Intelligent Integrated Systems of Automated Design Laboratory (IISAD)

INTERNATIONAL SCIENTIFIC SCHOOL
in ST.PETERSBURG, JUNE 18-22, 2001

"MODELLING and ANALYSIS of SAFETY, RISK and QUALITY in COMPLEX SYSTEMS"

MA SRQ - 2001

GENERAL

The International Scientific School "Modelling and analysis of safety, risk and quality in complex systems" will be held in St.Petersburg, Russia from June 18 to June 22, 2001. The school will primary focus on quantitative models of risk in banks, business and insurance, risk management for quality control and market competitiveness, extraction and transportation of oil and gas and nuclear power management for civil industries and the navy.

The school is hosted by Institute of Problems of Mechanical Engineering (IPME) of Russian Academy of Sciences (RAS) and the Russian Foundation of Fundamental Research. The address of IPME is: Russia, 199178, St.Petersburg, V.O., Bolshoi avenue, 61.

All participants will have the possibility to see the wonderful city St.Petersburg during the White Nights.

Official languages of the School are Russian and English.

BACKGROUND

The idea of International Scientific School MA SRQ-2001 had emerged as a result of development of the concept "Safety of Russia" for complex technical, ecological, economical, banking and organization systems, which operate in market conditions. Risk measurement and analysis are an integral part of risk management widely recognized for their importance. Development of logical and probabilistic method of simulation and analysis of risk has been very active in St.Petersburg which makes this city a natural venue for the School MA SRQ-2001.

MA SRQ-2001 will cover fundamental issues of risk management theory, measurement, simulation and analysis of safety, risk and quality of structural complex technical and human-machine systems. This theory has been actively developing in recent years and now embodies solution methods for numerical evaluation of risk, classification of objects by risk, analysis of risk of objects and average risk of a set of objects, determination of price for risk, management of complex systems based on risk criteria, parametric and structural identification of risk models on statistical data, automation of simulation and analysis of risk of complex systems.

Leading Russian and visiting scientists will share their expertise in solution techniques in risk theory for reliability, safety and quality.

The scientific program will included plenary reports, scientific reports in sections and software demonstration. School proceedings will be published with support from Russian Foundation for Fundamental Research and Sponsors.

TOPICS

Integrated problem of risk of structural complex systems;

Structural, logical and probabilistic risk models;

Risk measures and price for risk;

Methods of analysis of risk;

Schemes of functional integrity of risk scenario;

Identification of risk models on statistical data;

Methods of identification of logical and probabilistic risk models;

Structural identification of logical and probabilistic risk models;

Software for automation of development and research of risk models;

Research on risk models in technology, banks, business and quality.

CHAIRMAN Academician K.V. Frolov

INTERNATIONAL PROGRAM COMMITTEE

N.Machutov (chairman, Russia), corresponding member of RAS
B.Ivchenko (co-chairman, Russia), Professor
I.Ryabinin (co-chairman, Russia), rear admiral, Professor
E.Solojentsev (co-chairman ,Russia), Professor
E.Collani (Germany), Professor
J. Kolari (USA), Professor
H. Kumamoto (Japan), Professor
A.Mojaev (Russia), Professor
N.V. Hovanov (Russia), Professor
M. Nikulin (France), Professor
V. Okorokov (Russia), Professor
L. Shernenkaj (Russia), Professor
V. Alexandrov (Russia), Professor
Ju. Belyaev (Switzerland), Professor
V. Zaslavsky (Ukraine), Professor
A. Novosyolov (Russia), Professor
V. Prohorovich (Russia), Professor
I. Safonov (USA), Professor
L. Sinyakov (Russia), Professor
R. Solnitsev (Russia), Professor
M. Finkelstein (South Africa), Professor
S. Tsiramua (Georgia), Professor

ORGANIZING COMMITTEE

V.Bulatov - chairman, Professor
G.Antonov - co-chairman, rear admiral, Ph.D.
E.Solojentsev - co-chairman, Professor
G.Myasnikova - academic secretary, Ph.D.
I.Simakov, Ph.D.
V.Gaenko, Ph.D.
V.Karasev, Ph.D.

