Pages that link to "Item:Q4111281"
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The following pages link to Stochastic Cash Management with Fixed and Proportional Transaction Costs (Q4111281):
Displaying 19 items.
- The utility of cash flow forecasts in the management of corporate cash balances (Q881560) (← links)
- Optimal cash management under uncertainty (Q1043253) (← links)
- Portfolio selection with transactions costs (Q1239674) (← links)
- Optimal control of a Brownian storage system (Q1243994) (← links)
- Quantitative models for reverse logistics: A review (Q1280110) (← links)
- On optimal inventory control with independent stochastic item returns. (Q1406950) (← links)
- Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps (Q1640054) (← links)
- An approximation scheme for impulse control with random reaction periods (Q1728360) (← links)
- Analysis of the stochastic cash balance problem using a level crossing technique (Q1730548) (← links)
- Myopic and stationary solutions for stochastic cash balance problems (Q2277348) (← links)
- Optimal exchange rates management using stochastic impulse control for geometric Lévy processes (Q2417958) (← links)
- A continuous review replenishment-disposal policy for an inventory system with autonomous supply and fixed disposal costs (Q2427187) (← links)
- A fractional optimal control model for a simple cash balance problem (Q2700253) (← links)
- OPTIMAL HEDGING OF DERIVATIVES WITH TRANSACTION COSTS (Q3421823) (← links)
- (Q4338427) (← links)
- Optimal tracking for asset allocation with fixed and proportional transaction costs (Q4610230) (← links)
- Optimal Drift Rate Control and Impulse Control for a Stochastic Inventory/Production System (Q4643310) (← links)
- Sequential Capacity Expansion Options (Q4971576) (← links)
- Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)