Impulse control with random reaction periods: a central bank intervention problem
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Publication:1939677
DOI10.1016/j.orl.2012.06.012zbMath1258.90030MaRDI QIDQ1939677
Hongwei Long, Sandun Perera, Suresh P. Sethi, Alain Bensoussan
Publication date: 5 March 2013
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2012.06.012
90B25: Reliability, availability, maintenance, inspection in operations research
90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
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