Competitive difference analysis of the cash management problem with uncertain demands

DOI10.1016/J.EJOR.2019.11.065MaRDI QIDQ2294663zbMATH OpenOpenAlexWikidataFDO

Authors Pascal Schroeder, Imed Kacem

Publication date 11 February 2020

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2019.11.065

zbMATH Keywords

combinatorial optimizationminmax regretbounded demandscash management probleminterrelated demands

Mathematics Subject Classification ID

Combinatorial optimization (90C27) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Corporate finance (dividends, real options, etc.) (91G50)

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Cites work

• scientific article; zbMATH DE number 1256669 (Why is no real title available?)
• A double oracle approach to minmax regret optimization problems with interval data
• Cash management using multi-stage stochastic programming
• Competitive analysis of the online financial lease problem
• Competitive difference analysis of the one-way trading problem with limited information
• Complexity results for common due date scheduling problems with interval data and minmax regret criterion
• Controlling risk and demand ambiguity in newsvendor models
• Empirical analysis of daily cash flow time-series and its implications for forecasting
• Min-max and min-max regret versions of combinatorial optimization problems: A survey
• Min-max regret version of a scheduling problem with outsourcing decisions under processing time uncertainty
• Optimal algorithms for online time series search and one-way trading with interrelated prices
• Optimal cash management under uncertainty
• Optimal impulse control for a multidimensional cash management system with generalized cost functions
• Selecting cash management models from a multiobjective perspective
• The utility of cash flow forecasts in the management of corporate cash balances
• Universal Portfolios

Cited in

(3)

• An analytic derivation of the efficient frontier in biobjective cash management and its implications for policies
• An online algorithm for the inventory retrieval problem with an uncertain selling duration, uncertain prices, and price-dependent demands
• Time-varying firm cash holding and economic policy uncertainty nexus: a quantile regression approach

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