Application of optimization methods in solving the problem of optimal control of assets and liabilities by a bank
type: Item
instance of: scholarly article
title: Application of optimization methods in solving the problem of optimal control of assets and liabilities by a bank
zbMATH Open document ID: 1546.91276
DOI: 10.1007/978-3-031-47859-8_17
author: Alexey Chernov
author: Q6069999
author: Aleksandra Zhukova
publication date: 2024-08-16T00:00:00Z
Mathematics Subject Classification ID: 91G99
Mathematics Subject Classification ID: 49N90
zbMATH DE Number: 7897920
zbMATH Keywords: optimal control
zbMATH Keywords: asset and liability management
zbMATH Keywords: gradient descent
MaRDI profile type: MaRDI publication profile
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description: scientific article; zbMATH DE number 7897920