Member
Aleksandr A. Shananin
  • Mathematical modeling
  • alexshan@yandex.ru

Head of the Department of Analysis of Systems and Solutions, Moscow Institute of Physics and Technology State University; Professor of Mathematical Economy, the Lomonosov Moscow State University; Principal Researcher, Department of Mathematical Modelling of Economic Systems, Federal Research Center for Computer Science and Control, Russian Academy of Sciences

Information

Membership Number: FCA2302

Membership Type: Fellowship

Division: Mathematics and Information Sciences

Corresponding Email: alexshan@yandex.ru

Homepage(s): https://sa.cs.msu.ru/staff/shananin 

https://new.ras.ru/staff/akademiki/shananin-aleksandr-alekseevich/


 

Present and Previous Positions

Head of the Department of Analysis of Systems and Solutions, Moscow Institute of Physics and Technology State University

Professor of Mathematical Economy, the Lomonosov Moscow State University

Principal Researcher, Department of Mathematical Modelling of Economic Systems, Federal Research Center for Computer Science and Control, Russian Academy of Sciences

 

Fields of Scholarship and Research Interests

Mathematical economy, inverse problems, nonlinear analysis

 

Honors, Awards and Other Membership

Member of Russian Academy of Sciences

 

Selected Publications

Main papers

  1. N.V.Trusov , A.A.Shananin      Mathematical Model of Human      Capital Dynamics // Computational Mathematics and      Mathematical Physics, 2023, Vol. 63, No. 10, pp. 1942–1954

  2. Askar Boranbayev, Nataliia Obrosova, Alexander      Shananin Technology of Input–Output Analysis with CES Production:      Application for Studying the Kazakhstan Supply Chain duringthe COVID-19      Pandemic // Sustainability 2023, 15, 14057

  3. A. A. Shananin, N. V. Trusov Mathematical Modeling of the      Household Behavior in the Labor Market // Mathematical Optimization Theory      and Operations Research  22nd      International Conference, MOTOR 2023, Ekaterinburg, Russia, July 2–8,      2023, Proceedings, pp. 409-424

  4. Boranbayev A. Obrosova N., Shananin      A. Mathematical model of economic dynamics in an epidemic // Siberian Electronic Mathematical      Reports, 2023, т.20, N2,  pp. 797-813

  5. N. K. Obrosova, A. A. Shananin      Young Duality of Variational Inequalities. An Application for the Analysis      of Interactions in Production Networks // Trudy Instituta Matematiki i      Mekhaniki UrO RAN, 2023, Vol. 29, No. 3, pp. 88–105

  6. Seyit Kerimkhulle, Nataliia Obrosova, Alexander      Shananin, Akylbek Tokhmetov Young Duality for Variational Inequalities and      Nonparametric Method of Demand Analysis in Input–Output Models with Inputs      Substitution: Application for Kazakhstan Economy // Mathematics 2023, 11,      4216.

  7. Alexander Shananin and Nikolai      Trusov The group behaviour modelling of workers in the labor market //      Russ. J. Numer. Anal. Math. Modelling, 2023; 38(4):219–229

  8. N. K. Obrosova, A. A. Shananin      Analysis of Mechanisms of Production Investment Stimulation in an      Imperfect Capital Market Based on a Mathematical Model // Computational      Mathematics and Mathematical Physics, 2023, Vol. 63, No. 3, pp. 369–385

  9. N. K. Obrosova, A. A. Shananin,      A. A. Spiridonov Nonlinear Input-Output Model with Nested CES Technologies      for the Analysis of Macroeconomic Effects of a Foreign Trade Shock // Lobachevskii journal of      mathematics, 2023, v. 44, №1, pp.401-417

  10. Michael V Klibanov, Aleksander A. A. Shananin, Kirill V. Golubnichiy , Sergey      M Kravchenko Forecasting stock      options prices via the solution of an ill-posed problem for the      Black-Scholes equation // Inverse Problems, 2022, v.38,      115008

  11. N.V.Trusov      , A.A.Shananin Mathematical modeling of consumer loan market in Russia      under sanctions // Doklady Mathematics, 2022, v.106, N.3, pp. 467-474.

