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Joint Project between National Academy of Sciences of Ukraine and International Institute for Applied Systems Analysis

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K.L. Atoyev
added a research item
Как показала пандемия COVID-19, противоэпидемические мероприятия становятся тяжелым бременем для экономики, так как затрагивают целый комплекс экологических, экономических и социальных процессов, влияющих на благосостояние общества, экономическую активность и продовольственную безопасность. Борьба с пандемией становится невозможной без исследования ее влияния на экономику, позволяющее с помощью математических моделей определить эффективные стратегии минимизации количества жертв и экономического ущерба при различных сценариях развития эпидемии. Противоречивость данных о природе вируса и путях его распространения создает дополнительную проблему, поскольку неполнота выборки и стохастическая природа эпидемической системы снижают эффективность традиционных статистических методов. Поэтому особую актуальность приобретает разработка стохастических моделей, позволяющих учесть влияние случайных возмущений, которые становятся дополнительными факторами увеличения уровня нестабильности.
Vasyl Gorbachuk
added 2 research items
Uncertainty and variability of climate changes are key challenges for adaptation planning. In the face of uncertainty, the decision-making can be addressed in two interdependent stages: make only partial ex-ante anticipative actions to keep options open until new information is revealed; and adapt the first-stage decisions with respect to newly acquired information. This decision-making approach corresponds to the two-stage stochastic optimization (STO) incorporating both anticipative ex-ante and adaptive ex-post decisions within a single model. The paper develops a two-stage STO model for climate change adaptation through robust land use and irrigation planning in the condition of uncertain water supply. The model identifies the differences between the decision-making in the cases of perfect information, full uncertainty, and uncertainty with perspectives of learning about uncertainty. The two-stage anticipative and adaptive risk-informed decision-making with safety constraints induces risk aversion characterized by quantile-based Value-at-Risk and Conditional Value-at-Risk risk measures. The ratio between the ex-ante and ex-post costs and the shape of uncertainty determines the balance between the anticipative and adaptive decisions. Selected numerical results illustrate that the alteration of the ex-ante agricultural production costs can affect crop production, land management technologies, and natural resource utilization.
Optimization can be applied in developing profitability management tools for a cloud service broker working according to a certain business model. On behalf of the managing telecommunications holding company (telecommunications operator), this broker integrates, aggregates and configures software and data storage services of third-party Internet software vendors. Such a broker receives only fixed commissions from this company, based on the subscription fee, but does not pay royalties to an Internet software vendor and does not receive payments from the sale of service packages.
Vasyl Gorbachuk
added a research item
The article demonstrates the institutional and numerical analysis, which allows ones to conclude that the newest energy technologies, especially in energy sources of variable or stochastic power, must meet modern integrated indicators that affect producers, consumers, society, and the environment as a whole, while traditional energy technologies meet the traditional financial and economic criteria.
Vasyl Gorbachuk
added a research item
The difference between buying commodities today and buying commodity futures is more complicated because: i) the payment is delayed, and therefore a buyer can receive the interest on her money; ii) there is no need to store commodities, and therefore a buyer of futures contract saves her costs.
K.L. Atoyev
added 3 research items
The work is devoted to the problem of creating new methods for complex modeling and risk management, which will allow the study of synergistic interactions between sources of risks of various origins under conditions of uncertainty. The paper proposes an approach to the study of the relationship between food, water and energy resources using the three-sectoral Lorenz model, combining in a single structure similarly described sectors of the economy, each of which is considered in terms of the productivity level, the workplaces number and the structural disturbances level. As a mathematical modeling result, the conditions of the deterministic chaos origin in the minimum economic development model were determined and possible reasons of the global economy growing vulnerability to small changes in management parameters were identified. The problem of determining effective controls for minimizing the total structural violations on selected time interval is considered. As a result of model experiments, the trajectories of control parameters changes were determined, which make it possible to reduce the structural violations number. This is achieved through changes in the ratio of supply and demand levels for products, demand and supply for workplaces creation. The influence of random perturbations for the deterministic attractors stochastic deformation of the Lorentz model is considered. It is shown that, under random perturbations, the trajectories of the stochastic system leave a deterministic attractor and form around it a certain bundle with the corresponding probability distribution. The further model complicating possibility by taking into account other sectors of the economy using the Lorenz model in a complex form is considered. In this case the task of studying n sectors of economy is reduced to considering the behavior of an ensemble of n coupled oscillators that generate oscillations with frequencies ωn, respectively. Collective synchronization of oscillator data can be investigated using Kuramoto's model. The problem of managing socio-economic development under the chaotic modes origin conditions is reduced for a complex model to controlling the frequency of a nonzero mean field generated by coupled oscillators.
