The Stochastic Cash Balance Problem with Fixed Costs for Increases and Decreases

DOI10.1287/MNSC.16.7.472MaRDI QIDQ5588292zbMATH OpenOpenAlexFDO

Authors Edwin H. Neave

Publication date 1970

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.16.7.472

zbMATH Keywords

operations research

Cited in

(17)

• Relaxing the cash-in-advance constraint at a fixed cost. Are simple trigger-target portfolio rules optimal?
• Optimal control of a Brownian storage system
• Stochastic inventory problem with piecewise quadratic holding cost function containing a cost-free interval
• A multi-objective approach to the cash management problem
• Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps
• Analysis of the stochastic cash balance problem using a level crossing technique
• Shape constraints in economics and operations research
• Empty container management in a port with long-run average criterion
• A diffusion approximation model for managing cash in firms: an alternative approach to the Miller-Orr model
• Myopic and stationary solutions for stochastic cash balance problems
• A probabilistic approach to the stochastic fluid cash management balance problem
• On Markovian decision models with a finite skeleton
• A NEW APPROACH FOR THE STOCHASTIC CASH BALANCE PROBLEM WITH FIXED COSTS
• Synthesis and generalization of structural results in inventory management: a generalized convexity property
• Cash management in a randomly varying environment
• The generalized cash balance problem: optimization‐based one step ahead optimal control
• The utility of cash flow forecasts in the management of corporate cash balances

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