Model predictive control of cash balance in a cash concentration and disbursements system
From MaRDI portal
(Redirected from Publication:344682)
Recommendations
- Optimal control of a dynamical system with intermediate phase constraints and applications in cash management
- A fractional optimal control model for a simple cash balance problem
- The generalized cash balance problem: optimization‐based one step ahead optimal control
- A stochastic goal programming model to derive stable cash management policies
- scientific article; zbMATH DE number 2065135
- A probabilistic approach to the stochastic fluid cash management balance problem
- scientific article; zbMATH DE number 5583470
- A generalized impulse control model of cash management
- Model predictive control, cost controllability, and homogeneity
- Optimal impulse control for a multidimensional cash management system with generalized cost functions
Cites work
- scientific article; zbMATH DE number 1342066 (Why is no real title available?)
- scientific article; zbMATH DE number 941393 (Why is no real title available?)
- A diffusion approximation model for managing cash in firms: an alternative approach to the Miller-Orr model
- A generalized impulse control model of cash management
- A novel iterative learning control formulation of generalized predictive control
- Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs
- Cash Transfer Scheduling for Concentrating Noncentral Receipts
- Convergence of discretization procedures in dynamic programming
- Dynamic Programming, System Identification, and Suboptimization
- Dynamic programming and inventory control.
- Dynamic programming and suboptimal control: a survey from ADP to MPC
- Feasibility and stability results for constrained stable generalized predictive control
- Financing policies via stochastic control: a dynamic programming approach
- Generalised predictive control with input constraints
- Generalized predictive control. I: The basic algorithm
- Generalized predictive control. II: Extensions and interpretations
- Inventory control of supply chains: mitigating the bullwhip effect by centralized and decentralized internal model control approaches
- Min-max control of constrained uncertain discrete-time linear systems
- Nonlinear model predictive control: an introductory review
- On complementary root locus of biproper transfer functions
- On optimal cash management under a stochastic volatility model.
- On stability properties of three- and higher dimensional linear shift-invariant digital filters
- On the Theory of Dynamic Programming
- Optimal Cash Balance Levels
- Optimal control of a big financial company with debt liability under bankrupt probability constraints
- Optimal impulse control for a multidimensional cash management system with generalized cost functions
- Optimization of the decentralized cash management problem
- Pareto optimal solutions for stochastic dynamic programming problems via Monte Carlo simulation
- Properties of generalized predictive control
- Robust Dynamic Programming for Min–Max Model Predictive Control of Constrained Uncertain Systems
- Robust model predictive control of constrained linear systems with bounded disturbances
- Robust output feedback model predictive control of constrained linear systems
- Robust output feedback model predictive control of constrained linear systems: time varying case
- Robustness effects of a prefilter in generalised predictive control
- Some Problems in the Theory of Dynamic Programming
- Systems with persistent disturbances: Predictive control with restricted constraints
- The classical average-cost inventory models of Iglehart and Veinott-Wagner revisited
- The theory of dynamic programming
Cited in
(6)- Selecting the best risk measure in multiobjective cash management
- The generalized cash balance problem: optimization‐based one step ahead optimal control
- scientific article; zbMATH DE number 2011599 (Why is no real title available?)
- A stochastic goal programming model to derive stable cash management policies
- scientific article; zbMATH DE number 1263944 (Why is no real title available?)
- Optimal design of a nonlinear control system based on new deterministic neural network scheduling
This page was built for publication: Model predictive control of cash balance in a cash concentration and disbursements system
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q344682)