The work is devoted to the problem of creating new methods for complex modeling and risk management, which will allow the study of synergistic interactions between sources of risks of various origins under conditions of uncertainty. The paper proposes an approach to the study of the relationship between food, water and energy resources using the three-sectoral Lorenz model, combining in a single structure similarly described sectors of the economy, each of which is considered in terms of the productivity level, the workplaces number and the structural disturbances level. As a mathematical modeling result, the conditions of the deterministic chaos origin in the minimum economic development model were determined and possible reasons of the global economy growing vulnerability to small changes in management parameters were identified. The problem of determining effective controls for minimizing the total structural violations on selected time interval is considered. As a result of model experiments, the trajectories of control parameters changes were determined, which make it possible to reduce the structural violations number. This is achieved through changes in the ratio of supply and demand levels for products, demand and supply for workplaces creation. The influence of random perturbations for the deterministic attractors stochastic deformation of the Lorentz model is considered. It is shown that, under random perturbations, the trajectories of the stochastic system leave a deterministic attractor and form around it a certain bundle with the corresponding probability distribution. The further model complicating possibility by taking into account other sectors of the economy using the Lorenz model in a complex form is considered. In this case the task of studying n sectors of economy is reduced to considering the behavior of an ensemble of n coupled oscillators that generate oscillations with frequencies ωn, respectively. Collective synchronization of oscillator data can be investigated using Kuramoto's model. The problem of managing socio-economic development under the chaotic modes origin conditions is reduced for a complex model to controlling the frequency of a nonzero mean field generated by coupled oscillators.
The work is devoted to the problem of creating new methods for complex modeling and risk management, which will allow the study of synergistic interactions between sources of risks of various origins under conditions of uncertainty. The paper proposes an approach to the study of the relationship between food, water and energy resources using the three-sectoral Lorenz model, combining in a single structure similarly described sectors of the economy, each of which is considered in terms of the productivity level, the workplaces number and the structural disturbances level. As a mathematical modeling result, the conditions of the deterministic chaos origin in the minimum economic development model were determined and possible reasons of the global economy growing vulnerability to small changes in management parameters were identified. The problem of determining effective controls for minimizing the total structural violations on selected time interval is considered. As a result of model experiments, the trajectories of control parameters changes were determined, which make it possible to reduce the structural violations number. This is achieved through changes in the ratio of supply and demand levels for products, demand and supply for workplaces creation. The influence of random perturbations for the deterministic attractors stochastic deformation of the Lorentz model is considered. It is shown that, under random perturbations, the trajectories of the stochastic system leave a deterministic attractor and form around it a certain bundle with the corresponding probability distribution. The further model complicating possibility by taking into account other sectors of the economy using the Lorenz model in a complex form is considered. In this case the task of studying n sectors of economy is reduced to considering the behavior of an ensemble of n coupled oscillators that generate oscillations with frequencies ωn, respectively. Collective synchronization of oscillator data can be investigated using Kuramoto's model. The problem of managing socio-economic development under the chaotic modes origin conditions is reduced for a complex model to controlling the frequency of a nonzero mean field generated by coupled oscillators.
Vasyl Gorbachuk
added 2 research items
The talk illustrates the importance of new type non-smooth stochastic optimization and stochastic quasigradient (SQG) procedures for robust of-line and on-line decisions involving large-scale Machine Learning, Distributed Models Linkage, and robust decision-making problems. Advanced robust statistical analysis and machine learning models based on in general nonstationary stochastic optimization allow to account for potential distributional shifts, heavy tails, and nonstationarities in data streams that can mislead traditional statistical and machine learning models, in particular, deep neural learning or deep artificial neural network (ANN). Proposed models and methods rely on probabilistic and non-probabilistic (explicitly given or simulated) distributions combining measures of chances, experts’ beliefs and similarity measures (for example, compressed form of the kernel estimators). This is vitally important for integrated sustainable developments modeling. For highly nonconvex models such as the deep ANN network, the SQGs allow to avoid local solutions. In cases of nonstationary data, the SQGs allow for sequential revisions and adaptation of parameters to the changing environment, possibly, based on of-line adaptive simulations. The outlined non-smooth STO approaches and SQG-based procedures are illustrated with examples of robust estimation, machine learning, adaptive Monte Carlo optimization for preventive-adaptive cat risks (floods, epidemics) modeling and management.
In the presentation we discuss critical issues related to the design of resilient and robust food, water, energy, environmental systems in the presence of interdependent systemic risks. We introduce the notions of systemic risks, security, resilience and robustness in FWEE systems. We emphasize the need for the two-stage preventive-adaptive stochastic optimization (STO) approaches enabling to design a robust portfolio of precautionary strategic and operational adaptive decisions making the interdependent systems flexible and robust with respect to risks of all kinds. We establish a connection between the robust quantilebased nonsmooth estimation problem in statistics and the two-stage nonsmooth STO problem of robust strategic-adaptive decision making. The coexistence of complementary strategic ex-ante and adaptive ex-post decisions induces systemic risk aversion in the form of Value-at-Risk quantile-based risk constraints. Using examples from research studies on integrated management of catastrophic dependent risks, integrated agricultural-water-energy nexus security, multidisciplinary water resource management we argue that coping with systemic risks can be addressed by solving a system of implicit probabilistic security equations. Selected numerical results from the studies illustrate that a robust combination of interdependent strategic and adaptive solutions presents qualitatively new policy recommendations contributing to the overall welfare increase.
