Result: An optimization algorithm for the clearing of interbank payments : Heuristic and stochastic methods in optimization
Title:
An optimization algorithm for the clearing of interbank payments : Heuristic and stochastic methods in optimization
Authors:
Source:
European journal of operational research. 171(3):743-749
Publisher Information:
Amsterdam: Elsevier, 2006.
Publication Year:
2006
Physical Description:
print, 9 ref
Original Material:
INIST-CNRS
Subject Terms:
Control theory, operational research, Automatique, recherche opérationnelle, Sciences exactes et technologie, Exact sciences and technology, Sciences appliquees, Applied sciences, Recherche operationnelle. Gestion, Operational research. Management science, Recherche opérationnelle et modèles formalisés de gestion, Operational research and scientific management, Flots dans les réseaux. Problèmes combinatoires, Flows in networks. Combinatorial problems, Algorithme approximation, Approximation algorithm, Algoritmo aproximación, Méthode heuristique, Heuristic method, Método heurístico, Optimisation combinatoire, Combinatorial optimization, Optimización combinatoria, Programmation discrète, Discrete programming, Programación discreta, Résolution problème, Problem solving, Resolución problema, Secteur bancaire, Banking, Système compensation, Clearing system, Sistema compensación, Complexité problème, Paiement interbanque, Complexity, Heuristics, OR in banking
Document Type:
Conference
Conference Paper
File Description:
text
Language:
English
Author Affiliations:
United Institute of Informatics Problems, National Academy of Sciences of Belarus, Surganov str. 6, 220012 Minsk, Belarus
ISSN:
0377-2217
Rights:
Copyright 2006 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Operational research. Management
Accession Number:
edscal.17532955
Database:
PASCAL Archive
Further Information
We consider the clearing of interbank payments under limited amount of money used by banks for the maintenance of the clearing process. We show that the corresponding discrete optimization problem is non-approximable and propose a fast heuristic for solving the problem. The results of computational experiments demonstrate the high quality of solutions.