  12. А.Boranbayev, N.      Obrosova, A. Shananin Nonlinear input-output balance and Young duality:      analysis of Covid-19 macroeconomic impact on Kazakhstan, Siberian Electronic Mathematical      Reports, 2022, т.19, N2, pp. 835-851.

  13. Kerimkhulle, S.; Obrosova, N.; Shananin,      A.; Azieva, G. The Nonlinear Model of Intersectoral Linkages of Kazakhstan      for Macroeconomic Decision-Making Processes in Sustainable Supply Chain      Management. Sustainability 2022, 14, 14375.

14.  Obrosova, N.K., Shananin, A.A. & Spiridonov, A.A. A Model of Investment Behavior of Enterprise Owner in an Imperfect Capital Market. Lobachevskii J Math 43, 1018–1031 (2022)

15.  .A. Shananin, A.V. Rassokha Inverse problems in analysis of input-output model in the class of CES functions // Journal of Inverse and Ill-posed Problems, 2021, Volume 29, Issue 2, Pages 305–316.

16.  A.A.Shananin, N.V.Trusov. The household behavior modeling based on mean field games approach // Lobachevskii journal of mathematics, 2021, v. 42, № 7, p. 1738-1752.

17.  Shananin.A., Tarasenko M., Trusov N. Consumer loan demand modeling of households in Russia //Computational Mathematics and Mathematical Physics, 2021, v. 61, №6, p. 1034-1056.

18.  A.V. Rassokha, A.A. Shananin Inverse problems of the analysis of input-output balances // Mathematical Modeling, 2021, v.33, № 3, p.39-58.

19.  Shananin.A., Problem of Aggregating of an Input–Output Model and Duality // Computational Mathematics and Mathematical Physics, 2021, v. 61, №1, p. 162-176.

20.  Shananin.A., Analysis of the financial state of an investor based on the Cantor–Lippman model // Proceedings of institute of Mathematics and Mechanics Ural branch of RAS, , 2020, v.26, № 1, p. 293–306.

21.  Alimov, D., Obrosova, N., Shananin, A. Mathematical model of enterprise with revolving funds deficit; analysis of demand shocks 2020 // Lobachevskii journal of mathematics, 2020, № 12, p. 2628-2637.

22.  Shananin, A.A. Young duality and aggregation of balances // Doklady Mathematics, 2020, v.102, №1, p. 330-333

23.  Shananin.A., Mathematical modeling of investments at an imperfect capital market // Proceedings of institute of Mathematics and Mechanics Ural branch of RAS, 2019, v. 25, № 4. С. 265-274.

24.   Isakov V.M., Kabanikhin S.I., Shishlenin M.A., Shananin A.A., Zhang S. ALGORITHM FOR DETERMINING THE VOLATILITY FUNCTION IN THE BLACK–SCHOLES MODEL
Computational Mathematics and Mathematical Physics. 2019. Т. 59. № 10. С. 1753-1758.

25.   Shananin A., Tarasov S. Necessary and Sufficient Conditions for Weak Separability Problem for Homogeneous Utility Functions // Lobachevskii Journal of Mathematics, 2019, Vol. 40, No. 4, pp. 519–524.

  1. Shananin A., Tarasov S. Positive solutions of real homogeneous algebraic      inequalities // Smart modeling for engineering systems. Proceedings of the      conference 50 years of the development of grid-characteristic method. Springer.      2019, P.32-40.

  2. Alimov, D., Obrosova,      N., Shananin, A. Enterprise debts      analysis using a mathematical model of production, considering a deficit      of current assets // Lobachevskii Journal of Mathematics, 2019, Vol. 40,      No. 4, pp. 385–399.

  3. Alimov,      D., Obrosova, N., Shananin, A. Analysis of indicators of high-technology      production using optimization models, taking into account the shortage of      working capital. // Communications in Computer and Information Science. 2019.      Vol. 974. P. 385 – 398.

29.   Agaltsov A. D., Molchanov E. G., Shananin A. A. Inverse problems in models of resource distribution //  Journal of Geometric Analysis, 2018, v.28, №1, p.726-765.