Vasyl Gorbachuk
added a research item
Under the proportional wholesale price contract, the supply chain is coordinated if and only if the proportion equals to the ratio derived from the chain parameters. If that proportion is high enough, the retailer chooses under-order while the supplier gets the positive profit. If the ratio, derived from the demand density parameters, is increasing, then the expected profit function of supplier is unimodal.
Vasyl Gorbachuk
added 2 research items
Одна з переваг громадського забезпечення страхування охорони здоров’я (ОЗ) полягає в уникненні проблеми несприятливого відбору через обов’язковість та універсальність покриття. При цьому фактичне забезпечення страхування ОЗ може не бути громадським, якщо уряд зобов’язує всіх осіб купити страховку на ОЗ і зобов’язує приватних страховиків надавати страхування ОЗ будь-кому, хто за цим звертається.
As of May 10, 2020, the number of people infected by COVID-19 in Dnipropetrovsk, Zakarpattya, Ivano-Frankivsk, Kyiv, Lviv, Odesa, Rivne, Ternopil, Chernivtsi regions, city of Kyiv exceeded that indicator in Georgia (country). Besides, that number in Chernivtsi region and city of Kyiv exceeded the indicators in Slovakia and Bulgaria. Taking into account the moderate, in comparison with other countries, number of testings on COVID-19 in Ukraine, the actual epidemic situation in Ukraine is worse than that in a range of neighboring countries despite of tougher declared restrictive measures and correspondingly higher social-economic losses. Therefore, the accurate data study for dynamics of COVID-19 spreading in Ukraine and neighboring countries is the topical issue as well as the analysis for factors of real condition of epidemic situation in Ukraine. The social distance, related with sociocultural traditions, social organization, implementation of state functions, is the important factor. The World Bank selects the five basic state functions: defense and security, law and order, macroeconomic management, protection of property rights, state system of health care. In the contemporary information era, successful implementation of those functions presumes an efficient application of modern information and communication technologies based on competitive domestic scientific or practical research and development. Thus, the current epidemic situation in Ukraine (which refers to some other infectious diseases) is determined by the general level of statehood, responsibility of state employees, and social consciousness. The conditions of institutions and workers in Ukraine's health care sector during the COVID-19 epidemic highlighted the complex of problems available, caused by the shortcomings in organization of applications of modern information and communication technologies.
Vasyl Gorbachuk
added 2 research items
Based on the principle «Who canʼt measure cannot manage», the article introduces such key performance indicators in the field of health care services as average and incremental cost-effectiveness ratios, cost-utility ratios, cost-benefit ratios within cost-effectiveness analysis, cost-utility analysis, cost-benefit analysis, respectively. Both indicators and analyses are compared in the terms of practical applications. The indicators of quality-adjusted life years and net present value are discussed as well.
Обмеження на капітал мають багато фірм, зокрема, малі та середні підприємства. Ці обмеження можуть суттєво звужувати операції фірм, а тому вважаються найбільшою перешкодою для зростання фірм. Оскільки багато класичних досліджень з операційного менеджменту основані на припущенні достатності капіталу, то їх результати не відповідають у повній мірі сучасній практиці. Позики комерційних банків − це поширений спосіб для фірм долати обмеження капіталу. Однак через складність процедур подання кредитних заявок і суворість вимог застави малі і середні підприємства, як правило, відмовляються від фінансування за допомогою банківських позик. Коли в двоешелонному ланцюзі постачання роздрібний торговець, який має обмеження на капітал, здійснює замовлення через опціонний контракт від єдиного постачальника, щоб задовольняти невизначений попит, то цей торговець може подати заявку на отримання банківської позики чи торгового кредиту від постачальника за необхідності. Постачальник бере до уваги не лише свій економічний дохід, але й дохід торговця, тобто враховує взаємозвʼязок з торговцем. Врахування взаємозвʼязку постачальника з торговцем може поліпшувати ефективність ланцюга постачання та дохід торговця у більшості випадків, але може збільшувати ризик банкрутства торговця, коли собівартість виробництва висока: суспільна взаємодія постачальника і торговця є не тільки важливою, але й взаємно відповідальною.
K.L. Atoyev
added a research item
The mathematical approach for estimation of vulnerability and deformation of safety was elaborated. The impact of physical, human and social capitals and global changes on sustainable development of society was formalized. Its distinctive feature is the possibility to investigate regimes with sudden discontinuous changes or phase transitions as a result of small continuous changes in variables that characterize the economical, ecological and social processes in society.
Vasyl Gorbachuk
added a research item
As the State Statistics Service of Ukraine is not showing the capital investments data for districts and cities of Ukraine since 2019 while it was showing those data in 2016-2018, the evaluation issues for capital indicators in Ukraine come up.
Vasyl Gorbachuk
added a research item
Food, Energy, Water (FEW) Nexus for Sustainable Development Goals and Global Intergated Management