfies the properties of efficiency, envy-freeness, and equitability.   For two players there is no perfect procedure, including cut-and-choose and Austin's procedure.  But the addition of money makes perfection possible, as we demonstrate by describing a 2-player, 1-cut perfect procedure that induces each player to be truthful in order to maximize the minimum portion of cake it can guarantee for itself.    
For n > 2 players, an envy-free procedure can be rendered equitable with the addition of money, but not necessarily efficient if it uses more than n - 1 cuts (the minimal number).   Although there is a minimal 3-player, 2-cut envy-free procedure, no 4-player, 3-cut envy-free procedure is known to exist. (full text)

OPTIMAL TIME STRUCTURES OF INVESTMENT PROJECTS

E.M.Bronshtein

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 55-58

An investment project is a finite family of pairs {(ci, ti)}, where t0 <t1 <… <tn are the time moments and ci are the payments to the investor at the appropriate time moments. The investor has an opportunity of an alternative investment of means in bank which activity is characterized by continuous function of discounting f(t) non-negative and not growing at t³0 and such, that f (0 =1. Stability of financial conditions when the bank interest does not vary at time means that f (t) =vt where v <1 is a discount - factor. Some problems of optimization of parameters of the investment project with the given payments and an opportunity of a variation of the moments of payments are considered. We analyze Net Present Value and Profitability Index as parameters of investment project. The results are a base for the simple algorithms (linear or quadratic complexity) for solutions of these problems.   (full text)

RHYTHM CASCADES  IN  A  HISTORY

Budanov V. G.

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 71-74

Prognosis of original rhythmocascade algorithm of the society state based on non-linear dynamics and a society as a holistic system is under discussion. According to this approach some typical scenario of social progress development could be defined. The analysis of pre- and post- revolutionary situations in modern and middle age history of Russia is under the special interest. Differ from theoretical history approach the common tendency as well as dates are predictable.   (full text)

Evolution of strategies in the Artificial Life model:
An Attempt of historical interpretation

Mikhail S. Burtsev

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 74-78

Kinship is one of the major determinants of the social dynamics. Altruistic behavior toward relatives is an evolutionary stable strategy, but how can it change the overall dynamics of the social system? Computer simulations with the proposed model demonstrate that if conditions of local interactions and constrained resource capacity are held then kin-selection could dramatically change territoriality and level of internal warfare. In the social sciences the causes of destruction of kinship organization are conventionally considered as rooted in the fields of politics, economics, and religion. The results of the simulations indicate that a kinship organization can destruct itself without taking into consideration any of the aforementioned additional factors. (full text)

ECONOMIC ESTIMATION OF GLOBALIZATION PROCESSES

L.A. Chaldaeva

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 78-80

To describe the processes of globalization the model of cooperation of two groups of the economical subjects is offered. The states can be considered as such economical subjects, between which there is a movement of financial assets. Using the given model and taking into account the economic information, it is shown, that the global financial market is not effective. (full text)

A MODEL OF SOCIAL DYNAMICS
GOVERNED BY COLLECTIVE DECISIONS

P.Ju. Chebotarev, V.I. Borzenko, Z.M. Lezina, I.V. Lezina, A.K. Loginov and Ja.Ju. Tsodikova

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 80-83

We propose and study a model of social dynamics governed by consecutive collective decisions. The decisions are made by means of the simple majority / qualified majority voting procedures. The current state of the system is characterized by the vector of actors’ welfare. At every stage, the body of voters can preserve status quo or accept a new external motion. The motion is a vector of actors’ welfare increments; it is generated stochastically. We investigate the impact of the collectivistic and individualistic attitudes on the social dynamics. Under rather weak requirements, the collectivistic behavior turns out to be more profitable than the individualistic one. On the other hand, if the environment is propitious and the qualitative majority threshold is high, the individualists’ welfare goes up faster. The interval of “high thresholds” is from about  to the value that gives rise to stagnation, where  is the share of the collectivistic group. (full text)

Information essence of The money

D.S.Chernavskii

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 84-85

В докладе обсуждаются особенности денег как информации, приведена модель взаимодействия валют. Показано, что это взаимодействие является антагонистическим. Рассмотрены различные сценарии возможного развития событий. Обсуждены условия реализации каждого из этих сценариев. (full text)

