Optimal cash management with uncertain, interrelated and bounded demands
Computers & Industrial Engineering（2019）
摘要
•The online algorithm BCSID for the cash management problem with interrelated demands.•The proof of competitive ratio and optimality of BCSID.•A heuristic online algorithm aBBCSID for the cash management problem with interrelated and bounded demands.•A numerical testing to compare the performance of BCSID and aBBCSID to other online algorithms.
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关键词
Combinatorial optimization,Cash management problem,Online algorithm,Interrelated demands,Bounded demands,Competitive analysis
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