The Stochastic Cash Balance Problem with Average Compensating-Balance Requirements
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Publication:4065248
DOI10.1287/MNSC.21.8.849zbMath0307.90020OpenAlexW2161966357MaRDI QIDQ4065248
Warren H. Hausman, Antonio Sanchez-Bell
Publication date: 1975
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.21.8.849
Applications of mathematical programming (90C90) Inventory, storage, reservoirs (90B05) Hamilton-Jacobi theories (49L99)
Related Items (4)
The asymptotic behavior of the optimal cash holding strategy under a class of utility functions ⋮ The optimal cash holding models for stochastic cash management of continuous time ⋮ Analysis of the stochastic cash balance problem using a level crossing technique ⋮ Optimization of the decentralized cash management problem
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