MATHEMATICAL MODELS AND METHODS
IN ANALYTICAL INFORMATIONAL SYSTEMS
FOR THE HIGHER AUTHORITY AND STATE STRUCTURES

M.V. Tchernenkov

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 86-88

There are a lot of mathematical models and methods used in analytical informational systems for the higher authority and state structures. I suggest scientific approach to the classification of the models and methods depending on the different data subjects. It has been carried out the description of the modern analytic and evaluated methods of the different social problems. (full text)

ON SOME MATHEMATICAL MODELS OF SOCIAL
RELATIONS IN HIERARCHICAL POWER STRUCTURES

A.V. Chernetsova

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 88-90

This paper is devoted to researchers on mathematical modeling of “Power - Society” system built by A. P. Mikhailov.  Now we tried to take into account some aspects, connected with social relations between the actors of power communications in hierarchical power structures. Three types of power structures have been taken under consideration: the political system of society on macro level, state power structure and modern organization on middle level. Clannish structures and patron – client relations have been examined.   (full text)

REFLEXIVE MAPPINGS AND NONLINEAR DYNAMICS

A.G. Chkhartishvili, D.A. Novikov

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 91-93

The paper considers reflexive mappings properties: it is proved that, when the agents in the framework of the game-theoretic model make their decisions on the base of the finite informational structures, actions, chosen by phantom agents, are defined by the system of nonlinear iterated mappings [1]. Exploration of the model allows concluding that the informational equilibrium is generally unstable under the increase of the reflexivity depth. (full text)

NON-FEEDBACK CHAOS CONTROL IN ECONOMICAL
MODELS BY CHANGES OF INVESTMENT SIZES.

M.I. Davidich, M.V. Timashova and A.Loskutov

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 93-95

We propose a method, which allows to realize the stabilization of chaotic dynamic in a simple micro-economical model. Our model consists of two firms competing on the same market of goods. The firms perform active and asymmetric investment strategies, i.e. their temporary investments depend on their relative positions on the market. Under certain parameter values the given model exhibits the properties of dynamical chaos consists of continuous power spectrum and positiveness of Lyapunov exponents. (full text)

MULTIPLE  CRITERIA  SYSTEMS  OPTIMIZATION
UNDER UNCERTAINTY OF STOCHASTIC CHARACTERISTICS
OF  NONDETERMINISTIC  PARAMETERS

V.I.Zhukovskiy, E.V.Devyatov

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 96-98

Multiple criteria decision making for systems with uncertain characteristics of nondeterministic parameters is considered. The general consideration is illustrated by some modification of portfolio selection problem. (full text)

RUSSIAN PUBLIC DEBTS AS BUBBLES: SCENARIO APPROACH

G.G. Dimitriadi

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 98-101

Scenario approach to bubbles description is introduced; its main ideas are stated. Some results are given. One of them is the procedure of an analysis of public and corporate debts to determine if these debts can be considered as bubbles. This procedure is used to investigate GKOs before 1998. (full text)

THE "POWER-SOCIETY" MODEL: POWER DYNAMICS

M. Dmitriev, A. Petrov, G. Zhukova

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 101-104

We consider the “authority-society” model firstly introduced by A. P. Mikhailov. We introduce the generalized approach which supposes the existence of two stable authority profiles. The first profile is related to the hierarchy having a large number of powers, the second one – a small number of powers. We have shown that depending on the initial conditions and system parameters the authority profile at large values of time appears to be close to either one of these profiles or the so-called contrast profile.  (full text)

DYNAMIC FEEDBACK STRATEGIES OF INVESTMENT MANAGEMENT
UNDER TRANSACTION COSTS AND PORTFOLIO CONSTRAINTS

D.V. Dombrovskiy, V.V. Dombrovskiy and E.A. Lyashenko

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 105-107

The investment portfolio management problem with stochastic volatilities under trading volume constraints and proportional transaction costs is considered. The portfolio optimisation objective is formulated as a dynamic tracking task for some reference portfolio with desired yield. We propose to use the model predictive control methodology in order to obtain feedback strategies of investment portfolio optimisation. (full text)

CONNECTION OF THE RUSSIAN BANK RATES
WITH RATES OF ECONOMIC GROWTH AND INFLATION

S.V.Dubovsky

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 108-110

The theoretical formula of connection of the nominal bank interest rate with the sum of rates of economic growth and inflation is offered. This formula is transformed in various econometric formulas which factors are estimated on monthly and annual Russian statistics for 1995-2001 j.j. (full text)

THE CLASSIFICATION OF WAYS, MEANS AND
METHODS OF FINANCIAL RISK MANAGEMENT

V.F.Dubrovskij

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 111-114

The classification of ways, means and methods of financial risk management is considered. (full text)

