Cash management in a randomly varying environment
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Publication:5937709
DOI10.1016/S0377-2217(99)00398-7zbMath0981.90030OpenAlexW2094188118MaRDI QIDQ5937709
Karl-Heinz Waldmann, Karl Hinderer
Publication date: 24 March 2002
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(99)00398-7
Management decision making, including multiple objectives (90B50) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)
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- Inventory Control in a Fluctuating Demand Environment
- Optimal Cash Balance Levels
- The Stochastic Cash Balance Problem with Fixed Costs for Increases and Decreases
- Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs
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