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Volumn 23, Issue 4, 2009, Pages 545-562

A new approach for the stochastic cash balance problem with fixed costs

Author keywords

[No Author keywords available]

Indexed keywords

STOCHASTIC SYSTEMS;

EID: 75049083829     PISSN: 02699648     EISSN: 14698951     Source Type: Journal    
DOI: 10.1017/S0269964809000242     Document Type: Article
Times cited : (29)

References (14)
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    • Coordinating inventory control and pricing strategies with random demand and fixed ordering cost: The finite horizon Case
    • Chen, X. & Simchi-Levi, D. (2004). Coordinating inventory control and pricing strategies with random demand and fixed ordering cost: The finite horizon Case. Operations Research 29: 698-723.
    • (2004) Operations Research , vol.29 , pp. 698-723
    • Chen, X.1    Simchi-Levi, D.2
  • 3
    • 5544305307 scopus 로고    scopus 로고
    • Coordinating inventory control and pricing strategies with random demand and fixed ordering cost: The infinite horizon case
    • Chen, X. & Simchi-Levi, D. (2004). Coordinating inventory control and pricing strategies with random demand and fixed ordering cost: The infinite horizon case. Mathematics of Operations Research 52: 887-896.
    • (2004) Mathematics of Operations Research , vol.52 , pp. 887-896
    • Chen, X.1    Simchi-Levi, D.2
  • 4
    • 0011700566 scopus 로고    scopus 로고
    • Cash balance and simple dynamic portofolio problems with proportional costs
    • Eppen, G.D. & Fama, E.F. (1999). Cash balance and simple dynamic portofolio problems with proportional costs. International Econmomics Review 10: 119-133.
    • (1999) International Econmomics Review , vol.10 , pp. 119-133
    • Eppen, G.D.1    Fama, E.F.2
  • 5
    • 12144273111 scopus 로고    scopus 로고
    • Optimality of four-threshold policies inventory systems with customer returns and borrowing/storage options
    • Feinberg,E. & Lewis, M. (2005). Optimality of four-threshold policies inventory systems with customer returns and borrowing/storage options. Probability in the Engineering and Informational Sciences 19(1):45-71.
    • (2005) Probability in the Engineering and Informational Sciences , vol.19 , Issue.1 , pp. 45-71
    • Feinberg, E.1    Lewis, M.2
  • 6
    • 38549169069 scopus 로고    scopus 로고
    • Optimality inequalities for average cost markov decision processes and the stochastic cash balance problem
    • Feinberg, E. & Lewis, M. (2007). Optimality inequalities for average cost markov decision processes and the stochastic cash balance problem. Mathematics of Operations Research 32(4): 769-783.
    • (2007) Mathematics of Operations Research , vol.32 , Issue.4 , pp. 769-783
    • Feinberg, E.1    Lewis, M.2
  • 8
    • 0343197678 scopus 로고
    • Optimal cash balance levels
    • Girgis, N.M.(1968). Optimal cash balance levels. Management Science 15: 130-140.
    • (1968) Management Science , vol.15 , pp. 130-140
    • Girgis, N.M.1
  • 9
    • 0343633346 scopus 로고
    • The stochastic cash balance problem with fixed costs for increases and decreases
    • Neave, E.H. (1970). The stochastic cash balance problem with fixed costs for increases and decreases. Management Science 16: 472-490.
    • (1970) Management Science , vol.16 , pp. 472-490
    • Neave, E.H.1
  • 10
    • 0343664922 scopus 로고
    • The optimality of (s, S) policies for the dynamic inventory problem
    • Arrow, K, Karlin, S. & Suppes, P, eds, Stanford University Press, Stanford, CA
    • Scarf, H. (1960). The optimality of (s, S) policies for the dynamic inventory problem. In Arrow, K., Karlin, S. & Suppes, P. (eds.), Proceedings of the 1st Stanford symposium on mathematical methods in the social sciences. Stanford University Press, Stanford, CA.
    • (1960) Proceedings of the 1st Stanford symposium on mathematical methods in the social sciences
    • Scarf, H.1
  • 12
    • 0041944956 scopus 로고
    • A stochastic inventory model for rented equipment
    • Whisler, W.D. (1967). A stochastic inventory model for rented equipment. Management Science 13: 640-647.
    • (1967) Management Science , vol.13 , pp. 640-647
    • Whisler, W.D.1
  • 14
    • 34247510304 scopus 로고    scopus 로고
    • Optimal capacity investment decisions with two-sided fixed-capacity adjustment costs
    • Ye, Q. & Duenyas, I. (2007). Optimal capacity investment decisions with two-sided fixed-capacity adjustment costs. Operations Research 55(2): 272-283.
    • (2007) Operations Research , vol.55 , Issue.2 , pp. 272-283
    • Ye, Q.1    Duenyas, I.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.