MODELING OF THE ELECTORAL POTATION OF
THE CANDIDATE FOR ELECTORAL POST

V.A. Efremov

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp.115-117

The method of a calculation of the electoral cross-flow matrix. The elements of this matrix are estimations of the conditional probability of votinq for the j-candidate with a condition, that an voter is a supporter of i- candidate now. Values of electoral potantions are defined as extreme balance state of vector  of electoral preferences. These values are received as the results of extreme transition for Chapmen-Kholmoqhorov equation. It has been offered several practical supplements based on the developed method. (full text)

Non-statistic method
for sociological data analysis
and the problem of rational opinion choice

V.K. Finn and M.A. Mikheyenkova

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 117-120

The suggested method of automatic hypotheses generation uses the Facts Base (“respondent – opinion”) and generates opinions determinants along with the prediction of opinions choice. The generation is realized by plausible inference, which implements interaction of three forms of non-deductive procedures – induction, analogy and abduction. Being realized as an intelligent computer system, the method seems to be useful instrument for formalized qualitative analysis of sociological data in different problems of sociology and social psychology. The procedures (utilizing specially developed many-valued argumentation logic) for characterization of rationality of opinion choice are proposed. (full text)

The problem of investment effective
portfolios with three criterions

A. V. Kryanev, M. V. Fomenko

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 121-123

The problem of effective investment portfolios with the three criterions is considered. The correctness of the problem is considered. Existence conditions of the problem solution are obtained, and the method of numerical solution is investigated. (full text)

MULTI-PARAMETRICAL  OPTIMIZATION  MODELS
IN  ORGANIZATION  SYSTEMS

Alexey Andreev, Sergey Ljubkin, Alexey Rezer, Avner Ben-Yair and
Dimitri Golenko-Ginzburg

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 123-126

The backbone of our research is to create a new multi-parametrical optimization model in order to maximize the system’s utility as a generalized quality measure of the system’s functioning.  Since such a model is,  in essence,  a trade-off compromise between the system’s parameters,  we will henceforth call that model  harmonization model. (full text)

RISKS IN DISCOALITION GAMES WITH VECTOR
FUNCTIONS OF OUTCOMES AND UNCERTAINTY

A.A. Gorelova

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 126-128

This paper considers discoalition game of two gamers with vector functions of outcomes and uncertainty. It being known only  limits of uncertain characteristics. Vector functions of risk for every gamer is introduced according to principle of minimax regret. Guaranteed on outcomes and risks decision of this game is formalized. It has been found out “game” meaning of introduced decision, sufficient conditions of its existence and three properties: invariant concerning of affinities, condition of compactness of set of decisions and form of decisions of separate functions of outcomes.  (full text)

On optimal control of information spreading process

К.V. Izmodenova, A.P. Mikhailov

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 129-132

On the basis of the mathematical model describing the time dynamic of the information spreading, the problem of optimal control over external limited resources spending is set in order to maximize the number of people perceived the information. The model allows to study the character of growing informational influence, depending on the object's behavioural characteristic, and gives the possibility to find, using the methods of optimal control theory, the most advantageous solutions of such an influence on some social group. The optimal control problem is examined by analytical methods and the numerical solution is found. The numerical simulation is conducted on the basis of the model. (full text)

Network double auction with implied offers

Yu.Yu. Jhuravel, I.S. Menshikov

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 132-136

While network auction is regarded as natural extension of ordinary "spot" auction it captures such crucial features as limited transportation capacity, cost of transportation and lost of commodity during transition. These features make it more sophisticated modeling issue. Yet present concern in regulation of gas and oil pipelines as well as wholesale electricity market renders network auctions study extremely up-to-date. We face now decentralizing trend in these markets with attempt to delegate governing role to competitive incentives. The mainstream of network auctions design study tries to implement double auction in network environment as self-regulating and information revealing mechanism. Using discrete supply or demand schedules for each node and leg of transport network and maximizing surplus via solving linear programming task ("smart auction") is the way that was primarily introduced and examined. Another approach implements dynamic double auction with induced orders and implies auto crossing-like real-time clearing. This mechanism also maximizes surplus but deals with continuous functions of demand and supply, which arise under certain assumptions about order making process. Dynamic approach allows even more decentralization and computational simplicity while giving exact values for both equilibrium node prices and leg flows comparing to exact flows but ambiguous prices in discrete schedules case.  (full text)

Optimal Methods for Approximation of Reachable
Sets for Convex Dynamic Economic Systems

G.Kamenev and A.Lotov

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp.

