A stochastic programming approach to cash management in banking
- Author
- CASTRO, Jordi1
[1] Department of Statistics and Operations Research, Universitat Politècnica de Catalunya, Jordi Girona 1-3, 08034 Barcelona, Catalonia, Spain - Source
European journal of operational research. 2009, Vol 192, Num 3, pp 963-974, 12 p ; ref : 17 ref
- CODEN
- EJORDT
- ISSN
- 0377-2217
- Scientific domain
- Control theory, operational research
- Publisher
- Elsevier, Amsterdam
- Publication country
- Netherlands
- Document type
- Article
- Language
- English
- Author keyword
- Integer stochastic programming OR in banking Stochastic programming
- Keyword (fr)
- Approche probabiliste Carte crédit Compensation Court terme Coût fixe Gestion encaisse Guichet automatique Loi discrète Modèle stochastique Modélisation Programmation en nombres entiers Programmation partiellement en nombres entiers Programmation stochastique Secteur bancaire Solution exacte Système aide décision Système incertain Temps linéaire Traitement transaction
- Keyword (en)
- Probabilistic approach Credit card Compensation Short term Fixed cost Cash management Automatic teller machines Discrete distribution Stochastic model Modeling Integer programming Mixed integer programming Stochastic programming Banking Exact solution Decision support system Uncertain system Linear time Transaction processing
- Keyword (es)
- Enfoque probabilista Tarjeta de crédito Compensación Corto plazo Costo fijo Cash management Ley discreta Modelo estocástico Modelización Programación entera Programación mixta entera Programación estocástica Solución exacta Sistema ayuda decisíon Sistema incierto Tiempo lineal Tratamiento transacción
- Classification
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A03 Mathematical programming
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A08 Decision theory. Utility theory
- Discipline
- Operational research. Management
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 20707155
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Access to the document
Install on your browser
DOI
10.1016/j.ejor.2007.10.015 
https://dx.doi.org/10.1016/j.ejor.2007.10.015
"O:13:\"PanistOpenUrl\":36:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000idc\";N;s:6:\"\u0000*\u0000fmt\";s:7:\"journal\";s:6:\"\u0000*\u0000doi\";s:26:\"10.1016\/j.ejor.2007.10.015\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:63:\"A stochastic programming approach to cash management in banking\";s:9:\"\u0000*\u0000jtitle\";s:40:\"European journal of operational research\";s:9:\"\u0000*\u0000stitle\";s:17:\"Eur. j. oper. res\";s:7:\"\u0000*\u0000date\";s:4:\"2009\";s:9:\"\u0000*\u0000volume\";s:3:\"192\";s:8:\"\u0000*\u0000issue\";s:1:\"3\";s:8:\"\u0000*\u0000spage\";s:3:\"963\";s:8:\"\u0000*\u0000epage\";s:3:\"974\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:9:\"0377-2217\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:6:\"CASTRO\";s:10:\"\u0000*\u0000aufirst\";s:5:\"Jordi\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:0:{}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:0:\"\";s:8:\"\u0000*\u0000coden\";s:6:\"EJORDT\";s:8:\"\u0000*\u0000genre\";s:7:\"article\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:0:\"\";s:8:\"\u0000*\u0000title\";s:63:\"A stochastic programming approach to cash management in banking\";s:8:\"\u0000*\u0000place\";s:9:\"Amsterdam\";s:6:\"\u0000*\u0000pub\";s:8:\"Elsevier\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:2:\"12\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
Panist access
"O:12:\"IstexOpenUrl\":35:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000fmt\";s:7:\"journal\";s:6:\"\u0000*\u0000doi\";s:26:\"10.1016\/j.ejor.2007.10.015\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:63:\"A stochastic programming approach to cash management in banking\";s:9:\"\u0000*\u0000jtitle\";s:40:\"European journal of operational research\";s:9:\"\u0000*\u0000stitle\";s:17:\"Eur. j. oper. res\";s:7:\"\u0000*\u0000date\";s:4:\"2009\";s:9:\"\u0000*\u0000volume\";s:3:\"192\";s:8:\"\u0000*\u0000issue\";s:1:\"3\";s:8:\"\u0000*\u0000spage\";s:3:\"963\";s:8:\"\u0000*\u0000epage\";s:3:\"974\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:9:\"0377-2217\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:6:\"CASTRO\";s:10:\"\u0000*\u0000aufirst\";s:5:\"Jordi\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:0:{}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:0:\"\";s:8:\"\u0000*\u0000coden\";s:6:\"EJORDT\";s:8:\"\u0000*\u0000genre\";s:7:\"article\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:0:\"\";s:8:\"\u0000*\u0000title\";s:63:\"A stochastic programming approach to cash management in banking\";s:8:\"\u0000*\u0000place\";s:9:\"Amsterdam\";s:6:\"\u0000*\u0000pub\";s:8:\"Elsevier\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:2:\"12\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
Istex access
