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Authors

Emelyanova N.

Degree
Ph. D. (Econ.), National Research University «MPEI»
E-mail
emelianovanz@mpei.ru
Location
Moscow
Articles

Simulating investment processes

A method for investment processes analysis based on system approach is discussed. We analyze the dynamics of mutual investor and investment object influences. A decision-making supporting tool is composed of collaborative simulation and analytical models which in conjunction with application methods and techniques form the virtual modeling workbench. To illustrate the method an investment process associated with the municipal land use is considered. Read more...

The technology of working with topographic information in Actor Pilgrim simulation models

The completeness and accuracy of the information content obtained by means of topographic maps, allow to solve a variety of regional economic, technical and environmental objectives and the civil protection tasks. System analysis of the rapidly changing situation in the solution of such problems requires to use powerful simulation tools. One such tool is a general-purpose simulation system Actor Pilgrim, which, unlike the other is uniquely modeling the financial and economic processes, and it does not need to acquire specialized geographic information systems. Technological properties of the GIS software modeling system presented in this article.
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Simulation technology and model management in «Actor Pilgrim» system

The paper presents the concepts and methodological basics of design, building and application of simulation models in the environment of Actor Pilgrim simulation system. The key features of the system compared to its earlier version are discussed as well as system capabilities to meet the challenges of managing complex economic processes, training and research tasks. The methods and techniques of practical work on the creation of and running the models using the system Actor Pilgrim are considered.

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Identify points to belong to objects in simulations territories by means of Actor Pilgrim

The complex processes simulation, some dynamic characteristics of which are necessary to test not only in time but also in space, it is impossible without the use of topographical information pro‑ viding models and precise positioning of all test points to complex spatial objects on the Earth’s sur‑ face. The easiest task, which is solved by using computational geometry methods, is the definition of the object area. However, recognition of the items appearing in the modeling process belong to the list of these objects — is a dynamic task for which solving there are no universal methods. Below we consider some of such problems solutions.
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Production programs optimization based on the simulation results

Develop and implement programs of industrial production is a step by step procedure perform one or more processes. Demand program is executed on the basis of both the actual statistical data and simulation results. Modeling is necessary due to the fact that not all the parameters of governmental processes are known with a satisfactory level of significance. It uses various methods of modeling. Most process design engineers are not able to create a mathematical model for the process analysis. In such cases, combined models are used: a simulation model of discrete control systems engineers is used, and the physical, chemical and other create products processes are represented by analytical mathematical model. Both are components of a complex model, and performed in the same virtual time. As a result of simulation obtained all the missing process parameters are measured their confidence intervals. Next, engineers must choose the optimization method for the production program created, and can two opposite situation. First: the response surface obtained in the simulation can be approximated with reasonable certainty by means of linear or nonlinear mathematical form. Then, it is theoretically possible to use linear programming, nonlinear programming and gradient methods. Second: the response surface did not found in the simulation. However, there are simulation results that can be used to produce versions of the program. In this case remains one method available: dynamic programming. This article describes the combined using of simulation and dynamic programming to optimize production programs.
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Simulation of the process developing MIS and supporting its working capacity

The objectives of the company, including the improving the quality of processes and products, changes in the internal and external environment — these are the main reasons for the continuous modernization of automation with the aim of enhancing the efficiency, automate processes throughout the enterprise. Vitality — is an opportunity to realize the goal of management information system (MIS) operation in cases of adverse effects. Mechanisms to ensure vitality while can be very diverse. For example, it can be generated the new information process, which implements the purpose of the information system. Such an opportunity will characterize the information system the possession of properties vitality. Some mechanisms of adaptation, compensation, recognition, reconstruction, reconfiguration and reengineering are the technological basis of the dynamic functional MIS-system reorganizations. Obviously, vitality information system may, on the one hand, be considered as its objective property that depends on the subject, audience, time, and on the other hand — as a characteristic that they want to give it in the case of artificial formation, such as during the information operations. At every stage of the life cycle the MIS-system its corresponding version is used. The new versions bring new defects in the system in addition to the positive properties. Evolution is the process of structural and functional changes during its life cycle at the system. This article deals with the evolution model of the management information system in presence of defects, diagnose and extract them. Modelling of developing information management system and supporting of its working ability is an actual problem to be solving.
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System analysis of risky project realization using special scales (for example, investment processes)

