IM SB RAS
S. L. Sobolev IM SB RAS. 2003 ã.
 
Main fields of research 

Mathematical Economics

Investigations in mathematical economics are carried on in the Institute since 1960 when almost all Leningrad part of the laboratory on application of statistical and mathematical methods in economics has moved to Novosibirsk. The Moscow part of this laboratory became one of the corner-stones of the Central Economic-Mathematical Institute of RAS (CEMI RAS). The Leningrad group was headed by L. V. Kantorovich, prominent Soviet mathematician and economist, who became the founder and head (1960-1971) of the Mathematical-Economic Department of the Institute (MED). At those far years, MED was in all fairness called the first (not only by time) institution in the USSR specializing in development of mathematical apparatus for economic research.

Successors of Academician L. V. Kantorovich on the post of the head of the Department were doctor of physical and mathematical sciences (now Academician) V. L. Makarov (from 1971 till 1984) and doctor of physical and mathematical sciences, Professor V. A. Bulavskii (from 1984 till 1989). Since 1989, doctor of physical and mathematical sciences, Professor V. A. Vasil’ev heads MED.

Pioneering in development of new lead of applied mathematics, MED from its first years of existence became, “by definition”, a forge of mathematical-economic specialists for the whole country (and in recent years, for near and far foreign countries). Let us enumerate our people who were brought up in the Department and now work on the whole territory “from Moscow to the very outlying districts” (including Australia, USA, etc.): Academician V. L. Makarov (Director of CEMI RAS), doctors of sciences V. A. Bulavskii, A. B. Gorstko, V. V. Kalashnikov, A. A. Kaplan, S. B. Perminov, A. M. Rubinov, G. Sh. Rubinstein. And this list is far from being complete. It can be continued by such names as, for example, doctor of economic sciences V. A. Kardash, doctor of economic sciences V. D. Marshak, head of laboratory doctor of physical and mathematical sciences S. S. Kutateladze (let alone secretary of our Institute L. M. Krapchan who, as well as many remarkable people, began her active labour activity in the collective of MED).

Surely, each medal (if it is not some Klein bottle) has also the reverse side. As compared to the best times, the number of researchers and that of laboratories in MED is twice as small. At present, the Department consists of two laboratories: Mathematical Economics (headed by doctor of physical and mathematical sciences V. A. Vasil’ev) and Methods of Optimization (headed by doctor of physical and mathematical sciences V. I. Shmyrev) and counts a little more than 20 men including 2 doctors and 12 candidates of sciences. Glorious traditions of MED are kept and strengthened by companions-in-arms of fathers-founders, members of the Leningrad group E. O. Rapoport, V. I. Shmyrev, N. V. Shmyreva, M. I. Virchenko, and R. A. Zvjagina.

Investigations in the field of mathematical economics carried on in MED of IM SB RAS cover the following directions:

  • mathematical modeling of nonclassical markets including mixed economic systems combining market and state regulation, economies with public goods, incomplete financial markets and markets with transaction costs;
  • existence and extremal properties of economic equilibrium;
  • dynamics of price formation in nonclassical markets;
  • cooperative game theory;
  • numerical methods of optimization and equilibrium analysis;
  • modeling of multi-level economic systems;
  • mathematical analysis of problems of taxation and land rent.

In most of these directions there are substantial achievements which obtained recognition both in our country and abroad. The founder of the Department Academician L. V. Kantorovich was awarded the Lenin (1965) and Nobel (1975) Prizes for creation of linear programming which found the widest application not only in economics but also in physics, chemistry, control theory, and in a number of other sciences. His successor Academician V. L. Makarov is a winner of the Prize of the USSR Council of Ministers (1982) and L. V. Kantorovich Prize of RAS (1995). The Department has a grant of the State program of support of leading scientific schools of Russia, a State scholarship for prominent scientists, grants of RFBR and RHSF. Among other awards of the collective there are medals of the Exhibition of National Economic Achievements of the USSR, diplomas of winners of scientific competitions of Siberian Department of RAS and Institute of Mathematics. Representatives of MED regularly participate in international scientific conferences, often work in program committees, guide sections, and speak as invited speakers. Both young and elder researchers often go abroad (e. g., France, Germany, Italy, the Netherlands, USA) not only by individual contracts but also along the lines of RAS and by results of various competitions for participation in international projects.

In spite of all the difficulties of the present time MED supports scientific co-operation with CEMI RAS, Computing Center of RAS, Moscow State University, Economic-Mathematical Institute of RAS (S. Petersburg), and a number of other research collectives. Researchers of the Department are members of the Scientific Council of the Institute on defending of doctor theses on specialty “mathematical cybernetics”, are members of editorial boards of several Russian scientific journals, take an active part in organization and holding of Siberian Congresses on Applied and Industrial Mathematics and other Russian conferences.

In the Department, a scientific-tutorial workshop on mathematical economics, scientific and tutorial workshops of laboratories are held; supervision of undergraduates, magisters, and aspirants of scientific degrees is carried on permanent basis. Virtually all researchers of MED take active part in teaching process in NSU (Novosibirsk State University), ensuring preparation and reading of basic and optional courses on the Chair of Theoretical Cybernetics, conducting seminars for students and hobby groups for pupils of Physical-Mathematical School at NSU. Among our former pupils there are specialists not only on mathematical and economic cybernetics but also on other fields of applied and fundamental mathematics. They are several hundreds in number already, which allows to look optimistically into the future of the Department and mathematical economics on the whole.

© 2004, Sobolev Institute of Mathematics of the SB RAS, Novosibirsk
     Omsk Branch of the Institute