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Iterative decomposition methods in modelling the development of oligopolistic markets
Computer Research and Modeling, 2025, v. 17, no. 6, pp. 1237-1256One of the principles of forming a competitive market environment is to create conditions for economic agents to implement Nash – Cournot optimal strategies. With the standard approach to determining Nash – Cournot optimal market strategies, economic agents must have complete information about the indicators and dynamic characteristics of all market participants. Which is not true.
In this regard, to find Nash – Cournot optimal solutions in dynamic models, it is necessary to have a coordinator who has complete information about the participants. However, in the case of a large number of game participants, even if the coordinator has the necessary information, computational difficulties arise associated with the need to solve a large number of coupled equations (in the case of linear dynamic games — Riccati matrix equations).
In this regard, there is a need to decompose the general problem of determining optimal strategies for market participants into private (local) problems. Approaches based on the iterative decomposition of coupled matrix Riccati equations and the solution of local Riccati equations were studied for linear dynamic games with a quadratic criterion. This article considers a simpler approach to the iterative determination of the Nash – Cournot equilibrium in an oligopoly, by decomposition using operational calculus (operator method).
The proposed approach is based on the following procedure. A virtual coordinator, which has information about the parameters of the inverse demand function, forms prices for the prospective period. Oligopolists, given fixed price dynamics, determine their strategies in accordance with a slightly modified optimality criterion. The optimal volumes of production of the oligopolists are sent to the coordinator, who, based on the iterative algorithm, adjusts the price dynamics at the previous step.
The proposed procedure is illustrated by the example of a static and dynamic model of rational behavior of oligopoly participants who maximize the net present value (NPV). Using the methods of operational calculus (and in particular, the inverse Z-transformation), conditions are found under which the iterative procedure leads to equilibrium levels of price and production volumes in the case of linear dynamic games with both quadratic and nonlinear (concave) optimization criteria.
The approach considered is used in relation to examples of duopoly, triopoly, duopoly on the market with a differentiated product, duopoly with interacting oligopolists with a linear inverse demand function. Comparison of the results of calculating the dynamics of price and production volumes of oligopolists for the considered examples based on coupled equations of the matrix Riccati equations in Matlab (in the table — Riccati), as well as in accordance with the proposed iterative method in the widely available Excel system shows their practical identity.
In addition, the application of the proposed iterative procedure is illustrated by the example of a duopoly with a nonlinear demand function.
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Development of a hybrid simulation model of the assembly shop
Computer Research and Modeling, 2023, v. 15, no. 5, pp. 1359-1379In the presented work, a hybrid optimal simulation model of an assembly shop in the AnyLogic environment has been developed, which allows you to select the parameters of production systems. To build a hybrid model of the investigative approach, discrete-event modeling and aggressive modeling are combined into a single model with an integrating interaction. Within the framework of this work, a mechanism for the development of a production system consisting of several participants-agents is described. An obvious agent corresponds to a class in which a set of agent parameters is specified. In the simulation model, three main groups of operations performed sequentially were taken into account, and the logic for working with rejected sets was determined. The product assembly process is a process that occurs in a multi-phase open-loop system of redundant service with waiting. There are also signs of a closed system — scrap flows for reprocessing. When creating a distribution system in the segment, it is mandatory to use control over the execution of requests in a FIFO queue. For the functional assessment of the production system, the simulation model includes several functional functions that describe the number of finished products, the average time of preparation of products, the number and percentage of rejects, the simulation result for the study, as well as functional variables in which the calculated utilization factors will be used. A series of modeling experiments were carried out in order to study the behavior of the agents of the system in terms of the overall performance indicators of the production system. During the experiment, it was found that the indicator of the average preparation time of the product is greatly influenced by such parameters as: the average speed of the set of products, the average time to complete operations. At a given limitation interval, we managed to select a set of parameters that managed to achieve the largest possible operation of the assembly line. This experiment implements the basic principle of agent-based modeling — decentralized agents make a personal contribution and affect the operation of the entire simulated system as a whole. As a result of the experiments, thanks to the selection of a large set of parameters, it was possible to achieve high performance indicators of the assembly shop, namely: to increase the productivity indicator by 60%; reduce the average assembly time of products by 38%.
