Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
482873 | European Journal of Operational Research | 2006 | 7 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Yakov M. Shafransky, Alexander A. Doudkin,