Pages that link to "Item:Q4372007"
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The following pages link to Impulse Control Method and Exchange Rate (Q4372007):
Displayed 27 items.
- The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987) (← links)
- Maximum principle for stochastic recursive optimal control problems involving impulse controls (Q448783) (← links)
- On classical and restricted impulse stochastic control for the exchange rate (Q517931) (← links)
- Boolean-controlled systems via receding horizon and linear programing (Q661011) (← links)
- Optimal stochastic intervention control with application to the exchange rate (Q1300406) (← links)
- Optimal Central Bank intervention in the foreign exchange market (Q1306767) (← links)
- Classical and restricted impulse control for the exchange rate under a stochastic trend model (Q1657382) (← links)
- Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls (Q1666836) (← links)
- An approximation scheme for impulse control with random reaction periods (Q1728360) (← links)
- Impulse control with random reaction periods: a central bank intervention problem (Q1939677) (← links)
- Optimal foreign exchange rate intervention in Lévy markets (Q2019194) (← links)
- The generalization of a class of impulse stochastic control models of a geometric Brownian motion (Q2267144) (← links)
- Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates (Q2311124) (← links)
- Impulsively-controlled systems and reverse dwell time: a linear programming approach (Q2344578) (← links)
- Optimal impulse control for a multidimensional cash management system with generalized cost functions (Q2378465) (← links)
- Optimal impulse and regular control strategies for proportional reinsurance problem (Q2386802) (← links)
- Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) (← links)
- Optimal exchange rates management using stochastic impulse control for geometric Lévy processes (Q2417958) (← links)
- Vanishing central bank intervention in stochastic impulse control (Q2422127) (← links)
- Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance (Q2514637) (← links)
- An impulse control of a geometric Brownian motion with quadratic costs (Q2569026) (← links)
- Optimality of Refraction Strategies for Spectrally Negative Lévy Processes (Q2807401) (← links)
- A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
- Optimal Index Tracking Under Transaction Costs and Impulse Control (Q4216117) (← links)
- Stochastic impulse control of exchange rates with Freidlin–Wentzell perturbations (Q4684836) (← links)
- Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
- A disutility-based drift control for exchange rates (Q5413884) (← links)