PUBLICATION

The School's materials was published in book "Modelling and Analysis of Safety, Risk and Quality in Complex Systems /Proceedings of the International Scientific School MA SRQ - 2001, Saint-Petersburg, June 18-22,2001, IPME RAS, - 370 p.

SPONSORS

* Russian Academy of Sciences;
* Russian Foundation of Fundamental Investigations;

ADDRESS OF THE ORGANIZING COMMITTEE

Solojentsev Evgueni Dmitrievich,

IPME RAS, Russia, 199178,
St.Petersburg, V.O., Bolshoi pr.,61.
Telephone: +7(812)321-47-66
Fax +7(812)321-47-71

PROGRAM

___________________________________________________________________
Monday, June 18
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First plenary session, IPME RAS, Conference Hall
Chairman N.A.Machutov

10⁰⁰- 10²⁰	Opening of International Scientific School.
10²⁰- 11⁰⁰	Frolov K.V. , Bulatov V.P. (Russia, Moscow, IPME RAS; Saint-Petersburg, IPME RAS). Fundamental and applied investigations in theory of dynamic systems and chaos.
11⁰⁰- 11⁴⁰	Ryabinin I.A. (Russia, Saint-Petersburg, Naval Academy). Logical and probabilistic theory of safety and its possibilities.
11⁴⁰- 12²⁰	Kumamoto H., Okabe K., Hiraoka T., Nishihara (Japan, Kyoto University). Probabilistic risk assessment of automobile collision accidents at a crossing without a traffic light.
12²⁰ - 12⁴⁰	Coffee
12⁴⁰- 13²⁰	Machutov N.A., Petrov V.P., Gadenin M.M., (Russia, Moscow, IPME RAS). Scientific developments on complex problems of safety of Russia.
13²⁰ - 14⁰⁰	Finkelstein M.S. (Republic of South Africa, University of the Orange Free State ). Measures of risk and concept of acceptable risk.

Section "Risk in business and ecology", IPME RAS, Conference Hall
Chairman V.A. Zaslavsky

15⁰⁰- 15²⁵	Kulik B.A. (Russia, Saint-Petersburg, IPME RAS). Probabilistic simulation of systems on basis of touple algebra.
15²⁵ - 15⁵⁰	Lauridsen K., Kozine I. ( Denmark, Systems Analysis Department, Risoe National Laboratory) and Amendola and M.Christou (EC-Joint Research Center, Ispra, Italy) EU advances in identifying sources of uncertainty in risk analysis.
15⁵⁰- 16¹⁵	Parfyenov Ju.M.(Russia, Saint-Petersburg, Naval Engineering Institute). Ranging of arguments in monotone functions of algebra of logic under their importance.
16¹⁵- 16⁴⁰	Vyselka A.A., Malafeyev O.A. (Russia, SSU). Dynamic competitive model of spreading of technology.
16⁴⁰ - 16⁵⁰	Break
16⁵⁰- 17¹⁵	Novosyelov A.A. (Russia, Krasnoyarsk, ICM SD RAS). Monotony and swelling of some measures of risk.
17^{15 -}17⁴⁰	Kasheev D.E. (Russia, Tver State University). Generalized Kox' process: simulation of movement of cost of financial assets.
17⁴⁰- 18⁰⁵	Komartsova L.G., Borsuk N.A. (Russia, Kaluga branch of the MSTU name.N.E.Bauman). Building of neural networks enviroment for forecasting of quality of designed distributed calculating system.

