Abstract
A discrete model of the work of a financial enterprise is analyzed. The problem of optimization consists of finding the conditions that ensure the maximal profit.
This is a preview of subscription content, log in via an institution to check access.
Similar content being viewed by others
References
V. F. Krotov, B. A. Logosha, S. M. Lobanov, N. I. Danilina, and S. I. Sergeyev, Fundamentals of Optimal Control Theory (Supplemented with Applications to Economics Dynamics) [in Russian], Vysshay Shkola, Moscow (1990).
V. S. Mikhalevich and M. V. Mikhalevich, “Dynamic models of price formation in transitional economies, ” Kibern. Sist. Anal., 3, 116–130 (1995).
J.-P. Aubin, Applied Nonlinear Analysis [Russian translation], Mir, Moscow (1988).
L. Stoleryu, Equilibrium and Economical Growth [in Russian], Statistica, Moscow (1974).
H. S. Houthaker, “The Pareto distribution and the Cobb-Douglas production function in activity analysis, ” Rev. Econ. Studies, 23, 27–31 (1956).
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Yavorska, I.V. Optimal Solutions of a Discrete Model of Financial Mathematics. Journal of Mathematical Sciences 107, 3644–3646 (2001). https://doi.org/10.1023/A:1011914928494
Issue Date:
DOI: https://doi.org/10.1023/A:1011914928494