Article

Article title MODELING OF MARKET ACTOR BEHAVIOUR
Authors A.E. Nazirov
Section SECTION VI. MATHEMATICAL MODELLING OF SOCIAL AND ECONOMIC PROCESSES
Month, Year 06, 2012 @en
Index UDC 51-77
DOI
Abstract An original mathematical model describing behavior of different market actors is designed. The model is being analyzed subject to the hierarchy within the actors" attitude. The hierarchical system involves Principal, Agent, Trading Enterprise and controlled environment. The Stackelberg"s equilibrium with a glance of the system"s requirements in a given state of the model is made. The method of Lagrange multipliers is used for solving the problem. The impulsion method is used for hierarchical control. In such case principal creates condition for client. It is economically profitable for client to follow this condition. The research of a model with the further interpretation of the obtained results was carried out.

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Keywords Hierarchical modeling; Stackelberg’s equilibrium; method of impulsion; optimization.
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