Construction of a two-stage mathematical programming model for solving the problem of optimal control for the commercial bank's financial portfolio

In a paper a review existing mathematical models of optimum control is given by a financial portfolio of commercial bank. The basic purpose of work is construction of adequate model of management by financial resources of bank which v/ould allow to receive the optimum decision without dependence from the period of modelling. Other purpose of the artical is to show practical utility and applicability of developed model in practice.