Section "Risk in engineering", SPII RAS, Conference Hall
Chairman G.A.Ershov

15⁰⁰- 15²⁵	Prourzin V.A. (Russia, Saint-Petersburg, IPME RAS). Algorithms of numerical analysis of reliability characteristics and risk for complex technical system on basis of "failure trees".
15²⁵- 15⁵⁰	Osipov A.V. (Russia, Saint-Petersburg, MSC RF-CSRI "Electropribor"). Multiagent model of task of divergence of ships with estimation of safety of trajectory.
15⁵⁰- 16¹⁵	Paderno P.I. (St.Petersburg State ElectroTechnical University). Modification of method of analysis of hierarchies for estimation of human-mashine systems.
16¹⁵- 16⁴⁰	Gaenko V.P. (Russia, Saint-Petersburg, Scientific Research Centre of Safety of technical systems of MD of RF). Logical and probabilistic models and results of investigationèof development of group explosive processes.
16⁴⁰ - 16⁵⁰	Break
16⁵⁰- 17¹⁵	Grishko Ja.P., Kozlov A.I., Bautov A.N., Kuznetsov V.I., Firov N.V. (Russia, 4 CSRI MD RF). Analysis and estimation of risks, concerned with start of RKN and functioning NKI under preparing of starting of SA.
17¹⁵- 17⁴⁰	Simakov I.I., Simakov I.P. (Russia, Saint-Petersburg, SIU "Aurora", Naval Academy). Development of mathematical models and methods of systems analysis of reliability, vitality and safety of objects with high risk of exploitation.
17⁴⁰- 18⁰⁵	Turkin V.A. (Russia, Novorossiisk, SNA name admiral S.O.Makarov). Estimation of risk of appearance of emergency conditions in case of vaguely determined initial data.

______________________________________________________________________
Tuesday, June 19
______________________________________________________________________

Second plenary session, IPME RAS, Conference Hall
Chairman I.A.Ryabinin

10⁰⁰- 10⁴⁰	Charshenko S.G. (USA). Organisation of international partnership on problems of risk.
10⁴⁰- 11²⁰	Mozhaev A.S. (Russia, Saint-Petersburg, Naval Academy). Software for automated structural and logical simulation of complex systems (PC ASS 2001).
11²⁰- 12⁰⁰	Safonov Ig. (USA, IUSI, Moscow - Washington).Trust Engineering and Risk Management of Complex Systems.
12⁰⁰ - 12¹⁵	Coffee
12¹⁵- 12⁵⁰	Solojentsev E.D. (Russia, Saint-Petersburg, IPME RAS). Logical and probabilistic risk models in business with groups of incompatible events and their identification.
12⁵⁰-13²⁵	Ivchenko B.P. (Russia, Saint-Petersburg Academy of Informatiology). Theoretical basis of information-statistical analysis of complex ecological and technical systems.
13²⁵- 14⁰⁰	Novosyolov A.A. (Russia, Krasnoyarsk, ICM SD RAS). Concept of risk ans methods of its measures.

Section "Risk in business and ecology", IPME RAS, Conference Hall
Chairman A.A. Novosyolov

15⁰⁰- 15²⁵	Kan Ju.S. (Russia, Moscow State Aviation Institute). Optimisation of Investments in discount papers under quantile criterion of quality.
15²⁵- 15⁵⁰	Krichevsky, Sirotkin V.B. (Russia, Saint-Petersburg State University of Aerospace Instrumentals Making). Probabilistic model of estimation of risks of classification of object.
15⁵⁰- 16¹⁵	Solojentsev E.D. (Russia, Saint-Petersburg, IPME RAS). Logical and probabilistic models of risk of loss of quality and market.
16¹⁵- 16⁴⁰	Dubrovina A.V., Koretsky N.H. (Ukraine, Zaporozhye Institute of State and Municipal Administration). Forming of currency portfolio as a way to reduce currency risk.
16⁴⁰- 16⁵⁰	Break
16⁵⁰- 17¹⁵	Slotin Ju.S. (Russia, Moscow, Institute of Problem of Ecology and Evolution name A.N.Severtsev RAS). Quantitative estimation of factors with account of effects of interplay under simulation of risk and safety of complex systems.
17¹⁵- 17⁴⁰	Rookin A. (Russia, Saint-Petersburg, IPME RAS). Analysis of logical and probabilistic models of credit risk and their structural identification.
17⁴⁰- 18⁰⁵	Kalnitsky V.S. (Russia, Saint-Petersburg State University), Akerman E. (Israel, Haifa -University). Objective function in task of effective distribution of resources of enterprise.

