A Perfect Planning Horizon Procedure for a Deterministic Cash Balance Problem

1982 ◽  
Vol 28 (6) ◽  
pp. 652-669 ◽  
Author(s):  
Suresh Chand ◽  
Thomas E. Morton
Keyword(s):  
Planning Horizon ◽  
Cash Balance ◽  
Balance Problem

Protective Planning-Horizon Procedures for a Deterministic Cash Balance Problem

1978 ◽  
Vol 26 (4) ◽  
pp. 637-652 ◽  
Author(s):  
J. Mensching ◽  
S. Garstka ◽  
T. Morton
Keyword(s):  
Planning Horizon ◽  
Cash Balance ◽  
Balance Problem

scholarly journals A NEW APPROACH FOR THE STOCHASTIC CASH BALANCE PROBLEM WITH FIXED COSTS

2009 ◽  
Vol 23 (4) ◽  
pp. 545-562 ◽  
Author(s):  
Xin Chen ◽  
David Simchi-Levi
Keyword(s):  
Planning Horizon ◽  
Inventory Level ◽  
Variable Component ◽  
Fixed Costs ◽  
Periodic Review ◽  
Inventory Problem ◽  
Cash Balance ◽  
Balance Problem ◽  
Penalty Cost ◽  
Time Period

The stochastic cash balance problem is a periodic review inventory problem faced by a firm in which the customer demands might be positive or negative. At the beginning of each time period, the firm may decide to replenish the inventory or return excess stock. Both the ordering cost and the return cost include a fixed component and a variable component. A holding or penalty cost is charged depending on whether the inventory level is positive or negative. The objective of the firm is to find an ordering and return policy so as to minimize the total expected cost over the entire planning horizon. We show how the concept of symmetric K-convexity introduced by Chen and Simchi-Levi [2,3] and the concept of (K, Q)-convexity introduced by Ye and Duenyas [13] can be used to characterize the optimal policy for this problem.

Equivalent Formulations of the Stochastic Cash Balance Problem

1972 ◽  
Vol 19 (3) ◽  
pp. 250-253 ◽  
Author(s):  
Evan L. Porteus
Keyword(s):  
Cash Balance ◽  
Balance Problem

On the Cash Balance Problem

1974 ◽  
Vol 25 (4) ◽  
pp. 553-572 ◽  
Author(s):  
Edwin J. Elton ◽  
Martin J. Gruber
Keyword(s):  
Cash Balance ◽  
Balance Problem

A note on the optimal control of a cash balance problem

1980 ◽  
Vol 4 (4) ◽  
pp. 345-352 ◽  
Author(s):  
Charles S. Tapiero ◽  
Dror Zuckerman
Keyword(s):  
Optimal Control ◽  
Cash Balance ◽  
Balance Problem
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