Impulse Control of Interest Rates

DOI10.1287/opre.2014.1270zbMath1307.91183OpenAlexW3125462321MaRDI QIDQ2935303

Daniel Jon Mitchell, Haolin Feng, Kumar Muthuraman

Publication date: 22 December 2014

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/4552cbe1c8add357e70379dd2e49a51da59432c1

zbMATH Keywords

interest ratesfree boundary problemsimpulse controlcentral bank intervention

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Interest rates, asset pricing, etc. (stochastic models) (91G30) Impulsive optimal control problems (49N25)

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