Section "Risk in engineering", SPII RAS, Conference Hall
Chairman A.S. Mozhaev

15⁰⁰- 15²⁵	Dodin I.S., Kuznetsov A.N., Prohorovich V.E. (Russia, Saint-Petersburg, Military space engineering University name A.F.Mozhaisky). Simulation of price of possible technical risks as components of cost of exploitation of SRA outside limits of warranty resource.
15²⁵- 15⁵⁰	Sokolov B.V. (Russia, Saint-Petersburg, SPII RAS). Methods and algorithms of management of reconfiguration of structures of information system in conditions of perturbation actions of environment.
15⁵⁰- 16¹⁵	Dolgopolov I.N. (Russia, Moscow, Central Institute of Aviation Engines Making name P.I.Baranov). Synthesis of safety and effectiveness of application of aviation engines with using of risk analysis.
16¹⁵- 16⁴⁰	Melnikov V.A. (Russia, Saint-Petersburg, Military Engineering Technical University). Development of logical and probabilistic methods for investigation of effectiveness of complex systems.
16⁴⁰ - 16⁵⁰	Break
16⁵⁰- 17¹⁵	Ryabinin I.A. (Russia, Saint-Petersburg, Naval Academy). Leningrad scientific school of logical and probabilistic methods of investigation of reliability and safety of structural complex systems.
17¹⁵- 17⁴⁰	Utkin Lev.V. (Russia, Sankt-Petersburg, St.Petersburg Forest Technical Academy). Assessment of risk under incomplete information.
17⁴⁰ - 18⁰⁵	Lyamkin A.D., Legoshin P.V. (Russia, Saint-Petersburg, Naval Engineering Institute). Identification of functional state of dangerous nuclear objects for risk estimation.

______________________________________________________________________
Wednesday, June 20
______________________________________________________________________

Third plenary session, IPME RAS, Conference Hall
Chairman A.A.Novosyolov

10⁰⁰ - 10⁴⁰	Tsiramua S.G. (Tbilisi, Georgian Polytechnical University). Logical and probabilistic models of estimation and management by bank staff.
10⁴⁰- 11²⁰	Ivanishev V.V., Marley V.E., Prohorov V.M., Rutkovsky E.K., Jusupov R.M. (Russia, Saint-Petersburg, SPII RAS). Analysis of economic safety of armament plant on basis of algorithmic models.
11²⁰ - 12⁰⁰	Prohorovich V.E., Krasnov O.V. (Russia, Saint-Petersburg, Military Space Engineering University name A.Mozhaisky). Models and methods of investigation of safety of operation of elements ground-based space infrastructure.
12⁰⁰ - 12²⁰	Coffee
12²⁰- 12⁵⁰	Bautov A.N., Grishko Ja.P., Kozlov A.I., Kuznetsov V.I., Verin V.V. (Russia, 4 CSRI MD RF). Determination of optimal conditions of insurance of risks in space activity.
12⁵⁰-13²⁰	Slepyan E.I. (Russia, Saint-Petersburg). Ecological risk: essense and problems of revelation, measuring and analysis
13²⁰ - 13⁵⁰	Malafeyev O.A., Medvedeva T.F. (Russia, SSU). Dynamics of cooperation of banks on market of depositors and loaners.

Section "Risk in business and ecology", IPME RAS, Conference Hall
Chairman E.D. Solojentsev

15⁰⁰- 15²⁵	Vladimirov A.A. (Russia, Moscow, IPME RAS). Strategy of using of risks and management under extraordinary situations.
15²⁵- 15⁵⁰	Kanibaev B. (Russia, Saint-Petersburg State University of Aerospace Intrumentals Making). Combinatorial and probabilistic analysis of logical and probabilistic risk models in business.
15⁵⁰- 16¹⁵	Kolari J. , Glennon D., Shin Hwan, Caputo M. ( USA, Texas A&M University). Predicting the failure of large U.S. commercial banks.
16¹⁵- 16⁴⁰	Belov P.G., Grazhdankin A.I. (Russia, Moscow, IPME RAS). Expert system of estimation of man-caused risk under functioning of system "man-machine-enviroment".
16⁴⁰ - 16⁵⁰	Break
16⁵⁰- 17¹⁵	Romanov V. (Russia). Risk-formative factors: characteristics and influence on risks. Risks of enterprise as components of risks.
17¹⁵- 17⁴⁰	Myasnikova G.I. (Russia, Saint-Petersburg, IPME RAS). Logical and probabilistic model of quality of travel agency.
17⁴⁰ - 18⁰⁵	Tylybecov A.K. (Kyrgyz Republic, Bichket, International Science Center). Problems of radioactive's storage influence to the ecology.

