scientific article; zbMATH DE number 3454991

MaRDI QIDQ4041305zbMATH OpenFDO

Authors Jean-Philippe Vial

Publication date 1972

Mathematics Subject Classification ID

Decision theory (91B06) Economic time series analysis (91B84)

Cited in

(3)

• Analysis of the stochastic cash balance problem using a level crossing technique
• Optimal cash management problem for compound Poisson processes with two-sided jumps
• Singular control in a cash management model with ambiguity

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4041305)