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A stochastic goal programming model to derive stable cash management policies

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A stochastic goal programming model to derive stable cash management policies

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Salas-Molina, F.; Rodriguez-Aguilar, JA.; Pla Santamaría, D. (2020). A stochastic goal programming model to derive stable cash management policies. Journal of Global Optimization. 76(2):333-346. https://doi.org/10.1007/s10898-019-00770-5

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Título: A stochastic goal programming model to derive stable cash management policies
Autor: Salas-Molina, Francisco Rodriguez-Aguilar, Juan A. Pla Santamaría, David
Entidad UPV: Universitat Politècnica de València. Escuela Politécnica Superior de Alcoy - Escola Politècnica Superior d'Alcoi
Fecha difusión:
Resumen:
[EN] In this paper, we consider cash management systems with multiple bank accounts described by a given particular relationship between accounts and by a linear state transition law. Since cash managers may simultaneously ...[+]
Palabras clave: Multiple criteria , Multiple accounts , Stochastic goal programming , Uncertainty
Derechos de uso: Reserva de todos los derechos
Fuente:
Journal of Global Optimization. (issn: 0925-5001 )
DOI: 10.1007/s10898-019-00770-5
Editorial:
Springer-Verlag
Versión del editor: https://doi.org/10.1007/s10898-019-00770-5
Código del Proyecto:
info:eu-repo/grantAgreement/EC/H2020/769142/EU
info:eu-repo/grantAgreement/EC/H2020/825619/EU
info:eu-repo/grantAgreement/GC//2017 SGR 172/
Agradecimientos:
This work has been partially funded by Generalitat de Catalunya (2017 SGR 172), AI4EU(H2020-825619), LOGISTAR (H2020-769142).
Tipo: Artículo

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