Suboptimal policies for stochastic cash balance problems

DOI10.1007/BF01917640zbMath0381.90060OpenAlexW10150702MaRDI QIDQ4161072

Christoph A. Schneeweiß, Karl Inderfurth

Publication date: 1978

Published in: Zeitschrift für Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01917640

Mathematics Subject Classification ID

Operations research and management science (90B99) Hamilton-Jacobi theories (49L99)

Related Items (2)

The utility of cash flow forecasts in the management of corporate cash balances ⋮ Cash management in a randomly varying environment

Cites Work

• Dynamic certainty equivalents in production smoothing theory
• Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs
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