Cash management in a randomly varying environment

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

zbMATH Keywords

dynamic programmingMarkov decision processescash flow managementoptimal transfer rule

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Related Items (7)

The utility of cash flow forecasts in the management of corporate cash balances ⋮ The generalized cash balance problem: optimization‐based one step ahead optimal control ⋮ Optimal decision-making of mutual fund temporary borrowing problem via approximate dynamic programming ⋮ A general storage model with applications to energy systems ⋮ The future of branch cash holdings management is here: new Markov chains ⋮ OPTIMALITY OF FOUR-THRESHOLD POLICIES IN INVENTORY SYSTEMS WITH CUSTOMER RETURNS AND BORROWING/STORAGE OPTIONS ⋮ Modeling of financial supply chain

Cites Work

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• Stochastic inequalities on partially ordered spaces
• Optimal Money Holding under Uncertainty
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• On Bounds for Dynamic Programs
• On the Cash Balance Problem
• Bayesian dynamic programming
• Suboptimal policies for stochastic cash balance problems
• 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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