Myopic and stationary solutions for stochastic cash balance problems

DOI10.1016/0377-2217(91)90077-9MaRDI QIDQ2277348zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

logistic distributionfinancial planningordering policycash managementoptimality of myopic policiesstochastic cash balance

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05)

Recommendations

• Analysis of the stochastic cash balance problem using a level crossing technique
• A probabilistic approach to the stochastic fluid cash management balance problem
• A NEW APPROACH FOR THE STOCHASTIC CASH BALANCE PROBLEM WITH FIXED COSTS
• Optimal impulse control for cash management with quadratic holding-penalty costs
• scientific article; zbMATH DE number 2065135

Cites work

• scientific article; zbMATH DE number 3784591 (Why is no real title available?)
• scientific article; zbMATH DE number 3205068 (Why is no real title available?)
• scientific article; zbMATH DE number 3351311 (Why is no real title available?)
• A Central Limit Theorem for Present Values of Discounted Cash Flows
• A remark on the shape of the logistic distribution
• An application of the logistic density on a stochastic continuous review stock control model
• Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs
• Cash Transfer Scheduling for Concentrating Noncentral Receipts
• Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time
• Optimal Money Holding under Uncertainty
• Optimal Myopic Strategies in Combined Decision and State Estimation Problems
• Stochastic Cash Management with Fixed and Proportional Transaction Costs
• Technical Note—A Note on “Myopic Solutions of Markovian Decision Processes and Stochastic Games”
• Technical Note—On the Estimation of Convex Functions
• The Stochastic Cash Balance Problem with Fixed Costs for Increases and Decreases

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
• 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
• Empirical analysis of daily cash flow time-series and its implications for forecasting
• A NEW APPROACH FOR THE STOCHASTIC CASH BALANCE PROBLEM WITH FIXED COSTS

This page was built for publication: Myopic and stationary solutions for stochastic cash balance problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2277348)