Optimal methods for approximation of reachable sets for dynamic economic systems are described. Convex systems with phase and mixed constraints are considered. Methods are based on polyhedral approximation of reachable sets for multi-step systems, which are convex in the case under consideration. Methods apply iterations, which include evaluation of support or/and distance functions. It is proved that the convergence rate of approximation is optimal with respect to iteration number and number of vertives/hyperfaces (full text)

The world population growth and the future of mankind

S.P.Kapitza

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 136-138

Of all global problems world population growth is the most significant. The growth of the number of the people expresses the sum outcome of all economic, social and cultural activities that comprise human history. Demographic data in a concise and quantitative way describe this process in the past and present. Analyzing this development it is possible, by applying the concepts of system dynamics and synergetics, to work out a mathematical model for a phenomenological description of the global demographic process and project its trends into the future. (full text)

MATHEMATICAL MODELING
OF THE SOCIAL PHENOMENON DYNAMICS

N.V. Karpenko

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 138-140

It has been suggested a method of the indicator computing of the social phenomenon condition. The complex influence upon the social phenomenon condition is estimated with the aid of composite and individual indicators dependence. It has been established the functional dependence between composite indicator increment and the argument of the individual indicator increments. It has been developed the forming principle of the verbal-numerical evaluated scale. (full text)

QUASI-CONCAVE FUNCTIONS ON
POLY-ANTIMATROIDS

Yulia Kempner and Vadim E. Levit

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 141-144

Our work is devoted to investigation of "multi" versions of antimatroids (dual of convex geometries). These discrete structures are present in many fields of mathematical social sciences. For instance, we can quote the theory of choice, where a first attempt to connect choice functions and closure operators appears in (Malishevski, 1994). Recently, this link was interpreted as duality between path-independent choice functions and convex geometries (Johnson, Dean, 2001), (Koshevoy, 1999),  (Monjardet, Raderanirina,  2001). Another example is game theory where antimatroids are considered as permission structures for coalitions (Bilbao, 2003).
Multisets also arise in various areas of mathematics and computer science. The combination of notions of an antimatroid and a multiset, namely, an antimatroid with repetitions, was proposed by Bjorner, Lovasz and Shor in 1991 in order to analyze the chip game.
In this paper we define a poly-antimatroid as a family of multisets, and investigate the structure of quasi-concave functions on poly-antimatroids. (full text)

A MINIMAX PROCEDURE FOR NEGOTIATING MULTILATERAL TREATIES

M. Kilgour, S. J. Brams, M. R. Sanver

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 145-145

SEQ CHAPTER \h \r 1A procedure for reaching agreement on multilateral treaties, based on “fallback bargaining,” is proposed.   It identifies as a desirable compromise any point that minimizes the maximum Hamming distance to the top preferences of all players.  This compromise may differ from the compromise produced by the usual procedure—voting on each treaty provision—which minimizes the sum of these distances.  The proposed procedure is relatively invulnerable to strategizing, inducing players to be truthful in expressing their preferences, and has other important social choice properties.
The application of the procedure requires that issues be of more or less equal significance to countries and that they be as independent as possible.  Applying the procedure to oil-pollution control negotiations among 32 countries in 1954 yields six compromise outcomes, all different from that produced by the usual procedure.  Approval voting is suggested as a way to break ties among the compromise outcomes.   (full text)

ON EFFICIENCY OF NATIONAL ECONOMY

A.A. Kilyachkov, L.A. Chaldaeva

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 146-148

To estimate the efficiency of national modern economy the model describing interaction of the enterprises, state and consumers of production, is offered. This model is described by a system of three differential equations. It was solved in the case, which is characterized by growth of financial resources concentrated in real sector of economy. The analysis of the results has shown that according to the model, the efficiency of the economy is determined by the ratio of the efficiency of the working capital and the capital flight. (full text)

DESCRIPTION OF FINANCIAL FLOWS IN
THE MODEL OF NATIONAL ECONOMY

N. A. Kilyachkov

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp.148-151

A model of national economy describing financial flows between businesses, households, and the state is proposed. It is considered from the point of view of economics. Its pre-assumed conditions and the limits of its application are formulated. A clear economic sense is found for the model’s parameters and variables. A correspondence is established between them and statistical indices, which makes it possible to test the model on the empirical data. (full text)