Section "Risk in engineering", SPII RAS, Conference Hall
Chairman I.P.Simakov

15⁰⁰- 15²⁵	Gromov V.N. (Russia, Saint-Petersburg, Military Technical Engineering University). The investigation of effectiveness of systems of defence of automatics on basis of logical and probabiistic simulation methods.
15²⁵- 15⁵⁰	Demidov Ju.F. (Russia, Saint-Petersburg, Naval Academy). Problems and methods of combinatorial-consecutive structural-logical simulation of safety, risk and quality of complex system processes.
15⁵⁰- 16¹⁵	Sineshuk Ju.I. (Russia, Saint-Petersburg, Naval Institute of Radioelectronics). Information aspects of safety of organisational-technical systems.
16¹⁵- 16⁴⁰	Konev V.P. (Russia, Saint-Petersburg, Naval Academy). Software of quality estimation of structural organisation of complex objects.
16⁴⁰ - 16⁵⁰	Break
16⁵⁰- 17¹⁵	Kuzin A.M. (Russia, Saint-Petersburg, SIU "Aurora"). Probabilistic analysis of safety and substantiation of structural organisation of controlling systems of systems of safety of power units of nuclear power-station.
17¹⁵- 17⁴⁰	Grankin B.K., Fyodorov F.V. (Russia, Saint-Petersburg, Military space engineering University name A.F.Mozhaisky). Models and methods of analysis of safety of complex technical systems of space purposes.
17⁴⁰- 18⁰⁵	Sokolov E.I., Anikeychik N.D. (Russia, Saint-Petersburg, Military space engineering University name A.F.Mozhaisky). Development of method of monitoring of safety of operation of technical systems of rocket launching pad.

______________________________________________________________________
Thirsday, June 21
______________________________________________________________________

Fourth plenary session, June, 19, IPME RAS, Conference Hall
Chairman V.E.Prohorovich

10⁰⁰ - 10³⁵	Karassev V.V. (Russia, Saint-Petersburg, IPME RAS). Investigations of identification of logical and probabilistic risk models in business.
10³⁵ - 11¹⁰	Giovanni Barone-Adesi, Kostas Giannopoulos, Les Vosper (Switzerland, University of Lousanne). Backtesting Derivative Portfolios with FHS.
11¹⁰ - 11⁴⁵	Alexandrov V.V. (Russia, Saint-Petersburg, SPII RAS). Developing systems: stability, quality and effectiveness.
11⁴⁵ - 12²⁰	Volik B.G. (Russia, Moscow, IPC RAS). Models of analysis of man-caused safety.
12²⁰ - 12³⁰	Coffee
12³⁰ - 13⁰⁵	Lbov G.S., Berikov V.B. (Russia, Novosibirsk, Institute of Mathematics of SD RAS). Computer-based system for analysis of statistical information about extraordinary situations.
13⁰⁵- 13⁴⁰	Vitlinsky V.V. (Ukraine, Kiev National Economic University). Analysis, simulation of risk and risk management in economy and business undertakings.
13⁴⁰ - 14⁰⁰	DISCUSSION

Section "Risk in business and ecology", IPME RAS, Conference Hall
Chairman V.I. Dubrovin

