A probabilistic approach to the stochastic fluid cash management balance problem
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
https://link.springer.com/content/pdf/10.1007/s10479-021-04500-7.pdf
Reference52 articles.
1. Ahn, S., & Ramaswami, V. (2005). Efficient algorithms for transient analysis of stochastic fluid flow models. Journal of Applied Probability, 42, 531–549.
2. Asmussen, S. (2003). Applied probability and queues (2nd ed.). New York: Springer.
3. Asmussen, S., & Kella, O. (2000). A multi-dimensional martingale for Markov additive processes and its applications. Advances in Applied Probability, 32, 376–393.
4. Baccarin, S. (2009). Optimal impulse control for a multidimensional cash management system with generalized cost functions. European Journal of Operational Research, 196(1), 198–206.
5. Barron, Y. (2016a). Performance analysis of a reflected fluid production/inventory model. Mathematical Methods of Operations Research, 83(1), 1–31.
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