scientific article; zbMATH DE number 686946

MaRDI QIDQ4313036zbMATH OpenFDO

Authors Monique Jeanblanc

Publication date 10 November 1994

zbMATH Keywords

exchange rategeneralized Brownian motionimpulse controltarget zone

Mathematics Subject Classification ID

Impulsive optimal control problems (49N25) Markov processes (60J99) Economic growth models (91B62) Optimal stochastic control (93E20)

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Cited in

(2)

• Impulse Control Method and Exchange Rate
• Stochastic impulse control of exchange rates with Freidlin-Wentzell perturbations

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