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Volumn 130, Issue 3, 2001, Pages 468-485

Cash management in a randomly varying environment

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL METHODS; DECISION THEORY; DYNAMIC PROGRAMMING; MARKOV PROCESSES;

EID: 0034831198     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(99)00398-7     Document Type: Article
Times cited : (29)

References (24)
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    • Gregory, G.1
  • 6
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    • Increasing and Lipschitz continuous minimizers in one-dimensional linear-convex systems without constraints: The continuous and the discrete case
    • Hinderer, K., Stieglitz, M., 1996. Increasing and Lipschitz continuous minimizers in one-dimensional linear-convex systems without constraints: The continuous and the discrete case. Mathematical Methods OR 44, 189-204.
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  • 8
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    • Optimal money holding under uncertainty
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