Model predictive control of cash balance in a cash concentration and disbursements system

DOI10.1016/j.jfranklin.2016.09.007zbMath1349.93148OpenAlexW2520485820MaRDI QIDQ344682

Carlos Antonio Herrera-Cáceres, Asier Ibeas

Publication date: 24 November 2016

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2016.09.007

zbMATH Keywords

dynamic programminginventory controlmodel predictive controlcash balance

Mathematics Subject Classification ID

Related Items (4)

The generalized cash balance problem: optimization‐based one step ahead optimal control ⋮ Selecting the best risk measure in multiobjective cash management ⋮ Optimal design of a nonlinear control system based on new deterministic neural network scheduling ⋮ A stochastic goal programming model to derive stable cash management policies

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