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A probabilistic approach to the stochastic fluid cash management balance problem

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  • Yonit Barron

    (Ariel University)

Abstract

We consider a stochastic cash balance problem in which cash receipts and cash disbursements change linearly and form a fluid process. The firm has to decide how much cash to hold in order to meet its obligations. The cash balance is monitored continuously and a four thresholds (0, S, M, m) policy is used to control the cash ( $$0

Suggested Citation

  • Yonit Barron, 2022. "A probabilistic approach to the stochastic fluid cash management balance problem," Annals of Operations Research, Springer, vol. 312(2), pages 607-645, May.
    • Handle: RePEc:spr:annopr:v:312:y:2022:i:2:d:10.1007_s10479-021-04500-7
    DOI: 10.1007/s10479-021-04500-7
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    2. Barron, Yonit, 2023. "A stochastic card balance management problem with continuous and batch-type bilateral transactions," Operations Research Perspectives, Elsevier, vol. 10(C).

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