30.   Shananin.A., Inverse problems in economic measurements // Comput. Math. and Math. Phys. , 2018,v.  58, 170–179.

31.  Nikolay I. Klemashev, Alexander A. Shananin,  Shuhua Zhang Inverse problems in Pareto’s demand theory and their applications to analysis of stock market crises // Journal of Inverse and Ill-posed Problems, 2018, Volume 26, Issue 1, Pages 95–108.

32.  Arutyunov A, Pavlova N.G.,.Shananin A.A New conditions for the existence of equilibrium prices //Yugoslav journal of operations research, v. 28, 2018, №1, p. 59-77.

33.  Shananin A.A., Vashchenko M.P., Zhang Sh. Financial bubbles existence in the Cantor-Lippman model for continuous time // Lobachevskii journal of mathematics, 2018, v.39, №7, p. 929-935.

34.  N.Klemashev, A.Shananin Generalized nonparametric method for analyzing economic data inconsistent with the model of single rational representative consumer // Proceedings ITISE 2017, v.1, p.117-121.

35.  N.Obrosova, A.Shananin   About an Estimation of Company’s Capitalization in the Conditions of Prices Changing // Proceedings of OPTIMA 2017, p.420-427.

36.  G.M.Henkin, A.Shananin Cauchy–Gelfand problem and the inverse problem for a first-order quasilinear equation // Functional Analysis and Its Applications, 2016,50:2, 13-142.

37.  N.Klemashev , A.Shananin Inverse problems of demand analysis and their applications to computation of positively-homogeneous Konus-Divisia indices and forecasting // Journal of Inverse and Ill-posed Problems, 2016, 24(4)p. 367-391.

38.  N.K.Obrosova, A.Shananin Production Model in the Conditions of Unstable Demand Taking into Account the Influence of Trading Infrastructure: Ergodicity and Its Applicaion // Journal of mathematical physics and computational mathematics, 2015, v. 55, N4. (in Russian)

39.  G.M.Henkin, A.Shananin On Cauchy–Gelfand problem // Doklady Academiy Nauk, 2014, v.465,N4. (in Russian)   

40.  M.P.Vashchenko, Ya. S.Pronin, A.A. Shananin. A mathematical model of the economics of railway cargo transportation // Proceedings of institute of Mathematics and Mechanics Ural branch of RAS, 2014, N4. (in Russian)

41.  G.M.Henkin, A.Shananin Cauchy–Gelfand problem for quasilinear conservation law //  Bulletin des SciencesMathématiques, 2014, v. 138, p. 783-894.

42.  N.K.Obrosova, A.Shananin Study of the Bellman Equation in a Production Modelwith Unstable Demand // Journal of mathematical physics and computational mathematics, 2014, v. 54, N9.

43.  G.M.Henkin, A.Shananin Mathematical modeling of the Shumpeterian dynamics of innovations // Mathematical Modeling, 2014, v.246, N8. (in Russian)

44.  N.I.Klemashev, A.Shananin Nonparametric analysis of budget statistics // (in Russian). Proceedings of MIPT, 2014, v.6, N4.

45.  N.K.Obrosova, A.Shananin The production model in conditions of unstable demand taking into account influence of a trading infrastructure. Doklady Academiy Nauk, 2013, v.450,N1.

46.  M.P.Vaschenko, A.Shananin The estimation of the yield of the pool of investment projects in the optimal investing problem for continuous time. (in Russian). Mathematical Modeling, 2012, v.24, N3.

47.  I.A. Kondrakov, A. Shananin Idempotent analogues of theorems about non-negative matrices and their applications to the analysis of economic information. // Journal of mathematical physics and computational mathematics, 2011, v. 51, N2.

48.  I.A.Kondrakov, L.Ya.Pospelova, A.Shananin The generalized nonparametric method. Application to the analysis of commodity markets. (in Russian). Proceedings of MIPT, 2010, v.2, N3.

49.  N.K.Obrosova, A.Shananin Quantum effect in production in production model taking into account deficiency of floating assets and trading infrastructure. (in Russian). Proceedings of institute of Mathematics and Mechanics Ural branch of RAS, 2010, N5.

50.  A.V.Rudeva, A.Shananin Synthesis of control in modified Ramsey`s model with liquidity constraint. (in Russian). Differential equations, 2009, v.45, N12.

