A stochastic goal programming model to derive stable cash management policies

DOI10.1007/s10898-019-00770-5zbMath1440.90069OpenAlexW2938958060WikidataQ128055592 ScholiaQ128055592MaRDI QIDQ2301194

David Pla-Santamaria, Francisco Salas-Molina, Juan A. Rodríguez-Aguilar

Publication date: 28 February 2020

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10261/197429

zbMATH Keywords

uncertaintystochastic goal programmingmultiple criteriamultiple accounts

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Multi-objective and goal programming (90C29) Stochastic programming (90C15)

Related Items (2)

Goal-based investing based on multi-stage robust portfolio optimization ⋮ The generalized cash balance problem: optimization‐based one step ahead optimal control

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