Optimal control of bank investment as a factorof economic stability

Shatrov A.V., Okhapkin V.P.
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This paper presents a model of replenishment of bank liquidity by additional income of banks. Given the methodological basis for the necessity for bank stabilization funds to cover losses during the economy crisis. An econometric derivation of the equations describing the behavior of the bank financial and operating activity performed. In accordance with the purpose of creating a stabilization fund introduces an optimality criterion used controls. Based on the equations of the behavior of the bank by the method of dynamic programming is derived a vector of optimal controls.

Keywords: bank liquidity, stabilization fund, nonlinear regression, income function, criterion, optimal control, dynamic programming
Citation in English: Shatrov A.V., Okhapkin V.P. Optimal control of bank investment as a factorof economic stability // Computer Research and Modeling, 2012, vol. 4, no. 4, pp. 959-967
Citation in English: Shatrov A.V., Okhapkin V.P. Optimal control of bank investment as a factorof economic stability // Computer Research and Modeling, 2012, vol. 4, no. 4, pp. 959-967
DOI: 10.20537/2076-7633-2012-4-4-959-967
URL: http://crm-en.ics.org.ru/journal/article/1969/
Creative Commons License This work is licensed under a Creative Commons Attribution-NoDerivs 3.0 Unported License.
According to Crossref, this article is cited by:
  • V. P. Okhapkin. Optimal control of the commercial bank investment including the reinvestment processes. // Computer Research and Modeling. — 2014. — V. 6, no. 2. — P. 309. DOI: 10.20537/2076-7633-2014-6-2-309-319
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