IDEAS home Printed from https://ideas.repec.org/a/scn/cememm/v55y2019i2p5-23.html
   My bibliography  Save this article

Система Оценки Проектов На Основе Комбинированных Методов Компьютерной Оптимизации

Author

Listed:
  • Ахмадеев Б.А.*
  • Макаров В.Л.**

Abstract

ЦЭМИ РАН, Москва * E-mail: bulat.a@mail.ru ** E-mail: makarov@cemi.rssi.ru Аннотация. В статье пошагово описывается механизм создания системы оценки экономических проектов, основанной на комбинации методов компьютерной и линейной оптимизации в системе Wolfram Mathematica. Предлагаемая модель является модернизацией модели оптимального планирования академика Л.В. Канторовича. Здесь мы добавляем новый, но актуальный для рыночной экономики продукт - деньги. Еще одним нововведением модели является возможность расчета оптимизационной задачи на любое число периодов. На основе автоматического анализа объективно-обусловленных оценок двойственной задачи линейного программирования предлагается метод оптимизации государственных инвестиций в проекты. Проводится ряд экспериментов, которые на наглядных условных примерах показывают, как различные критерии оптимизации могут влиять на решение задачи и к каким последствиям они могут привести в различных аспектах исследуемого экономического окружения. Например, если цель регионального правительства - повышение финансового благосостояния населения, то максимизируется именно вектор заработной платы. Если целью является увеличение прибыли какой-либо отрасли или предприятия, то максимизируется соответствующий вектор. Таких целей может быть множество, критерий оптимальности может быть комбинированным с различными весами - в соответствии со стоящими перед руководством задачами. Предполагается, что разработанная система может быть включена в сеть ситуационных центров для оптимизации управленческих решений на уровне крупных промышленных предприятий, регионов или всей страны.

Suggested Citation

  • Ахмадеев Б.А.* & Макаров В.Л.**, 2019. "Система Оценки Проектов На Основе Комбинированных Методов Компьютерной Оптимизации," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 55(2), pages 5-23, апрель.
    • Handle: RePEc:scn:cememm:v:55:y:2019:i:2:p:5-23
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    References listed on IDEAS

