An online-decision algorithm for the multi-period bank clearing problem
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Publication:2086947
DOI10.3934/jimo.2021091OpenAlexW3154180895MaRDI QIDQ2086947
Publication date: 26 October 2022
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2021091
decision support systemslinear optimizationfinancial managementbank clearing probleminterbank payment systems
Linear programming (90C05) Financial networks (including contagion, systemic risk, regulation) (91G45)
Uses Software
Cites Work
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