A fuzzy stochastic single-period model for cash management

DOI10.1016/J.EJOR.2004.06.017MaRDI QIDQ2572811zbMATHOpenAlexFDO

Authors Yanyan Li

Publication date 4 November 2005

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

Full work available at URL http://ntur.lib.ntu.edu.tw/bitstream/246246/2006111501254730/1/2304.pdf

zbMATH Keywords

Fuzzy setsSigned distance methodFuzzy integralCash managementStochastic single-period model

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Inventory, storage, reservoirs (90B05) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

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Cites work

• scientific article; zbMATH DE number 51639 (Why is no real title available?)
• A Double Band Control Policy of a Brownian Perishable Inventory System
• An operational calculus for matrix-exponential distributions, with applications to a Brownian \((q,Q)\) inventory model
• Controlled diffusion models for optimal dividend pay-out
• Elementary fuzzy calculus
• Extension of fuzzy hypothesis testing with hybrid data
• Firm behaviour under the threat of liquidation
• Fuzzy topology. I: Neighborhood structure of a fuzzy point and Moore-Smith convergence
• Impulse Control of Brownian Motion
• Instantaneous Control of Brownian Motion
• Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
• Ranking fuzzy numbers based on decomposition principle and signed distance.

Cited in

(10)

• A transportation problem with fuzzy-stochastic cost
• Fuzzy stochastic differential equations of decreasing fuzziness: approximate solutions
• A fuzzy transshipment model for allocating foreign currencies
• On an EOQ model with service level constraint under fuzzy-stochastic demand and variable lead-time
• On fuzzy type-1 and type-2 stochastic ordinary and partial differential equations and numerical solution
• On a fuzzy cash flow model with insurance applications
• Breakable fuzzy multi-stage transportation problem
• scientific article; zbMATH DE number 7028270 (Why is no real title available?)
• Coordination of fuzzy closed-loop supply chain with price dependent demand under symmetric and asymmetric information conditions
• Foreign Currency Inventory Management in a Branch Bank

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