THE TASK OF FORMING THE OPTIMAL CONTROL STRATEGY PROBLEM LOAN DEBT IN THE FUZZY ECONOMIC CONDITIONS
( Pp. 94-96)
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Gordeeva Elena A.
nachalnik upravleniya mezhdunarodnyh svyazey
Kaliningrad State Technical University, Kaliningrad region, Russian Federation
Kaliningrad State Technical University, Kaliningrad region, Russian Federation
Abstract:
In conditions of restrictions from a world financial system actual there is a problem of formation of optimum strategy of management of problem loan debts of the Russian banks. Objective. Improving the management of the credit and investment resources Bank based on optimal control strategy problem loan debt. Methods. The study applied the economic-mathematical models for managing loan debt. In modeling credit-investment bank processes formulated fuzzy optimization problem with imposed restrictions. The principle of optimality Pareto is applied to formation of effective strategy of management by loan debts. Results. Submitted by fuzzy optimization problem whose solution allows you to generate an optimal strategy for management of problem loan debt in fuzzy forecast economic conditions. Conclusion. Optimum strategy of management of loan debt is from the solution of the developed optimizing task on condition of achievement of the maximum value of its indicator of economic efficiency and Pareto is optimum that is.
How to Cite:
Gordeeva E.A., (2015), THE TASK OF FORMING THE OPTIMAL CONTROL STRATEGY PROBLEM LOAN DEBT IN THE FUZZY ECONOMIC CONDITIONS. Business in Law, 6 => 94-96.
Reference list:
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Zade L.A. Outline of new approach to analyses of complex systems and decision processes // IEEE Trans. On Systems, Man and Cybernetics. 1973. V.3. P. 28 - 44.
Egorova N.E., Smulov A.M., Poletaeva V.M. O bankovskikh strategiyakh upravleniya problemnoy ssudnoy zadolzhennost yu yuridicheskikh lits// Bankovskoe delo. - 2011. - №8.
Egorova N.E., Ivanov K.A., Lugin V.G. Realizatsiya metoda posledovatel nykh ustupok v sisteme upravleniya ZHKKH // Teoriya i praktika institutsional nykh preobrazovaniy v Rossii / Sbornik nauchnykh trudov pod red. B.A. Erznkyana. Vyp. 31. - M: TSEMI RAN, 2015. S. 139-144.
Zade L.A. Outline of new approach to analyses of complex systems and decision processes // IEEE Trans. On Systems, Man and Cybernetics. 1973. V.3. P. 28 - 44.
Keywords:
loans receivable, management strategy, economic-mathematical model, the optimization problem, fuzzy number.
