Optimal impulse control for a multidimensional cash management system with generalized cost functions-Reference-Cited by-同舟云学术

Optimal impulse control for a multidimensional cash management system with generalized cost functions

Published:2009-07 Issue:1 Volume:196 Page:198-206
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Baccarin Stefano

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference37 articles.

1. Optimal impulse control for cash management with quadratic holding-penalty costs;Baccarin;Decisions in Economics and Finance,2002

2. Optimal impulse control on an unbounded domain with nonlinear cost functions;Baccarin;Computational Management Science,2006

3. Overdraft and the demand for money;Bar-Ilan;The American Economic Reviews,1990

4. A generalized impulse control model of cash management;Bar-Ilan;Journal of Economic Dynamics & Control,2004

5. The transaction demand for cash-an inventory theoretic approach;Baumol;The Quarterly Journal of Economics,1952

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