Optimal control of a Brownian storage system

Ruin problems with compounding assets

J. Michael Harrison · Stochastic Processes and their Applications · 1977 · 147 citations

Business, Economics, Finance +5

A continuous time inventory model

J. A. Bather · Journal of Applied Probability · 1966 · 105 citations

Management, Industrial Engineering, Operations Management +10

The Stochastic Cash Balance Problem with Fixed Costs for Increases and Decreases

Edwin H. Neave · Management Science · 1970 · 104 citations

Engineering, Industrial Engineering, Operations Management +16

A continuous time inventory model

J. A. Bather · Journal of Applied Probability · 1966 · 101 citations

Management, Industrial Engineering, Operations Management +10

Stochastic Cash Management with Fixed and Proportional Transaction Costs

George M. Constantinides · Management Science · 1976 · 100 citations

Management, Finance, Financial Management +10