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Optimal cash management under uncertainty

Bensoussan, Alain; Chutani, Anshuman; Sethi, Suresh P. - In: Operations research letters 37 (2009) 6, pp. 425-429

Persistent link: https://www.econbiz.de/10003905585

Cooperative advertising in a dynamic retail market oligopoly

Chutani, Anshuman; Sethi, Suresh P. - In: Dynamic games and applications : DGA 2 (2012) 4, pp. 347-375

Persistent link: https://www.econbiz.de/10009710904

A feedback Stackelberg game of cooperative advertising in a durable goods oligopoly

Chutani, Anshuman; Sethi, Suresh P. - In: Dynamic games in economics : [... 12th VW, held in …, (pp. 89-114). 2014

Persistent link: https://www.econbiz.de/10010395275

Dynamic cooperative advertising under manufacturer and retailer level competition

Chutani, Anshuman; Sethi, Suresh P. - In: European journal of operational research : EJOR 268 (2018) 2, pp. 635-652

Persistent link: https://www.econbiz.de/10011852762

Forecast and decision horizons in a commodity trading model

Sethi, Suresh P.; Chutani, Anshuman - In: International journal of production research 62 (2024) 1/2, pp. 245-259

Persistent link: https://www.econbiz.de/10014454726

Optimal Cash Management under Uncertainty

Bensoussan, Alain - 2014

We solve an agent's optimization problem of meeting demands for cash over time with cash deposited in bank or invested in stock. The stock pays dividends and uncertain capital gains, and a commission is incurred in buying and selling of stock. We use a stochastic maximum principle to obtain...

Persistent link: https://www.econbiz.de/10012750956