STABLENESS CONCEPTION FOR SOCIO-ECONOMIC
AND TECHNICAL SYSTEMS

A.A. Kochkarov, G.G. Malinetskii

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 151-154

The mathematical reliability theory is not rather effective for systems functioning in vagueness conditions. That because it is necessary to work out new methods for such systems. We propose to use digraph as a system simulation. Every digraph vertex is in accord with system element and contains its reliability. We use impulse excitations as a simulation of vagueness conditions also. The impulse excitation decreases reliabilities of system elements. All these permit us to enter the comprehension of system stableness. (full text)

MATHEMATICAL MODEL OF THE NATIONAL
REGULATION OF THE COMPETITION ECONOMICS

V. Kolemaev

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 154-154

For the first time a model of the regulated and open nonlinear three-sectors - economics is presented in this article. The author proved by means of the model that export of profits in case of  fixed technological structure led to decrease of unindustrial consumption. On the contrary, raising of customs-duty on raw  materials increases unindustrial consumption. (full text)

MATHEMATICAL MODELLING THE
DYNAMICS OF ETHNIC SYSTEM

V.V. Korobitsin and J.V. Frolova

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 155-157

The main of presented research is a demonstration of creating the society model on ethnic solidarity level. This model describes the behavior of ethnic system. The ethnic system includes a few ethnoses and provides their interactions. The interactions transmit by ethnic fields. The model is described by system of parabolic differential equations. The software TERRI is used for the forecast of arising the ethnic conflicts. Based on simulation result the researcher can compute the direction of ethnic field distribution and the most probable points of skirmish between ethnoses. (full text)

A NEW MATHEMATICAL MODEL OF
PRE-INDUSTRIAL DEMOGRAPHIC CYCLE

A.V. Korotayev, N.L. Komorova

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 157-163

The proposed model combines positive aspects of earlier models that have not been earlier combined within one model: it accounts for significant intercycle periods, on the other hand, through inclusion of the famine relief subsystem dynamics into the model it accounts for lengthy periods of very slow and unsteady population growth (when most part of the population had inadequate per capita acreage and there existed very strong incentives to innovate in the raising of the carrying capacity of land). Hence, this model could be used as a basis for development of a new generation of models accounting both for "secular cycles" and "millennial trends". (full text)

mathematical model of economical
interaction of two states

S.Yu.Malkov, Yu.V.Kosse

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 163-166

The mathematical model of economical interaction of two states is discussed. The market mechanism of production and prices formation is supposed. The modelling shows that "opened" economical systems are unstable. The social consequences of some variants of economical interaction are examined. (full text)

MODEL OF SPONTANEOUS SELFSTABILISATION VIA
AN UNSELECTIVE DEPRESSIVE EFFECT OF INSTABILITY
AND IT’S APPLICATIONS TO DIFFERENT ECONOMICAL PHENOMENA.

O.I. Krivosheev.

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 166-168

One presents a model of near bifurcation () dynamics in economy. An approximation in that ( is an investment) & (a price instability meager) are almost independent (when a system is strictly at (near and out of) the border of stability) is considered. In this case a new-type of resource boundaries (non-material) appear.  is considered as a resource and  in some way as a price. One analyses from this point a number of problems such as transitional phenomena, institutional catches, Illarionov’s paradox, Dutch disease, income inequality, unemployment, development inequality, insurance, inflation, taxes and different points of state control…  (full text)

NEW APPROACH FOR FINANCIAL CHAOTIC TIME SERIES ANALYSIS

A.V. Kryanev, G.V. Lukin

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 168-170

New method of analysis and forecasting of chaotic time series based on modified SSA scheme is offered here. As distinct from popular SSA scheme the suggested scheme takes into account non-steady factors, which affect investigated time series. Taking into account non-steady factors allows to improve the accuracy of forecasting. (full text)

ON GAMES WITH COMMON INTERMEDIATE OBJECTIVES

Nikolai S Kukushkin

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 170-170

Strategic games are considered where the players participate in certain `activities. Each activity generates a `level of satisfaction,’ shared by all participating players. The utility of each player is an aggregate of the relevant levels. Attention is paid to the aggregation functions ensuring the acyclicity of individual or coalition improvements regardless of other characteristics of the game. In particular, special roles of additive aggregation, as well as of the minimum/maximum ones, are demonstrated. (full text)

ASYMPTOTIC SOLUTION OF DISCRETE PERIODIC
SINGULARLY PERTURBED OPTIMAL CONTROL PROBLEM

G. A. Kurina, N.V. Nekrasova 

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 171-174

The asymptotic expansion of the solution of a nonlinear discrete periodic singularly perturbed optimal control problem is constructed as series of non-negative integer powers of a small parameter. The estimates are obtained for the closeness of the approximate solutions to the exact one and it is proved that the values of the minimized functional do not increase when higher-order approximations to the optimal control are used. (full text)

