Search Results - "Flerova, Anna"

Approaches to numerical analysis of optimal control with linear phase constraints on the example of the assets and liabilities management by a bank by Zhukova, Aleksandra, Flerova, Anna, Chernov, Alexey, Milyuchikhin, Georgy

“…This paper presents the research of approaches to numerically compute the solution to an optimal control problem with phase constraints. Such models are…”
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Optimal Asset and Liability Management by a Bank under Internal and External Constraints by Flerova, Anna, Zhukova, Aleksandra

“…This work is devoted to the study of the optimal behavior of a bank that can manage the volume of loans and deposits, and whose work is regulated both by…”
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The Role of Inflation and Time Discounting in Production Expansion by Zhukova, Aleksandra, Flerova, Anna

“…This paper presents the analysis of the role of cost inflation and time preference on the decision making of the producer. The basis for the analysis is the…”
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Production Expansion in Presence of a Bank Account by Anna, Flerova, Aleksandra, Zhukova

“…This work presents an extension of the model of optimal investment in production expansion. We introduce the possibility of having an account in a bank and…”
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Numerical Analysis of a Model of Optimal Production Expansion with External Financing by Flerova, Anna, Rybkina, Elizaveta, Zhukova, Aleksandra

“…This work is aimed at studying the optimal behavior of a producer who decides to redistribute part of the proceeds to expand production. At the initial point…”
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Prototype for the Model-Based Assets and Liabilities Management Support System by Zhukova, Aleksandra, Flerova, Anna, Tarasenko, Maxim, Chernov, Alexey, Gabbasov, Ruslan

“…This paper presents the prototype of the instrument that supports the control of assets and liabilities by a bank using the mathematical computations. The…”
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Application of Machine Learning in the producer's optimal control problem with non-stable demand by Delev, Aleksandr, Zhukova, Aleksandra, Flerova, Anna

“…Profit is one of the key performance indicators of the company and each company needs to allocate resources in such a way that it achieves the greatest…”
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Mathematical Model of Asset and Liability Management in the Presence of Normative and Internal Constraints by Zhukova, Aleksandra, Flerova, Anna, Chernov, Aleksey, Pilnik, Nikolay

“…In this paper we present the mathematical formulation of the problem of planning the Asset Liability Management if the Presence of Normative and Internal…”
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