scientific article; zbMATH DE number 2065135

zbMATH Open1069.91061MaRDI QIDQ4459800FDOQ4459800

Olivier Schmid

Publication date: 18 May 2004

Title of this publication is not available (Why is that?)

zbMATH Keywords

stochastic programmingbarycentric approximation

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cited In (12)

• A fuzzy stochastic single-period model for cash management
• COMPACT REPRESENTATIONS OF MULTI-PERIOD STOCHASTIC PROGRAM USING SIMULATED PATH MODEL(Special Issue on Theory, Methodology and Applications in Financial Engneering)
• A probabilistic approach to the stochastic fluid cash management balance problem
• Management of non-maturing deposits by multistage stochastic programming
• On the use of multiple criteria distance indexes to find robust cash management policies
• The Multi-Objective Model of Working Capital Optimization
• Optimal cash management under uncertainty
• Stochastic optimization in asset \& liability management: A model for non-maturing accounts
• Model predictive control of cash balance in a cash concentration and disbursements system
• Cash management using multi-stage stochastic programming
• The optimal cash holding models for stochastic cash management of continuous time
• Optimal impulse control for a multidimensional cash management system with generalized cost functions

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