Geodesic
Efficient algorithms for solving bank activity optimization problems
Sibirskij žurnal industrialʹnoj matematiki, Tome 13 (2010) no. 1, pp. 121-132

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We consider the two models: the activity of a monopolist bank and the activity of a new bank starting up on the banking services market. Each model involves a multiextremal nonlinear mathematical programming problem. Algorithms for solving these problems rest on those for solving linear programming problems of a special form, for which we give solutions explicitly and count the number of required operations. We prove the existence of a solution for the problem of the activity of a new bank.
Keywords: optimization model, nonlinear programming problem, linear programming problem, effective rate, complexity of solution algorithm, existence theorem for a solution. 
@article{SJIM_2010_13_1_a10,
     author = {A. N. Romanovskaya},
     title = {Efficient algorithms for solving bank activity optimization problems},
     journal = {Sibirskij \v{z}urnal industrialʹnoj matematiki},
     pages = {121--132},
     publisher = {mathdoc},
     volume = {13},
     number = {1},
     year = {2010},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJIM_2010_13_1_a10/}
}
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A. N. Romanovskaya. Efficient algorithms for solving bank activity optimization problems. Sibirskij žurnal industrialʹnoj matematiki, Tome 13 (2010) no. 1, pp. 121-132. http://geodesic.mathdoc.fr/item/SJIM_2010_13_1_a10/