The generalized cash balance problem: optimization‐based one step ahead optimal control

DOI10.1111/itor.13161MaRDI QIDQ6080626

Eugenius Kaszkurewicz, Amit Bhaya

Publication date: 4 October 2023

Published in: International Transactions in Operational Research (Search for Journal in Brave)

zbMATH Keywords

optimal controllinear programcash balance

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites Work

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• OPTIMAL INVESTMENT DECISIONS FOR A PORTFOLIO WITH A ROLLING HORIZON BOND AND A DISCOUNT BOND
• Cash management in a randomly varying environment

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