Optimal cash management under uncertainty
type: Item
instance of: scholarly article
title: Optimal cash management under uncertainty
zbMATH Open document ID: 1182.91189
author: Alain Bensoussan
author: Anshuman Chutani
author: Suresh P. Sethi
published in: Operations Research Letters
publication date: 2009-12-07T00:00:00Z
full work available at URL: MPRA paper 19896.pdf
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 90B06
zbMATH DE Number: 5643632
zbMATH Keywords: cash management
zbMATH Keywords: stochastic control
zbMATH Keywords: maximum principle
zbMATH Keywords: risky assets
MaRDI profile type: Publication
OpenAlex ID: W3123940692
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DOI: 10.1016/J.ORL.2009.08.002
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description: scientific article; zbMATH DE number 5643632