Approaches to numerical analysis of optimal control with linear phase constraints on the example of the assets and liabilities management by a bank
type: Item
instance of: scholarly article
title: Approaches to numerical analysis of optimal control with linear phase constraints on the example of the assets and liabilities management by a bank
author: Aleksandra Zhukova
author: Q6069999
author: A. V. Chernov
author: Georgy Milyuchikhin
published in: Journal of Computational and Applied Mathematics
publication date: 2024-08-22T00:00:00Z
Mathematics Subject Classification ID: 65-XX
Mathematics Subject Classification ID: 90-XX
Mathematics Subject Classification ID: 91Bxx
Mathematics Subject Classification ID: 49Kxx
Mathematics Subject Classification ID: 49Jxx
zbMATH DE Number: 7900337
zbMATH Keywords: optimal control
zbMATH Keywords: asset and liability management
zbMATH Keywords: numerical methods
zbMATH Keywords: optimization
MaRDI profile type: MaRDI publication profile
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DOI: 10.1016/J.CAM.2024.116130
description: scientific article; zbMATH DE number 7900337