银行运作的动态模型

O. Malafeyev, Achal Awasthi
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引用次数: 42

摘要

本文分析了动态规划作为解决银行利润最大化问题的一种新方法。本文描述了该问题的数学模型和银行工作的描述。然后用动态规划的方法来解决这个问题。动态规划保证了得到的解是全局最优的和数值稳定的。将优化过程建立为离散的多阶段决策过程,并用动态规划方法求解。
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A Dynamic Model of Functioning of a Bank
In this paper, we analyze dynamic programming as a novel approach to solve the problem of maximizing the profits of a bank. The mathematical model of the problem and the description of a bank's work is described in this paper. The problem is then approached using the method of dynamic programming. Dynamic programming makes sure that the solutions obtained are globally optimal and numerically stable. The optimization process is set up as a discrete multi-stage decision process and solved with the help of dynamic programming.
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