RUS  ENG
Full version
JOURNALS // Vestnik Udmurtskogo Universiteta. Matematika. Mekhanika. Komp'yuternye Nauki // Archive

Vestn. Udmurtsk. Univ. Mat. Mekh. Komp. Nauki, 2013 Issue 4, Pages 55–61 (Mi vuu401)

This article is cited in 1 paper

MATHEMATICS

On the problem of diversification of contribution on the three deposits

V. I. Zhukovskiia, N. G. Soldatovab

a Department of Optimal Control, Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University, GSP-1, Leninskie Gory, Moscow, 119991, Russia
b Department of Mathematics and Physics, Moscow State Regional Institute of Humanities, ul. Zelenaya, 22, Orekhovo-Zuevo, 142611, Russia

Abstract: In what way the depositor should allocate his deposit in the bank taking into account one-rouble deposit and two currency deposits (in dollars and euro) in order to get the largest income in a year? The rate of exchange in the end of the year is unknown as a rule and the depositor orients himself towards the boundaries of changing of such rate. The allocation between the deposits of one ruble only is the answer of the question. The article which we suggest is devoted to the solution of the latter problem for a riskofob.

Keywords: maximin, strategy, uncertainty, outcome.

UDC: 519.833

MSC: 91A10

Received: 29.10.2013



© Steklov Math. Inst. of RAS, 2024