Impulse control with random reaction periods: a central bank intervention problem (Q1939677): Difference between revisions

@@ Property / author @@
-Alain Bensoussan
@@ Property / author: Alain Bensoussan / rank @@
-Normal rank
@@ Property / author @@
+Alain Bensoussan
@@ Property / author: Alain Bensoussan / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.orl.2012.06.012
+Normal rank
@@ Property / OpenAlex ID @@
+W2108690814
@@ Property / OpenAlex ID: W2108690814 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4087842
@@ Property / cites work: Q4087842 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Central Bank intervention in the foreign exchange market
+Normal rank
@@ Property / cites work @@
+Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves
+Normal rank
@@ Property / cites work @@
+Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time
+Normal rank
@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+Impulse Control Method and Exchange Rate
@@ Property / cites work: Impulse Control Method and Exchange Rate / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Impulse Control When Control Actions Have Random Consequences
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Optimal stochastic intervention control with application to the exchange rate
+Normal rank
@@ Property / cites work @@
+Dynamic Programming Models and Algorithms for the Mutual Fund Cash Balance Problem
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1939677