{"title":"银行运作的动态模型","authors":"O. Malafeyev, Achal Awasthi","doi":"10.1063/1.5032004","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":250928,"journal":{"name":"arXiv: General Finance","volume":"52 5","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2015-11-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"42","resultStr":"{\"title\":\"A Dynamic Model of Functioning of a Bank\",\"authors\":\"O. Malafeyev, Achal Awasthi\",\"doi\":\"10.1063/1.5032004\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":250928,\"journal\":{\"name\":\"arXiv: General Finance\",\"volume\":\"52 5\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2015-11-02\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"42\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv: General Finance\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1063/1.5032004\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv: General Finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1063/1.5032004","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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.