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Optimal loan management. (English. Russian original) Zbl 1049.91057

Comput. Math. Model. 12, No. 1, 59-64 (2001); translation from Prikl. Mat. Inf. 4, 77-82 (2000).
Summary: Optimal loan repayment is posed as a linear programming problem. Reduction of problem size is achieved by decomposition and introduction of additional constraints.

MSC:

91B28 Finance etc. (MSC2000)
Full Text: DOI