ABOUT FORECASTING OF CRISIS EVENTS IN RUSSIAN ECONOMY

I. Kuznetsov, E. Grebenuk, D. Muratov

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 174-177

Four Russian socio-economical crisis since 1995 are under this investigation. Combination of two stock market indexes AKM and DJI can predict 3 of 4 this crisis. (full text)

MATHEMATICAL MODEL OF SOCIETAL COMMUNITY, SYSTEM OF
MAINTENANCE OF INSTITUTIONAL ETHNIC SAMPLES, POLITICAL
AND ECONOMIC SYSTEMS BASED UPON THE IDEAS OF   T.PARSONS'
THEORY OF SOCIAL ACTION 

A.A. Laptev

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 177-179

We are constructing the model using a system of four differential equations, which describe the following subsystems of the social system. After the construction is completed, we analyze the system analytically, and model it on the computer.  The constructed and analyzed system agrees well with the theory offered by sociologists.  (full text)

ON A PROBLEM OF NONLINEAR DYNAMICS IN THE FORM
OF PARABOLIC EQUATION WITH NO LOCAL SOURCE TERM

G.I. Laptev

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 179-181

Among many problems of nonlinear dynamics we often see heat equation with nonlinear source term. In this talk we consider such an equations with nonlocal term in . We find conditions on the parameters for which this problem has only local in time solutions, in other words the problem has so called blow-up phenomena. (full text)

NONLINEAR DYNAMICS AND PROBLEMS OF
WEB PAGES SCORING  

V.S. Levchenkov  

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 182-184

The problem of evaluating Web pages quality is solved by means of self-consistent choice approach borrowed from voting theory. This method needs no damping factor to rank Web pages.  (full text)

DECISION-MAKING  SIMULATION  MODEL  FOR  STOCHASTIC NETWORK  PROJECTS

Sergey Ljubkin, Alexey Rezer, Avner Ben-Yair and Dimitri Golenko-Ginzburg

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 184-188

A stochastic network project of PERT type is considered. The duration of each activity is random and the corresponding probability density function is pregiven. Each activity consumes several renewable resources of different types with fixed capacities. The resources are at the disposal of the project management  and are in limited supply for each type of resources.  The resource limit is independent on time, i.e., is fixed at the same level throughout the project's duration. Since each activity entering the project is of random duration, the corresponding feeding-in resource moment to be determined is a random value too. The problem is to determine the random starting time moments for each activity subject to resource constrained limits in order to minimize the average project's duration. (full text)

mathematical model of distant-pasture horse breeding
(by the example of Kenya)

D.I.Lyuri, S.Yu.Malkov, A.S.Malkov

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 188-191

The work concerns mathematical modeling of resource consuming. The model of oscillations of livestock in Kenya was elaborated. The model investigates the origins of ecological catastrophes. (full text)

SUSTAINABLE DEVELOPMENT AND MATHEMATICAL MODELLING

S.A. Makhov, S.A. Posashkov

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 191-194

The report devote to investigation of such actual modern problems as globalization and sustainable development. Growth of intercommunications between different world regions and tendency to increase of capital movement freedom and labor force signify that world may be regarded as uniform system in construction of mathematical models. Therefore sufficiently simple global models of strategic character bring to the forefront. As example of these models it is regarded Forrester's model which was the first global model. Using this model it is investigated concept "sustainable development", which is interpreted as stabilization of world system basic material characteristics. It is shown how may be guaranteed an achievement of sustainable development of Forrester's model world system by means of certain arrangements. (full text)

History as applied science and the forecast problem

G.G. Malinetskii

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 195-198

In this report we propose a view on history as applied science. We to draw attention to interdisciplinary approaches and methods of nonlinear dynamics in historical studies. We discuss the development of theoretical history proposed a decade ago. (full text)

mathematical modelLing of historical dynamics: methods and models

S.Yu.Malkov

Proceedings of the International Conference "Mathematical Modelling Of Social And Economical Dynamics" (Mmsed-2004), June 23-25, 2004, Moscow, Russia. - Moscow, RSSU,2004. pp. 198-201

The problems of mathematical modelling of historical processes are discussed. Main attention is attracted to modelling of selforganization and evolution of social systems. The general principles of historical model building are discussed. Some models of historical dynamics are presented. (full text)