Application of optimization methods in solving the problem of optimal control of assets and liabilities by a bank (Q6588749)
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scientific article; zbMATH DE number 7897920
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of optimization methods in solving the problem of optimal control of assets and liabilities by a bank |
scientific article; zbMATH DE number 7897920 |
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Application of optimization methods in solving the problem of optimal control of assets and liabilities by a bank (English)
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16 August 2024
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optimal control
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asset and liability management
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gradient descent
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