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Simulation of traffic flows based on the quasi-gasdynamic approach and the cellular automata theory using supercomputers
Computer Research and Modeling, 2024, v. 16, no. 1, pp. 175-194The purpose of the study is to simulate the dynamics of traffic flows on city road networks as well as to systematize the current state of affairs in this area. The introduction states that the development of intelligent transportation systems as an integral part of modern transportation technologies is coming to the fore. The core of these systems contain adequate mathematical models that allow to simulate traffic as close to reality as possible. The necessity of using supercomputers due to the large amount of calculations is also noted, therefore, the creation of special parallel algorithms is needed. The beginning of the article is devoted to the up-to-date classification of traffic flow models and characterization of each class, including their distinctive features and relevant examples with links. Further, the main focus of the article is shifted towards the development of macroscopic and microscopic models, created by the authors, and determination of the place of these models in the aforementioned classification. The macroscopic model is based on the continuum approach and uses the ideology of quasi-gasdynamic systems of equations. Its advantages are indicated in comparison with existing models of this class. The model is presented both in one-dimensional and two-dimensional versions. The both versions feature the ability to study multi-lane traffic. In the two-dimensional version it is made possible by introduction of the concept of “lateral” velocity, i. e., the speed of changing lanes. The latter version allows for carrying out calculations in the computational domain which corresponds to the actual geometry of the road. The section also presents the test results of modeling vehicle dynamics on a road fragment with the local widening and on a road fragment with traffic lights, including several variants of traffic light regimes. In the first case, the calculations allow to draw interesting conclusions about the impact of a road widening on a road capacity as a whole, and in the second case — to select the optimal regime configuration to obtain the “green wave” effect. The microscopic model is based on the cellular automata theory and the single-lane Nagel – Schreckenberg model and is generalized for the multi-lane case by the authors of the article. The model implements various behavioral strategies of drivers. Test computations for the real transport network section in Moscow city center are presented. To achieve an adequate representation of vehicles moving through the network according to road traffic regulations the authors implemented special algorithms adapted for parallel computing. Test calculations were performed on the K-100 supercomputer installed in the Centre of Collective Usage of KIAM RAS.
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Mathematical modeling of phase transitions during collective interaction of agents in a common thermal field
Computer Research and Modeling, 2025, v. 17, no. 5, pp. 1005-1028Collective behavior can serve as a mechanism of thermoregulation and play a key role in the joint survival of a group of organisms. In higher animals, such phenomena are usually the subject of study of biology since sudden transitions to collective behavior are difficult to differentiate from the psychological and social adaptation of animals. However, in this paper, we indicate several important examples when a flock of higher animals demonstrates phase transitions similar to known phenomena in liquids and gases. This issue can also be studied experimentally within the framework of synthetic systems consisting of self-propelled robots that act according to a certain given algorithm. Generalizing both of these cases, we consider the problem of phase transitions in a dense group of interacting selfpropelled agents. Within the framework of microscopic theory, we propose a mathematical model of the phenomenon, in which agents are represented as bodies interacting with each other in accordance with an effective potential of a special type, expressing the desire of agents to move in the direction of the gradient of the joint thermal field. We show that the number of agents in the group, the group power, is the control parameter of the problem. A discrete model with individual dynamics of agents reproduces most of the phenomena observed both in natural flocks of higher animals engaged in collective thermoregulation and in synthetic complex systems. A first-order phase transition is observed, which symbolizes a change in the aggregate state in a group of agents. One observes the self-assembly of the initial weakly structured mass of agents into dense quasi-crystalline structures. We demonstrate also that, with an increase in the group power, a second-order phase transition in the form of thermal convection can occur. It manifests in a sudden liquefaction of the group and a transition to vortex motion, which ensures more efficient energy consumption in the case of a synthetic system of interacting robots and the collective survival of all individuals in the case of natural animal flocks.With an increase in the group power, secondary bifurcations occur, the vortex structure in agent medium becomes more complicated.
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Predictive models of efficacy and public health impact of vaccination with rotavirus vaccine in Ukraine
Computer Research and Modeling, 2012, v. 4, no. 2, pp. 407-421Views (last year): 2.There were presented the results of the computational and theoretical studies related to assessing of an efficacy and public health impact of a vaccination with a rotavirus vaccine in Ukraine. The required indicators are: the genotype-specific vaccine efficacy, number of the severe illness preventions, hospitalizations, outpatient visits and deaths. The results were obtained in a form of tree of decisions based on Makrov model by using mathematical model with computer simulation. The results showed the significant positive effect of the vaccination compared to no vaccination, in case of high level of vaccine coverage in Ukraine.
