scientific article; zbMATH DE number 2065135

MaRDI QIDQ4459800zbMATH OpenFDO

Authors Olivier Schmid

Publication date 18 May 2004

zbMATH Keywords

stochastic programmingbarycentric approximation

Mathematics Subject Classification ID

Stochastic programming (90C15)

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• scientific article; zbMATH DE number 2065134

Cited in

(22)

• On optimal cash management under a stochastic volatility model.
• A fuzzy stochastic single-period model for cash management
• A stochastic goal programming model to derive stable cash management policies
• A multi-objective approach to the cash management problem
• Fitting random cash management models to data
• 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
• Dynamic programming models and algorithms for the mutual fund cash balance problem
• A stochastic programming approach to cash management in banking
• Treasury management model with foreign exchange exposure
• Optimal cash management under uncertainty
• Selecting cash management models from a multiobjective perspective
• 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
• Optimization of the decentralized cash management problem
• 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
• The best financial administration of product's stocks or of the cash money stocks in probabilistic conditions

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