The concept of «risk» was quite developed as economic category. The theory of risk is actively developing. Partly for that reason, the term risk of different authors may have a different interpretation. In connection with the above, the notion of «risk» is often used in everyday speech. This word is used more often than the word «cat» according to the frequency dictionary of the Russian language. «The classical risk theory» of Daniel Bernoulli may be chosen as the basic concept of system analysis. But the «neoclassical theory» of Lawrence Galitz can also be applied. Risk analysis with the help of the special theory is reduced to the analysis of the stability of the automated control system. Mathematical methods of operational calculus applied. Sustainability criteria by using the theory of functions of a complex variable are used. The dynamics of the control system is investigated by means of special software — simulation model. Graphic illustration of the dynamics of stability displayed by means of «locus» — special figure is automatically created on the complex plane. This indicator means used is provided by software developed by the authors. The structure of the research simulation software provides. Numerical examples illustrate the application of a special simulation system — the software package Actor Pilgrim. Below we consider the systematic analysis of risky management processes by means of the special scales that are using in the decision-making support system DSS (for example, investment projects).
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Simulation modeling and fuzzy logic in real-time decision-making of airport services

Decision making by the aircrafts services of the international airport, which provides for intensive traffic of aircraft and their ground handling, becomes a very topical issue. If earlier it was believed that the intensity is provided only by the number of runways, nowadays a large accumulation of aircraft on the airport platform-field creates equally complex difficulties in comparison with aircraft take-offs and landings. Solving such problems with the use of «crisp methods» of queuing theory gives little. This article deals with modern «fuzzy methods» based on simulation modeling and fuzzy logic.
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Assigning priorities in technological hubs using simulation and fuzzy logic

The tasks of priorities assignment to applications, work, actions and simply objects of activity are decided long ago and in different ways. In purely technical systems, including computer and communication systems, where serving processes can be programmed explicitly, such tasks are considered to be practically solved, because: first, two counterprocesses are analyzed (the service process and the waiting process), If the serving node is busy, and secondly, the time parameters are taked into account mainly. In this case, as a rule, the waiting time for some classes of applications is minimized. However, in schemes of multi-nomenclature productions, especially high technology products, the efficiency of production or the production site depends not only on the direct losses of time, since delays can be evaluated in a different way, taking into account the funding resources, urgency resources and even the administrative resource. Therefore, clear rules and algorithms can become fuzzy, and the task of minimizing losses is complicated. This article is devoted to the joint application of simulation modeling and fuzzy logic algorithms in the tasks of priorities operational assignment for application in technological hubs. Particular attention is paid to the development of a unified program function for fuzzy priorities assignment in models created through the licensed software package Actor Pilgrim. The information links of this program function with the internal atomic data structures of simulation model are also considered. The considered models are intended for use in two-scale adaptive fuzzy control systems.
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Complex simulation using genetic algorithms

Genetic algorithms are used in various forms to solve scientific and technical problems. They are used to create computational structures. In machine learning, they are used in the design of neural networks or in the control of robots. They are also used to model development in different subject areas, including social, economic and political systems. It is possible and heuristic-mathematical application of genetic algorithms for multiparameter functions optimization. Most real problems can be formulated as the search for the optimal value, where such a value is a complex function, depending on certain input parameters. In cases where the exact optimum is not needed, a solution can be any value that is better than a given value. Then the genetic algorithm is an acceptable method for finding «acceptable » values. The strength of the genetic algorithm lies in its ability to manipulate many parameters simultaneously; this is used in different projects, including even aircraft design. However, the formal, purely mathematical application of such algorithms, without taking into account time characteristics, dynamics and other features of real processes, where they are applied, can either not give a rational effect, or lead to an erroneous decision. One of the ways of linking the appropriate models of decision support to dynamics is a complex modeling of the studied processes on the basis of simulation modeling using genetically-based algorithms.
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