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Optimization problem for lease payments. (Russian) Zbl 0998.91028
Summary: A special class of optimization problems is studied that arise in simulation of leasing. The initial leasing optimization problem is reduced to a problem of linear programming with additional complementarity constraints. It is shown that, under natural assumptions on the leasing model, the problem possesses an effective solution by means of linear programming.

MSC:
91B28 Finance etc. (MSC2000)
91B26 Auctions, bargaining, bidding and selling, and other market models
90C05 Linear programming
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