15⁰⁰- 15²⁵	Maximov V.I., Kovriga S.V., Avdeeva Z.K., Makarenko D.I. (Russia, Moscow, ICP RAS). Structurization of risks in cognitive analysis and simulation of development of complex social and economic objects.
15²⁵- 15⁵⁰	Doroshenko Ju.N., Dubrovin V.I. (Ukraine, Zaporozhye State Technical University). Analysis of effectiveness of many-dimensional control of quality.
15⁵⁰- 16¹⁵	Vnukov Ju.N., Dubrovin V.I., Tabunshik G.V. (Ukraine, Zaporozhye State Technical University). Risk analysis in tasks of tolerance analysis.
16¹⁵- 16⁴⁰	Dubrovin V.I., Subbotin S.A., Adamenko V.A., Basov Ju.F. (Ukraine, Zaporozhye State Technical University, public corporation "Motor-Sich"). Building of hybrid systems of diagnostics of components of power installation on basis of neural networks.
16⁴⁰ - 16⁵⁰	Break
16⁵⁰- 17¹⁵	Bychenkov Ju.D., Kalinichenko S.P., Zaviruha V.K., Zamyatin A.Ju., Starikov I.A. (Russia, Centre of Reception of Space Information AANII, SRI "Prognoz", SPII RAN, North-European region of State Atom Supervision). Using of tool of integrated remote control for estimation of risks on objects of nuclear energy.
17¹⁵-17⁴⁰	Solovyev M.M. (Oxford Broox University, GU-VSE (Moscow), Russia). Globalization and risks of rent business.
17⁴⁰- 18⁰⁰	DISCUSSION

Section "Risk in engineering", SPII RAS, Conference Hall
Chairman G.I.Prohorovich

15⁰⁰- 15²⁵	Penkov M.M., Prohorovich G.I., Sokolov E.I. (Russia, Saint-Petersburg, Military space engineering University name A.F.Mozhaisky). Method of technical and economic analysis of possible risk during refuelling of space object with cryogen components of fuel.
15²⁵ - 15⁵⁰	Antonov G.N. (Russia, Saint-Petersburg, Naval Academy). Some theoretical aspects of forecast of risk of macnine-caused catastrophes with account of rare events.
15⁵⁰- 16¹⁵	Ermakovich Ju.L., Ershov G.A. (Russia, Saint-Petersburg, Naval Engineering Institute). Structural and logical modelling and risk estimationin dangerous nuclear objects by unfavourable outside influences.
16¹⁵- 16⁴⁰	Legoshin P.V., Lyamkin A.D. (Russia, Saint-Petersburg, Naval Engineering Institute). The ways of increasing of automation level for process of modelling of safety of complex systems in ASC enviroment.
16⁴⁰ - 16⁵⁰	Break
16⁵⁰- 17¹⁵	Kirjuhin S.N., Shimanskaya A.O. (Russia, Saint-Petersburg, Military Technical Engineering University). Investigation of stability ans quality of adaptive control systems for technological processes by methods of mathematical simulation.
17¹⁵- 18⁰⁰	DISCUSSION

______________________________________________________________________
Friday, June 22
______________________________________________________________________

Fifth plenary session, IPME RAS, Conference Hall
Chairman E.D.Solojentsev

10⁰⁰ - 10⁴⁰	Hovanov N.V. (Russia, Saint-Petersburg, SPII RAS). A stochastic model for financial risk treating under uncertainty.
10⁴⁰ - 11²⁰	Zaslavsky V.A. (Ukraine, Kiev National University by name of Taras Shevchenko). Mathematical models and algorithms of optimisation of integral regional risk.
11²⁰- 12⁰⁰	Kibzun A.I., Kuznetsov E.A. (Russia, Moscow State Aviation Institute). Quantile strategy of forming of security portfolio.
12⁰⁰ - 12²⁰	Coffee
12²⁰- 13⁰⁰	Ershov G.A. (Russia, Saint-Petersburg, Naval Engineering Institute). Methodology and practice of automated structural and logical simulation and calculation of safety of objects of nuclear power.
13⁰⁰ - 13⁴⁰	Kozine I., Duijm N., Hagen H. ( Denmark, Systems Analysis Department, Risoe National Laboratory). Seveso II Directive and Danish Activity in Supporting its Application in Eastern European countries.
13⁴⁰- 14⁰⁰	DISCUSSION
15^{00 _}16⁰⁰	ROUND - TABLE. Chairman I.A.Ryabinin
16⁰⁰- 16³⁰	CLOSING of International Scientific School MA SRQ - 2001

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