A probabilistic approach to the stochastic fluid cash management balance problem

DOI10.1007/S10479-021-04500-7zbMath1491.90007OpenAlexW4206154403MaRDI QIDQ2673792

Yonit Barron

Publication date: 13 June 2022

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-021-04500-7

zbMATH Keywords

thresholdsstochastic processesfinanceapplied probabilitycash management

Mathematics Subject Classification ID

Decision theory (91B06) Management decision making, including multiple objectives (90B50) Queueing theory (aspects of probability theory) (60K25) Inventory, storage, reservoirs (90B05) Economic growth models (91B62) Optimal stochastic control (93E20) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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