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Application of correlation adaptometry technique to sports and biomedical research
Computer Research and Modeling, 2017, v. 9, no. 2, pp. 345-354Views (last year): 10.The paper outlines the approaches to mathematical modeling correlation adaptometry techniques widely used in biology and medicine. The analysis is based on models employed in descriptions of structured biological systems. It is assumed that the distribution density of the biological population numbers satisfies the equation of Kolmogorov-Fokker-Planck. Using this technique evaluated the effectiveness of treatment of patients with obesity. All patients depending on the obesity degree and the comorbidity nature were divided into three groups. Shows a decrease in weight of the correlation graph computed from the measured in the patients of the indicators that characterizes the effectiveness of the treatment for all studied groups. This technique was also used to assess the intensity of the training loads in academic rowing three age groups. It was shown that with the highest voltage worked with athletes for youth group. Also, using the technique of correlation adaptometry evaluated the effectiveness of the treatment of hormone replacement therapy in women. All the patients depending on the assigned drug were divided into four groups. In the standard analysis of the dynamics of mean values of indicators, it was shown that in the course of the treatment were observed normalization of the averages for all groups of patients. However, using the technique of correlation adaptometry it was found that during the first six months the weight of the correlation graph was decreasing and during the second six months the weight increased for all study groups. This indicates the excessive length of the annual course of hormone replacement therapy and the practicality of transition to a semiannual rate.
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Statistical analysis of bigrams of specialized texts
Computer Research and Modeling, 2020, v. 12, no. 1, pp. 243-254The method of the stochastic matrix spectrum analysis is used to build an indicator that allows to determine the subject of scientific texts without keywords usage. This matrix is a matrix of conditional probabilities of bigrams, built on the statistics of the alphabet characters in the text without spaces, numbers and punctuation marks. Scientific texts are classified according to the mutual arrangement of invariant subspaces of the matrix of conditional probabilities of pairs of letter combinations. The separation indicator is the value of the cosine of the angle between the right and left eigenvectors corresponding to the maximum and minimum eigenvalues. The computational algorithm uses a special representation of the dichotomy parameter, which is the integral of the square norm of the resolvent of the stochastic matrix of bigrams along the circumference of a given radius in the complex plane. The tendency of the integral to infinity testifies to the approximation of the integration circuit to the eigenvalue of the matrix. The paper presents the typical distribution of the indicator of identification of specialties. For statistical analysis were analyzed dissertations on the main 19 specialties without taking into account the classification within the specialty, 20 texts for the specialty. It was found that the empirical distributions of the cosine of the angle for the mathematical and Humanities specialties do not have a common domain, so they can be formally divided by the value of this indicator without errors. Although the body of texts was not particularly large, nevertheless, in the case of arbitrary selection of dissertations, the identification error at the level of 2 % seems to be a very good result compared to the methods based on semantic analysis. It was also found that it is possible to make a text pattern for each of the specialties in the form of a reference matrix of bigrams, in the vicinity of which in the norm of summable functions it is possible to accurately identify the theme of the written scientific work, without using keywords. The proposed method can be used as a comparative indicator of greater or lesser severity of the scientific text or as an indicator of compliance of the text to a certain scientific level.
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Mathematical models of combat and military operations
Computer Research and Modeling, 2020, v. 12, no. 4, pp. 907-920Modeling the fight against terrorist, pirate and robbery acts at sea is an urgent scientific task due to the prevalence of force acts and the insufficient number of works on this issue. The actions of pirates and terrorists are diverse. Using a base ship, they can attack ships up to 450–500 miles from the coast. Having chosen the target, they pursue it and use the weapons to board the ship. Actions to free a ship captured by pirates or terrorists include: blocking the ship, predicting where pirates might be on the ship, penetrating (from board to board, by air or from under water) and cleaning up the ship’s premises. An analysis of the special literature on the actions of pirates and terrorists showed that the act of force (and actions to neutralize it) consists of two stages: firstly, blocking the vessel, which consists in forcing it to stop, and secondly, neutralizing the team (terrorist groups, pirates), including penetration of a ship (ship) and its cleaning. The stages of the cycle are matched by indicators — the probability of blocking and the probability of neutralization. The variables of the act of force model are the number of ships (ships, boats) of the attackers and defenders, as well as the strength of the capture group of the attackers and the crew of the ship - the victim of the attack. Model parameters (indicators of naval and combat superiority) were estimated using the maximum likelihood method using an international database of incidents at sea. The values of these parameters are 7.6–8.5. Such high values of superiority parameters reflect the parties' ability to act in force acts. An analytical method for calculating excellence parameters is proposed and statistically substantiated. The following indicators are taken into account in the model: the ability of the parties to detect the enemy, the speed and maneuverability characteristics of the vessels, the height of the vessel and the characteristics of the boarding equipment, the characteristics of weapons and protective equipment, etc. Using the Becker model and the theory of discrete choice, the probability of failure of the force act is estimated. The significance of the obtained models for combating acts of force in the sea space lies in the possibility of quantitative substantiation of measures to protect the ship from pirate and terrorist attacks and deterrence measures aimed at preventing attacks (the presence of armed guards on board the ship, assistance from warships and helicopters).