    as
    1. Kutschinski, Erich & Uthmann, Thomas & Polani, Daniel, 2003. "Learning competitive pricing strategies by multi-agent reinforcement learning," Journal of Economic Dynamics and Control, Elsevier, vol. 27(11-12), pages 2207-2218, September.
    2. Raberto, Marco & Cincotti, Silvano & Focardi, Sergio M. & Marchesi, Michele, 2001. "Agent-based simulation of a financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 319-327.
    3. Paul A. Samuelson, 1958. "An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money," Journal of Political Economy, University of Chicago Press, vol. 66(6), pages 467-467.
    4. Ben S. Bernanke & Mark Gertler, 1995. "Inside the Black Box: The Credit Channel of Monetary Policy Transmission," Journal of Economic Perspectives, American Economic Association, vol. 9(4), pages 27-48, Fall.
    5. Kutschinski, Erich & Uthmann, Thomas & Polani, Daniel, 2003. "Learning competitive pricing strategies by multi-agent reinforcement learning," Journal of Economic Dynamics and Control, Elsevier, vol. 27(11), pages 2207-2218.
    6. Tobin, James, 1969. "A General Equilibrium Approach to Monetary Theory," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 1(1), pages 15-29, February.
    7. Dawid, Herbert, 2006. "Agent-based Models of Innovation and Technological Change," Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 25, pages 1235-1272, Elsevier.
    8. Olivier Jean Blanchard & Stanley Fischer, 1989. "Lectures on Macroeconomics," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262022834, December.
    9. Colander,David (ed.), 2006. "Post Walrasian Macroeconomics," Cambridge Books, Cambridge University Press, number 9780521865487.
    10. Gatti, Domenico Delli & Guilmi, Corrado Di & Gaffeo, Edoardo & Giulioni, Gianfranco & Gallegati, Mauro & Palestrini, Antonio, 2005. "A new approach to business fluctuations: heterogeneous interacting agents, scaling laws and financial fragility," Journal of Economic Behavior & Organization, Elsevier, vol. 56(4), pages 489-512, April.
    11. Shapiro, Carl & Stiglitz, Joseph E, 1984. "Equilibrium Unemployment as a Worker Discipline Device," American Economic Review, American Economic Association, vol. 74(3), pages 433-444, June.
    12. Colander,David (ed.), 2006. "Post Walrasian Macroeconomics," Cambridge Books, Cambridge University Press, number 9780521684200.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Leonardo Bargigli & Gabriele Tedeschi, 2013. "Major trends in agent-based economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 211-217, October.
    2. Robert W. Dimand, 2014. "James Tobin and Modern Monetary Theory," Center for the History of Political Economy Working Paper Series 2014-5, Center for the History of Political Economy.
    3. Olivier Blanchard, 2000. "What Do We Know about Macroeconomics that Fisher and Wicksell Did Not?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 115(4), pages 1375-1409.
    4. Eugenio Caverzasi & Alberto Russo, 2018. "Toward a new microfounded macroeconomics in the wake of the crisis," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 27(6), pages 999-1014.
    5. Giorgio Fagiolo & Andrea Roventini, 2017. "Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 20(1), pages 1-1.
    6. Jean-Luc Gaffard, 2013. "La macroéconomie à l'épreuve des faits," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 57-103.
    7. repec:hal:spmain:info:hdl:2441/dcditnq6282sbu1u151qe5p7f is not listed on IDEAS
    8. Ichiro Takahashi, 2021. "An Artificial Wicksell—Keynes Macroeconomy," Springer Books, Springer, number 978-981-16-6839-5, December.
    9. Matteo G. Richiardi, 2017. "The Future of Agent-Based Modeling," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(2), pages 271-287, March.
    10. repec:hal:spmain:info:hdl:2441/f6h8764enu2lskk9p4sqhi4gm is not listed on IDEAS
    11. D. Wade Hands, 2012. "The Rise and Fall of Walrasian Microeconomics: The Keynesian Effect," Chapters, in: Microfoundations Reconsidered, chapter 3, Edward Elgar Publishing.
    12. Jean-Luc Gaffard, 2013. "La macroéconomie à l'épreuve des faits," SciencePo Working papers Main hal-00973033, HAL.
    13. Troy Tassier, 2013. "Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(1), pages 132-133.
    14. repec:hal:spmain:info:hdl:2441/6o65lgig8d0qcro9p14i8csoh is not listed on IDEAS
    15. Paul De Grauwe, 2012. "Lectures on Behavioral Macroeconomics," Economics Books, Princeton University Press, edition 1, volume 1, number 9891.
    16. Marco Raberto & Andrea Teglio & Silvano Cincotti, 2008. "Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 147-162, September.
    17. repec:hal:wpspec:info:hdl:2441/f6h8764enu2lskk9p4sqhi4gm is not listed on IDEAS
    18. repec:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p4sqhi4gm is not listed on IDEAS
    19. Ichiro Takahashi & Isamu Okada, 2020. "An artificial Wicksell–Keynes economy integrating short-run business cycle and long-term cumulative trend," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(4), pages 953-998, October.
    20. Schoder, Christian, 2017. "Are Dynamic Stochastic Disequilibrium models Keynesian or neoclassical?," Structural Change and Economic Dynamics, Elsevier, vol. 40(C), pages 46-63.
    21. Antonio Doria, Francisco, 2011. "J.B. Rosser Jr. , Handbook of Research on Complexity, Edward Elgar, Cheltenham, UK--Northampton, MA, USA (2009) 436 + viii pp., index, ISBN 978 1 84542 089 5 (cased)," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1-2), pages 196-204, April.
    22. Dilip Nachane, 2017. "Dynamic Stochastic General Equilibrium (DSGE) Modelling :Theory And Practice," Working Papers id:11699, eSocialSciences.
    23. Kevin D. Hoover, 2016. "The Crisis in Economic Theory: A Review Essay," Journal of Economic Literature, American Economic Association, vol. 54(4), pages 1350-1361, December.
    24. Axel Börsch‐Supan & Alexander Ludwig & Joachim Winter, 2006. "Ageing, Pension Reform and Capital Flows: A Multi‐Country Simulation Model," Economica, London School of Economics and Political Science, vol. 73(292), pages 625-658, November.
    25. Radwanski, Juliusz, 2020. "On the Purchasing Power of Money in an Exchange Economy," MPRA Paper 104244, University Library of Munich, Germany.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:scn:cememm:v:55:y:2019:i:2:p:5-23. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sergei Parinov (email available below). General contact details of provider: http://www.cemi.rssi.ru/emm/home.htm .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.