The generalized cash balance problem: optimization‐based one step ahead optimal control-Reference-Cited by-同舟云学术

The generalized cash balance problem: optimization‐based one step ahead optimal control

Published:2022-06-13 Issue: Volume: Page:
ISSN:0969-6016
Container-title:International Transactions in Operational Research
language:en
Short-container-title:Int Trans Operational Res

Author:

Bhaya Amit¹^ORCID,Kaszkurewicz Eugenius¹^ORCID

Affiliation:

1. Department of Electrical Engineering/Federal University of Rio de Janeiro/COPPE/UFRJ Rio de Janeiro P.O. Box 68504 Brazil

Funder

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Fundação Carlos Chagas Filho de Amparo à Pesquisa do Estado do Rio de Janeiro

Conselho Nacional de Desenvolvimento Científico e Tecnológico

Publisher

Wiley

Subject

Management of Technology and Innovation,Management Science and Operations Research,Strategy and Management,Computer Science Applications,Business and International Management

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/itor.13161

Reference29 articles.

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3. A new approach for the stochastic cash balance problem with fixed costs;Chen X.;Probability in the Engineering and Informational Sciences,2009

4. Stochastic Cash Flow Management Models: A Literature Review Since the 1980s

5. Optimality inequalities for average cost Markov decision processes and the stochastic cash balance problem;Feinberg E.;Mathematics of Operations Research,2007

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