A generalized impulse control model of cash management
type: Item
instance of: scholarly article
title: A generalized impulse control model of cash management
zbMATH Open document ID: 1179.91251
DOI: 10.1016/S0165-1889(03)00064-2
author: A. Bar-Ilan
author: David Perry
author: Wolfgang Stadje
publication date: 2008-10-24T00:00:00Z
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 5356935
zbMATH Keywords: cash management
zbMATH Keywords: Brownian motion
zbMATH Keywords: compound Poisson process
zbMATH Keywords: superposition
zbMATH Keywords: optional sampling
zbMATH Keywords: target-trigger control
zbMATH Keywords: cost functionals
MaRDI profile type: Publication
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full work available at URL: s0165-1889(03)00064-2
OpenAlex ID: W2066890716
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5356935