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Modernization as a global process: the experience of mathematical modeling
Computer Research and Modeling, 2021, v. 13, no. 4, pp. 859-873The article analyzes empirical data on the long-term demographic and economic dynamics of the countries of the world for the period from the beginning of the 19th century to the present. Population and GDP of a number of countries of the world for the period 1500–2016 were selected as indicators characterizing the long-term demographic and economic dynamics of the countries of the world. Countries were chosen in such a way that they included representatives with different levels of development (developed and developing countries), as well as countries from different regions of the world (North America, South America, Europe, Asia, Africa). A specially developed mathematical model was used for modeling and data processing. The presented model is an autonomous system of differential equations that describes the processes of socio-economic modernization, including the process of transition from an agrarian society to an industrial and post-industrial one. The model contains the idea that the process of modernization begins with the emergence of an innovative sector in a traditional society, developing on the basis of new technologies. The population is gradually moving from the traditional sector to the innovation sector. Modernization is completed when most of the population moves to the innovation sector.
Statistical methods of data processing and Big Data methods, including hierarchical clustering were used. Using the developed algorithm based on the random descent method, the parameters of the model were identified and verified on the basis of empirical series, and the model was tested using statistical data reflecting the changes observed in developed and developing countries during the period of modernization taking place over the past centuries. Testing the model has demonstrated its high quality — the deviations of the calculated curves from statistical data are usually small and occur during periods of wars and economic crises. Thus, the analysis of statistical data on the long-term demographic and economic dynamics of the countries of the world made it possible to determine general patterns and formalize them in the form of a mathematical model. The model will be used to forecast demographic and economic dynamics in different countries of the world.
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Efficient and error-free information hiding in the hybrid domain of digital images using metaheuristic optimization
Computer Research and Modeling, 2023, v. 15, no. 1, pp. 197-210Data hiding in digital images is a promising direction of cybersecurity. Digital steganography methods provide imperceptible transmission of secret data over an open communication channel. The information embedding efficiency depends on the embedding imperceptibility, capacity, and robustness. These quality criteria are mutually inverse, and the improvement of one indicator usually leads to the deterioration of the others. A balance between them can be achieved using metaheuristic optimization. Metaheuristics are a class of optimization algorithms that find an optimal, or close to an optimal solution for a variety of problems, including those that are difficult to formalize, by simulating various natural processes, for example, the evolution of species or the behavior of animals. In this study, we propose an approach to data hiding in the hybrid spatial-frequency domain of digital images based on metaheuristic optimization. Changing a block of image pixels according to some change matrix is considered as an embedding operation. We select the change matrix adaptively for each block using metaheuristic optimization algorithms. In this study, we compare the performance of three metaheuristics such as genetic algorithm, particle swarm optimization, and differential evolution to find the best change matrix. Experimental results showed that the proposed approach provides high imperceptibility of embedding, high capacity, and error-free extraction of embedded information. At the same time, storage of change matrices for each block is not required for further data extraction. This improves user experience and reduces the chance of an attacker discovering the steganographic attachment. Metaheuristics provided an increase in imperceptibility indicator, estimated by the PSNR metric, and the capacity of the previous algorithm for embedding information into the coefficients of the discrete cosine transform using the QIM method [Evsutin, Melman, Meshcheryakov, 2021] by 26.02% and 30.18%, respectively, for the genetic algorithm, 26.01% and 19.39% for particle swarm optimization, 27.30% and 28.73% for differential evolution.
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