The Use of Exponentially-Smoothed Transition Matrices to Improve Forecasting of Cash Flows from Accounts Receivable
From MaRDI portal
Publication:4156171
DOI10.1287/MNSC.24.7.732zbMath0377.90098OpenAlexW1980371207MaRDI QIDQ4156171
Publication date: 1978
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.24.7.732
Markov and semi-Markov decision processes (90C40) Operations research and management science (90B99)
Related Items (2)
A note on dynamic programming in accounts receivable management ⋮ Behavioural models of credit card usage
This page was built for publication: The Use of Exponentially-Smoothed Transition Matrices to Improve Forecasting of Cash Flows from Accounts Receivable