Optimal Control of Inflation: A Central Bank Problem

DOI10.1137/S036301299630495XMaRDI QIDQ4388950zbMATH OpenFDO

Authors Maria B. Chiarolla, Ulrich G. Haussmann

Publication date 10 May 1998

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S036301299630495X

zbMATH Keywords

bounded variation stochastic controlcentral bankinflationstochastic differential gamestrong variational inequalitytwo-dimensional bounded variation control problemweak variational inequality

Mathematics Subject Classification ID

Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators (35K85) Variational inequalities (49J40) Stochastic games, stochastic differential games (91A15) Differential games (aspects of game theory) (91A23) Probabilistic games; gambling (91A60) Applications of game theory (91A80) Macroeconomic theory (monetary models, models of taxation) (91B64) Application models in control theory (93C95) Optimal stochastic control (93E20)

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