"O:16:\"UnpaywallOpenUrl\":35:{s:8:\"\u0000*\u0000email\";s:27:\"assistance-portail@inist.fr\";s:6:\"\u0000*\u0000fmt\";N;s:6:\"\u0000*\u0000doi\";s:26:\"10.1016\/j.ejor.2007.10.015\";s:6:\"\u0000*\u0000pii\";N;s:7:\"\u0000*\u0000pmid\";N;s:9:\"\u0000*\u0000atitle\";N;s:9:\"\u0000*\u0000jtitle\";N;s:9:\"\u0000*\u0000stitle\";N;s:7:\"\u0000*\u0000date\";N;s:9:\"\u0000*\u0000volume\";N;s:8:\"\u0000*\u0000issue\";N;s:8:\"\u0000*\u0000spage\";N;s:8:\"\u0000*\u0000epage\";N;s:8:\"\u0000*\u0000pages\";N;s:7:\"\u0000*\u0000issn\";N;s:8:\"\u0000*\u0000eissn\";N;s:9:\"\u0000*\u0000aulast\";N;s:10:\"\u0000*\u0000aufirst\";N;s:9:\"\u0000*\u0000auinit\";N;s:10:\"\u0000*\u0000auinitm\";N;s:5:\"\u0000*\u0000au\";N;s:9:\"\u0000*\u0000aucorp\";N;s:7:\"\u0000*\u0000isbn\";N;s:8:\"\u0000*\u0000coden\";N;s:8:\"\u0000*\u0000genre\";N;s:7:\"\u0000*\u0000part\";N;s:9:\"\u0000*\u0000btitle\";N;s:8:\"\u0000*\u0000title\";N;s:8:\"\u0000*\u0000place\";N;s:6:\"\u0000*\u0000pub\";N;s:10:\"\u0000*\u0000edition\";N;s:9:\"\u0000*\u0000tpages\";N;s:9:\"\u0000*\u0000series\";N;s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";N;}"
Unpaywall access
"O:16:\"EuropePMCOpenUrl\":35:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000fmt\";s:7:\"journal\";s:6:\"\u0000*\u0000doi\";s:26:\"10.1016\/j.ejor.2007.10.015\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:63:\"A stochastic programming approach to cash management in banking\";s:9:\"\u0000*\u0000jtitle\";s:40:\"European journal of operational research\";s:9:\"\u0000*\u0000stitle\";s:17:\"Eur. j. oper. res\";s:7:\"\u0000*\u0000date\";s:4:\"2009\";s:9:\"\u0000*\u0000volume\";s:3:\"192\";s:8:\"\u0000*\u0000issue\";s:1:\"3\";s:8:\"\u0000*\u0000spage\";s:3:\"963\";s:8:\"\u0000*\u0000epage\";s:3:\"974\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:9:\"0377-2217\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:6:\"CASTRO\";s:10:\"\u0000*\u0000aufirst\";s:5:\"Jordi\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:0:{}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:0:\"\";s:8:\"\u0000*\u0000coden\";s:6:\"EJORDT\";s:8:\"\u0000*\u0000genre\";s:7:\"article\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:0:\"\";s:8:\"\u0000*\u0000title\";s:63:\"A stochastic programming approach to cash management in banking\";s:8:\"\u0000*\u0000place\";s:9:\"Amsterdam\";s:6:\"\u0000*\u0000pub\";s:8:\"Elsevier\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:2:\"12\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
Europe PubMed Central access
"O:11:\"BaseOpenUrl\":35:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000fmt\";s:7:\"journal\";s:6:\"\u0000*\u0000doi\";s:26:\"10.1016\/j.ejor.2007.10.015\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:63:\"A stochastic programming approach to cash management in banking\";s:9:\"\u0000*\u0000jtitle\";s:40:\"European journal of operational research\";s:9:\"\u0000*\u0000stitle\";s:17:\"Eur. j. oper. res\";s:7:\"\u0000*\u0000date\";s:4:\"2009\";s:9:\"\u0000*\u0000volume\";s:3:\"192\";s:8:\"\u0000*\u0000issue\";s:1:\"3\";s:8:\"\u0000*\u0000spage\";s:3:\"963\";s:8:\"\u0000*\u0000epage\";s:3:\"974\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:9:\"0377-2217\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:6:\"CASTRO\";s:10:\"\u0000*\u0000aufirst\";s:5:\"Jordi\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:0:{}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:0:\"\";s:8:\"\u0000*\u0000coden\";s:6:\"EJORDT\";s:8:\"\u0000*\u0000genre\";s:7:\"article\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:0:\"\";s:8:\"\u0000*\u0000title\";s:63:\"A stochastic programming approach to cash management in banking\";s:8:\"\u0000*\u0000place\";s:9:\"Amsterdam\";s:6:\"\u0000*\u0000pub\";s:8:\"Elsevier\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:2:\"12\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
Base Search access
"O:12:\"ArXivOpenUrl\":35:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000fmt\";s:7:\"journal\";s:6:\"\u0000*\u0000doi\";s:26:\"10.1016\/j.ejor.2007.10.015\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:63:\"A stochastic programming approach to cash management in banking\";s:9:\"\u0000*\u0000jtitle\";s:40:\"European journal of operational research\";s:9:\"\u0000*\u0000stitle\";s:17:\"Eur. j. oper. res\";s:7:\"\u0000*\u0000date\";s:4:\"2009\";s:9:\"\u0000*\u0000volume\";s:3:\"192\";s:8:\"\u0000*\u0000issue\";s:1:\"3\";s:8:\"\u0000*\u0000spage\";s:3:\"963\";s:8:\"\u0000*\u0000epage\";s:3:\"974\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:9:\"0377-2217\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:6:\"CASTRO\";s:10:\"\u0000*\u0000aufirst\";s:5:\"Jordi\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:0:{}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:0:\"\";s:8:\"\u0000*\u0000coden\";s:6:\"EJORDT\";s:8:\"\u0000*\u0000genre\";s:7:\"article\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:0:\"\";s:8:\"\u0000*\u0000title\";s:63:\"A stochastic programming approach to cash management in banking\";s:8:\"\u0000*\u0000place\";s:9:\"Amsterdam\";s:6:\"\u0000*\u0000pub\";s:8:\"Elsevier\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:2:\"12\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
arXiv access
