Myopic and stationary solutions for stochastic cash balance problems

DOI10.1016/0377-2217(91)90077-9zbMATH Open0725.90007OpenAlexW2076541457MaRDI QIDQ2277348FDOQ2277348

Markku J. Penttinen

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1016/0377-2217(91)90077-9

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• scientific article; zbMATH DE number 2065135

zbMATH Keywords

logistic distributionfinancial planningordering policycash managementoptimality of myopic policiesstochastic cash balance

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05)

Cites Work

• Technical Note—On the Estimation of Convex Functions
• A remark on the shape of the logistic distribution
• Cash Transfer Scheduling for Concentrating Noncentral Receipts
• Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs
• Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time
• Title not available (Why is that?)
• Stochastic Cash Management with Fixed and Proportional Transaction Costs
• The Stochastic Cash Balance Problem with Fixed Costs for Increases and Decreases
• Optimal Money Holding under Uncertainty
• An application of the logistic density on a stochastic continuous review stock control model
• Technical Note—A Note on “Myopic Solutions of Markovian Decision Processes and Stochastic Games”
• Title not available (Why is that?)
• Optimal Myopic Strategies in Combined Decision and State Estimation Problems
• Title not available (Why is that?)
• A Central Limit Theorem for Present Values of Discounted Cash Flows

Cited In (8)

• A stochastic goal programming model to derive stable cash management policies
• A multi-objective approach to the cash management problem
• A probabilistic approach to the stochastic fluid cash management balance problem
• A fractional optimal control model for a simple cash balance problem
• Title not available (Why is that?)
• On the use of multiple criteria distance indexes to find robust cash management policies
• The utility of cash flow forecasts in the management of corporate cash balances
• A NEW APPROACH FOR THE STOCHASTIC CASH BALANCE PROBLEM WITH FIXED COSTS

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