Optimal control of the commercial bank investment including the reinvestment processes
Article is devoted to the creation of a mathematical control of the bank investment process. The whole process of building optimal control may be divided into two components: in the first place, there is the identification of the functions describing the liquid capital movement in the bank and, in t...
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| Format: | Article |
| Language: | Russian |
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Institute of Computer Science
2014-04-01
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| Series: | Компьютерные исследования и моделирование |
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| Online Access: | http://crm.ics.org.ru/uploads/crmissues/crm_2014_2/14211.pdf |