ms·1976년 8월 1일
Stochastic Cash Management with Fixed and Proportional Transaction Costs
Management Science
99
피인용
4.8
FWCI
2
IS/마케팅/OM 탑저널 피인용
17
IS/마케팅/OM 탑저널 참고문헌
- 주제불확실성하 투자 · 생산·최적화
01Abstract
A continuous time model of cash management is formulated with stochastic demand and allowing for positive and negative cash balances. The form of the optimal policy is assumed to be of a simple form (d, D, U, u). The parameters of the optimal policy are explicitly evaluated and the properties of the system are discussed.
02연구 흐름
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03비슷한 논문
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04이후 연구
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05선행 연구
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06서지 정보
- 저널Management Science · 22(12) · 1320–1331
- 토픽Advanced Queuing Theory Analysis · Management Information Systems
- DOI10.1287/mnsc.22.12.1320
- 저자George M. Constantinides