51.  A.Shananin Integrability problem and generalized nonparametric method for the consumer demand analysis. (in Russian). Proceedings of MIPT, 2009, v.1, N4.

52.  M.P.Vaschenko, A.Shananin Model of investment activity petroleum production company. (in Russian). M.: CCAS, 2008, 100 p.

53.  V.A.Grebennikov, A.Shananin Generalized non-parametric method: the Low of Demand in prognosis problems. (in Russian). Mathematical Modeling, 2008, v.20, N9.

54.  Z.S.Gaeva, A.Shananin Tchebishev- Markov-Krein`s algorithms for analyses of micro physics process in heavy clouds. Journal of mathematical physics and computational mathematics, 2007, v. 47, N9.

55.  A.V.Rudeva, A.Shananin Variation inequalities for economic equilibrium in the economic model with industries under working capital deficit. (in Russian). Vestnik of Moscow Univercity, ser. 15 computational mathematics and cybernetics, 2007, N4.

56.  N.K.Obrosova, A.V.Rudeva, A.Yu.Flerova, A.Shananin Estimation of state energy policy on transition economic dynamics in Russia. (in Russian). M.: CCAS, 2007, 96 p.

57.  A.V.Gasnikov, N.K.Obrosova, A.V.Rudeva, A.Yu.Flerova, A.Shananin Model of dependence of the state energy policy on Russian production system. (in Russian). M.: CCAS, 2006, 96 p.

58.  A.V.Karzanov, A.Shananin About stable correspondence between finite sets and applications. (in Russian) Economica and Mathematical methods, 2005, v.41, N2.

59.  A.V.Akparova, A.Shananin Model of production in conditions of nonperfect credit and instable goods market. (in Russian). Mathematical Modeling, 2005, v.17, N9.

60.  G.M.Henkin, A.E.Tumanov, A.Shananin Estimates for solution of Burgers type equations and some applications. Journal de Mathematiques Pures et Appliquees, 2005, v.84, N1.

61.  Z.S.Gaeva, A.Shananin Numerical method for the problem control micro physical process in clouds. (in Russian). Mathematical Modeling, 2004, v.16, N12.

62.  G.M.Henkin, A.Shananin Asymptotic behavior of solutions of the Cauchy problem for Burgers type equations. Journal de Mathematiques Pures et Appliquees, 2004, v.83, N12.

63.  N.K.Obrosova, A.Shananin Investigation variants of mutual development Power Industry and Energy Consuming Branches in Russian Economy by means of Mathematical Modeling. (in Russian). Mathematical Modeling, 2004, v.16, N2.

64.  S.P.Tarasov, A.Shananin On smoothness of utility function in Afriat-Varian theorem. (in Russian) Doklady Academiy Nauk, 2003, v.388, N1.

65.  O.E.Terehova, A.Shananin On first welfare theorem. (in Russian) Vestnic RUDN, ser. Mathematics, 2002, 9 (1).

66.  B.L.Dorin, A.Shananin Turnpike theorem for model of production with financial restriction conditions. (in Russian). Mathematical Modeling, 2002, v.14, N7.

67.  A.A.Petrov, A.Shananin Mathematical model for estimation of some scenery of economic growth. (in Russian). Mathematical Modeling, 2002, v.14, N7.

68.  G.Carlier, I.Ekeland, V.L.Levin, A.Shananin A system of inequalities arising in mathematical economics and connected with the Monge-Kantorovich problem, 2002, CEREMADE, №7534

69.  L.Ya. Pospelova, A.Shananin A generalization of the nonparametric method in case of trade statistics not satisfying the hypothesis of rational behavior. Lecture notes in economics and mathematical systems, 2002, v.510.

70.  A.Shananin Variation principles in models of economic equilibrium. Lecture notes in economics and mathematical systems, 2002, v.510.

71.  A.Berens, A.Shananin. Fenhel`s duality theorem in banah spaces. (in Russian) Doklady Academiy Nauk, 2001, v.377,N6.

72.  A.Shananin Technological changes on the macroeconomic level – mathematical modeling. Discrete dynamics in nature and society, 2001, v.6, p.291-304.

