多阶段多目标洗钱网络路径优化模型及算法研究

Multi-stage and Multi-object Optimization Model for Money Laundering Network Path and Its Arithmetic Study

针对多阶段洗钱资金转移路径的决策问题,基于多目标优化的思想,构建了以时间约束、总体资金转移量尽可能大以及总体风险尽可能小为决策目标的多阶段洗钱路径优化模型,并利用多重动态规划方法和最大流理论给出了求解该模型的算法,最后通过实例应用验证了该算法的可行性.通过该模型,不仅能够从洗钱资金转移路径观察洗钱行为特征,还能够发现和追踪到洗钱者的洗钱踪迹和全过程,有助于对洗钱行为的各个环节进行有效监控,降低反洗钱侦测成本.

In view of the multi-stage laundering money transfer path optimization decision problems, this paper proposes a multi-stage dynamic path planning model with the maximized amount of money-laundering and minimized risk as the decision making goal on the condition of time pressure. Furthermore, this paper also puts forward an algorithm of solving the model by using the theory of multiple dynamic programming method and the maximum flow algorithm. Finally, the feasibility of the a- rithmetic has been proved by an example of the algorithm. This model can not only find the characteristic of money laundering behavior from laundering money transfer path, but also discover and track money laundering trails and the entire process, con- tributing to monitoring effectively all aspects of the money laundering process and reducing the cost of money laundering detec- tion.