Pages that link to "Item:Q2707139"

The following pages link to Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves (Q2707139):

Displaying 45 items.

• Regular finite fuel stochastic control problems with exit time (Q328524) (← links)
• The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987) (← links)
• On classical and restricted impulse stochastic control for the exchange rate (Q517931) (← links)
• Risk sensitive impulse control of non-Markovian processes (Q639355) (← links)
• Almost periodic solutions for an impulsive delay model of price fluctuations in commodity markets (Q660720) (← links)
• Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions (Q734661) (← links)
• A central bank strategy for defending a currency peg (Q826751) (← links)
• On the singular control of exchange rates (Q827148) (← links)
• Stochastic impulse control problem with state and time dependent cost functions (Q829001) (← links)
• Classical and restricted impulse control for the exchange rate under a stochastic trend model (Q1657382) (← links)
• An implicit method for the finite time horizon Hamilton-Jacobi-Bellman quasi-variational inequalities (Q1664195) (← links)
• Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls (Q1666836) (← links)
• Stochastic maximum principle for partial information optimal control problem of forward-backward systems involving classical and impulse controls (Q1724140) (← links)
• An approximation scheme for impulse control with random reaction periods (Q1728360) (← links)
• Optimization of risk policy and dividends with fixed transaction costs under interest rate (Q1758139) (← links)
• Impulse control with random reaction periods: a central bank intervention problem (Q1939677) (← links)
• Optimal foreign exchange rate intervention in Lévy markets (Q2019194) (← links)
• Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387) (← links)
• Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
• Regression Monte Carlo for impulse control (Q2094845) (← links)
• Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control (Q2114262) (← links)
• The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance (Q2179644) (← links)
• Management of online server congestion using optimal demand throttling (Q2183341) (← links)
• Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
• Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) (← links)
• Vanishing central bank intervention in stochastic impulse control (Q2422127) (← links)
• On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
• Minimal cost of a Brownian risk without ruin (Q2447424) (← links)
• Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I. (Q2478407) (← links)
• Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance (Q2514637) (← links)
• The general maximum principle for stochastic control problems with singular controls (Q2676620) (← links)
• Impulse Control of Interest Rates (Q2935303) (← links)
• A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
• Stochastic differential games involving impulse controls (Q3170570) (← links)
• OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR (Q3446060) (← links)
• Stochastic impulse control of exchange rates with Freidlin–Wentzell perturbations (Q4684836) (← links)
• Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls (Q5076703) (← links)
• Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications (Q5108264) (← links)
• Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
• Impulse control and expected suprema (Q5233166) (← links)
• CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM (Q5472784) (← links)
• Interbank lending with benchmark rates: Pareto optima for a class of singular control games (Q6054384) (← links)
• Protecting pegged currency markets from speculative investors (Q6078604) (← links)
• Risk‐sensitive stochastic maximum principle for forward‐backward systems involving impulse controls (Q6197861) (← links)
• On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes (Q6198084) (← links)