Optimal impulse control for a multidimensional cash management system with generalized cost functions

Title
Optimal impulse control for a multidimensional cash management system with generalized cost functions
Authors
Keywords
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Journal
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume 196, Issue 1, Pages 198-206
Publisher
Elsevier BV
Online
2008-04-17
DOI
10.1016/j.ejor.2008.02.040

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