Pages that link to "Item:Q1939677"
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The following pages link to Impulse control with random reaction periods: a central bank intervention problem (Q1939677):
Displaying 9 items.
- Regular finite fuel stochastic control problems with exit time (Q328524) (← links)
- Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps (Q1640054) (← links)
- An approximation scheme for impulse control with random reaction periods (Q1728360) (← links)
- HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation (Q2034924) (← links)
- Management of online server congestion using optimal demand throttling (Q2183341) (← links)
- Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization (Q2203922) (← links)
- Nash equilibria in nonzero-sum differential games with impulse control (Q2239927) (← links)
- Analysis and computation of probability density functions for a 1-D impulsively controlled diffusion process (Q2418705) (← links)
- Interbank lending with benchmark rates: Pareto optima for a class of singular control games (Q6054384) (← links)