Combinatorial Optimization of Account Settlement












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What are common terminologies for these optimization problems in the literature?



Start with N bank accounts having nonnegative integer values. (Ordered integer partition?)



At the end of business we want to settle all transactions in aggregate.



I am defining the number of accounts in a single transaction as a federation size F.



By escrow, I mean temporary overpayment that is expected to be forwarded on.



1) In model with Trusted Third Party where this can be simplified to debtors paying TTP, then TTP paying creditors. Max federation is N, makespan is 2, transactions are of unbounded size.



2) In model where only K can be moved at a time between accounts in a federation, max federation size is bounded by F, and makespan is bounded by M, what is the name in the literature for this optimization problem?



3) In the model where you want to minimize total transactions between accounts and are allowed O amount of temporary overpayment in escrow?



4) In the model where each participant account has a risk score paramaterized by amount transferred in escrow, and you want to minimize total risk. When some escrow risk is exceeded account participants will want to exercise a settlement.










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    Welcome the Mathematics Stack Exchange community. A quick tour of the site will help you get the most of your time here. For typesetting your equations, please use MathJax. Here is a great reference.
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    – dantopa
    Jan 7 at 10:10
















0












$begingroup$


What are common terminologies for these optimization problems in the literature?



Start with N bank accounts having nonnegative integer values. (Ordered integer partition?)



At the end of business we want to settle all transactions in aggregate.



I am defining the number of accounts in a single transaction as a federation size F.



By escrow, I mean temporary overpayment that is expected to be forwarded on.



1) In model with Trusted Third Party where this can be simplified to debtors paying TTP, then TTP paying creditors. Max federation is N, makespan is 2, transactions are of unbounded size.



2) In model where only K can be moved at a time between accounts in a federation, max federation size is bounded by F, and makespan is bounded by M, what is the name in the literature for this optimization problem?



3) In the model where you want to minimize total transactions between accounts and are allowed O amount of temporary overpayment in escrow?



4) In the model where each participant account has a risk score paramaterized by amount transferred in escrow, and you want to minimize total risk. When some escrow risk is exceeded account participants will want to exercise a settlement.










share|cite|improve this question









$endgroup$












  • $begingroup$
    Welcome the Mathematics Stack Exchange community. A quick tour of the site will help you get the most of your time here. For typesetting your equations, please use MathJax. Here is a great reference.
    $endgroup$
    – dantopa
    Jan 7 at 10:10














0












0








0





$begingroup$


What are common terminologies for these optimization problems in the literature?



Start with N bank accounts having nonnegative integer values. (Ordered integer partition?)



At the end of business we want to settle all transactions in aggregate.



I am defining the number of accounts in a single transaction as a federation size F.



By escrow, I mean temporary overpayment that is expected to be forwarded on.



1) In model with Trusted Third Party where this can be simplified to debtors paying TTP, then TTP paying creditors. Max federation is N, makespan is 2, transactions are of unbounded size.



2) In model where only K can be moved at a time between accounts in a federation, max federation size is bounded by F, and makespan is bounded by M, what is the name in the literature for this optimization problem?



3) In the model where you want to minimize total transactions between accounts and are allowed O amount of temporary overpayment in escrow?



4) In the model where each participant account has a risk score paramaterized by amount transferred in escrow, and you want to minimize total risk. When some escrow risk is exceeded account participants will want to exercise a settlement.










share|cite|improve this question









$endgroup$




What are common terminologies for these optimization problems in the literature?



Start with N bank accounts having nonnegative integer values. (Ordered integer partition?)



At the end of business we want to settle all transactions in aggregate.



I am defining the number of accounts in a single transaction as a federation size F.



By escrow, I mean temporary overpayment that is expected to be forwarded on.



1) In model with Trusted Third Party where this can be simplified to debtors paying TTP, then TTP paying creditors. Max federation is N, makespan is 2, transactions are of unbounded size.



2) In model where only K can be moved at a time between accounts in a federation, max federation size is bounded by F, and makespan is bounded by M, what is the name in the literature for this optimization problem?



3) In the model where you want to minimize total transactions between accounts and are allowed O amount of temporary overpayment in escrow?



4) In the model where each participant account has a risk score paramaterized by amount transferred in escrow, and you want to minimize total risk. When some escrow risk is exceeded account participants will want to exercise a settlement.







combinatorics optimization cryptography






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asked Jan 6 at 21:58









Chad BrewbakerChad Brewbaker

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  • $begingroup$
    Welcome the Mathematics Stack Exchange community. A quick tour of the site will help you get the most of your time here. For typesetting your equations, please use MathJax. Here is a great reference.
    $endgroup$
    – dantopa
    Jan 7 at 10:10


















  • $begingroup$
    Welcome the Mathematics Stack Exchange community. A quick tour of the site will help you get the most of your time here. For typesetting your equations, please use MathJax. Here is a great reference.
    $endgroup$
    – dantopa
    Jan 7 at 10:10
















$begingroup$
Welcome the Mathematics Stack Exchange community. A quick tour of the site will help you get the most of your time here. For typesetting your equations, please use MathJax. Here is a great reference.
$endgroup$
– dantopa
Jan 7 at 10:10




$begingroup$
Welcome the Mathematics Stack Exchange community. A quick tour of the site will help you get the most of your time here. For typesetting your equations, please use MathJax. Here is a great reference.
$endgroup$
– dantopa
Jan 7 at 10:10










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