73.  E.V.Avtuhovich, A.Shananin The model of industry under working capital deficit. (in Russian). Mathematical Modeling, 2000, v.12, N12.

74.  A.Shananin, Y.M.Tashlitckay Multiplicity of technological structure and influence of transaction cost on propagation of new technologies. (in Russian). Mathematical Modeling, 2000, v.12, N12.

75.  A.Shananin Nonparametric method for production structure analyses. (in Russian). Mathematical Modeling, 1999, v.11, N9.

76.  A.Petrov, I.Pospelov, A.Shananin From Gosplan to noneffective market. Mathematical analyses of Russian economic structures. (in Russian) The Edwin Mellen Press, Lewinston, NY, 1999, 400 p.

77.  A.Shananin Duality for generalized programming problems and variation principles in economic equilibrium models. (in Russian) Doklady Academiy Nauk , 1999, v. 366, N4.

78.  S.Guriev, A.Petrov, I.Pospelov, A.Shananin On the role of arrears in integration of enterprises. (in Russian) Economica and Mathematical methods, 1999, N1.

79.  L.Pospelova, A. Shananin The parameters of nonrational consumer behavior and generalized nonparametric method. (in Russian). Mathematical Modeling, 1998, v.10, N4.

80.  A.Petrov, A. Shananin The Conditions for the existing of aggregated demand functions. (in Russian) Doklady Academiy Nauk, 1997, v.356,N2.

81.  A. Shananin A Generalized Model of Pure Industry. (in Russian). Mathematical Modeling, 1997, v.9. N 9.

82.  A.Shananin The Investigation of the Generalized Model of Pure Industry. (in Russian). Mathematical Modeling, 1997, v.9. N 10.

83.  A.Petrov, I.Pospelov, A.Shananin Essais of Mathematical Models of Economy. Moscow, Energoatomizdat,1996, (in Russian)

84.  A.Shananin The aggregation of production under violation of integrability conditions. (in Russian). Mathematical Modeling, 1995, v. 7. N 3.

85.  Z.Gaeva, A. Shananin The moment problem of Markov-Tchebishev and investigation of Galerkin’s approximation for some model of cristal aggregation. (in Russian). Mathematical Modeling, 1995, v.7. N 9.

86.  A. Petrov, A. Shananin Integrability conditions, income distribution and social structure of the society (in Russian). Mathematical Modeling, 1994, v. 6. N 9.

87.  A. Petrov, A. Shananin The economic mechanisms and aggregation of inter industry balance model (in Russian). Mathematical Modeling, 1993, v. 5. N 9.

88.  A. Shananin Non-parametric methods for consumer demand analysis. (in Russian). Mathematical Modeling, 1993, v. 5. N 9.

89.  G. Henkin, A.Shananin C^n -capacity and multidimensional moment problem. Notre Dame Mathematical Lectures, 1992, N 12.

90.  A. Shananin Analysis of consumer demand structure by means of economic indecies. Information technology and economic modelling. Technical research centre of Finland. 1992.

91.  G. Henkin, A.Shananin Bernstein theorems for Fantappie indicatrix and their applications to mathematical economics. Lecture notes in pure and applied mathematics, 1991, v.132.

92.  A. Shananin On stability of market mechanisms. (in Russian). Mathematical Modeling, 1991, v. 3. N 2.

93.  G. Henkin, A.Shananin Bernstein theorems and Radon transform. Application to the theory of production functions. Translation of mathematical monographs, 1990, v. 81.

94.  A. Shananin On aggregation of demand functions. (in Russian). Economica and Mathematical methods, 1989, N2.

95.  A. Shananin On haotic behavior of price in deterministic model of market. (in Russian). Doklady Academiy Nauk USSR, 1986, v. 288, N1.

96.  A. Shananin Investigation of some class of profit functions arised in macro descriptions of economic systems. (in Russian). Journal of mathematical physics and computational mathematics, 1985, v. 25, N1.

97.  A. Shananin Investigation of some class of production functions aroused in macro descriptions of economic systems. (in Russian). Journal of mathematical physics and computational mathematics, 1984, v. 24, N12.

