Application of Optimization Methods in Solving the Problem of Optimal Control of Assets and Liabilities by a Bank.
Alexey ChernovAnna FlerovaAleksandra ZhukovaPublished in: OPTIMA (2023)
Keyphrases
- optimization methods
- optimal control
- dynamic programming
- optimization method
- simulated annealing
- optimization problems
- optimal control problems
- control problems
- control strategy
- reinforcement learning
- feedback control
- optimization approaches
- evolutionary algorithm
- unconstrained optimization
- differential evolution
- global optimum
- constrained optimization
- data mining
- nonlinear equations
- neural network