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JOURNALS // Sistemy i Sredstva Informatiki [Systems and Means of Informatics] // Archive

Sistemy i Sredstva Inform., 2006 special issue, Pages 238–247 (Mi ssi45)

Математические методы, ориентированные на применения в информатике

The application of asymptotic properties of Poisson random sums to solving the problem of optimization of the reserve

S. V. Artyukhov


Abstract: In the paper, asymptotic properties of Poisson random sums (namely, the recent estimates of the accuracy of the normal approximation to the distributions of Poisson random sums) are used for obtaining an approximate solution to the problem of optimal distribution of resources (that is, the initial reserve). Unlike previous publications on this topic, optimization of both Ruble and currency reserve of an exchange office is considered.

UDC: 519.2



© Steklov Math. Inst. of RAS, 2024