98.  A. Shananin System analysis of developed economy: note about aggregation of production and profit functions. (in Russian) Izvestia Academiy Nauk USSR. Seria tecnicheskay cibernetika, 1981, N4.

99.  A. Shananin Production functions. . (in Russian) Doklady Academiy Nauk, 1981, v.258, N1.

100.  A. Shananin. Dynamical games with hierarchical vector of interest. (in Russian). Journal of mathematical physics and computational mathematics, 1979, v. 19, N4.

 

Chiaf of the projects

Markov moment problem, Chebyshev and its application for the numerical investigation of aggregation models, Russian Foundation for Basic Research (RFBR)  project 95-01-00839, 1995

 

Aggregation macro descriptions and the study of inverse problems arising, Russian Foundation for Basic Research (RFBR)  project 96-01-00664, 1996-1998

 

Conditions aggregated and stability in models of economic structures, Russian Foundation for Basic Research (RFBR)  project 99-01-01238, 1999-2001

 

Aggregation and stability in models of economic structures, Russian Foundation for Basic Research (RFBR)  project 02-01-00854, 2002-2004

 

The conditions for aggregation of  the models of economic structures, Russian Foundation for Basic Research (RFBR)  project  05-01-00942, 2005-2007

 

Macroeconomic models of mutual influence of the energy and manufacturing sectors of the Russian economy.

Russian Humanitarian Science Foundation (RHSF)  project  05-02-02349, 2005-2007

 

Mathematical modeling of economic systems. Ministry of Education and Science of Russian Federation, MIPT, project 1.106.04, 2006-2008

 

Project analytical departmental target program "Development of scientific potential of the higher school (2006-2008 years)» №_2.2.1.1.2467 Creation of educational-scientific, "the Center for technology development analysis and forecasting of the state, regional and sector of the economy with the help of mathematical models", 2006-2008

 

Business agreement "Methods of estimation the capitalization of OAO" NK "Rosneft", based on a macroeconomic model of the oil industry of Russia "Customer: JSC" NK "Rosneft", 2007-2008.

 

The development of methods of analysis and forecasting of demand for consumer goods in view of their interchangeability,  RFBR project 07-01-12024, 2007-2008

 

Development of methods of mathematical modeling of transient processes in the Russian economy. Russian Humanitarian Science Foundation (RHSF)  project 08-02-00347, 2008-2009

 

Technology analysis of major social and economic decisions based on the model of interaction of depressive and competitive industries, Russian Foundation for Basic Research (RFBR)  project 08-07-00158, 2008-2010

 

Methods of analysis of major economic projects on the basis of mathematical models, Federal Target Program "Research and scientific-pedagogical personnel of innovative Russia" for 2009-2013., As part of the event № 1.2.1 Conduct research scientific groups under the guidance of doctors, project П949,  2009-2011

 

Variational principles in mathematical models of the economy. Ministry of Education and Science of Russian Federation, MIPT, project 28.09, 2009-2010  

 

Basic mathematical models of the behavior of economic agents in the medium-term forecasting of the Russian economic dynamics Russian Foundation for Basic Research (RFBR)  project 11-01-12084, 2011-2012

 

Mathematical models and tools mid-term review of the Russian economy, Russian Foundation for Basic Research (RFBR)  project 11-07-00162, 2011-2013

 

Development of methodology for assessing the impact of tariff and investment policy of JSC "Russian Railways" on cargo  transportation, Russian Foundation for Basic Research (RFBR)  project 13-07-13110, 2013-2014

 

Mathematical models and tools mid-term review of the Russian economy, Russian Foundation for Basic Research (RFBR)  project 14-07-00075, 2014-2016

 

Models and inverse problems in the problem of economic measurements, Russian scientific fund project 16-11-1024, 2016-2020

 

Modeling the behavior of economic agents in the Russian economy, Russian Foundation for Basic Research (RFBR)  project 17-07-00507, 2017-2019

 

Mathematical model for the analysis of scenarios for the recovery of economic growth in Russia, Russian Foundation for Basic Research (RFBR)  project 20-07-00285, 2020-2022


 

Other Information

https://new.ras.ru/staff/akademiki/shananin-aleksandr-alekseevich/