On the Cash Balance Problem

DOI10.1057/JORS.1974.105zbMATH Open0293.90002OpenAlexW1963880835MaRDI QIDQ4045837FDOQ4045837

Authors: Edwin J. Elton, Martin J. Gruber 

Publication date: 1974

Published in: The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/jors.1974.105

Mathematics Subject Classification ID

Decision theory (91B06) Hamilton-Jacobi theories (49L99)

Cited In (5)

• Analysis of the stochastic cash balance problem using a level crossing technique
• A probabilistic approach to the stochastic fluid cash management balance problem
• Cash management in a randomly varying environment
• The utility of cash flow forecasts in the management of corporate cash balances
• A decision process over variables and their number: Two-phase optimality conditions

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