Pages that link to "Item:Q4372007"
From MaRDI portal
The following pages link to Impulse Control Method and Exchange Rate (Q4372007):
Displayed 12 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)
- 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)
- Impulse control with random reaction periods: a central bank intervention problem (Q1939677) (← links)
- The generalization of a class of impulse stochastic control models of a geometric Brownian motion (Q2267144) (← 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)
- An impulse control of a geometric Brownian motion with quadratic costs (Q2569026) (← links)
- Optimal Index Tracking Under Transaction Costs and Impulse Control (Q4216117) (← links)
- A disutility-based drift control for exchange rates (Q5413884) (← links)