Pages that link to "Item:Q1300406"

The following pages link to Optimal stochastic intervention control with application to the exchange rate (Q1300406):

Displaying 47 items.

• On classical and restricted impulse stochastic control for the exchange rate (Q517931) (← 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)
• The effects of implementation delay on decision-making under uncertainty (Q869101) (← links)
• Optimal Central Bank intervention in the foreign exchange market (Q1306767) (← links)
• Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps (Q1640054) (← 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)
• 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)
• On solvability of a two-sided singular control problem (Q1935958) (← links)
• Impulse control with random reaction periods: a central bank intervention problem (Q1939677) (← links)
• Optimal foreign exchange rate intervention in Lévy markets (Q2019194) (← links)
• Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
• A solution technique for Lévy driven long term average impulse control problems (Q2229687) (← links)
• A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games (Q2232775) (← links)
• A stochastic control model for the average price of manufacturer sales on commodity exchanges (Q2290422) (← links)
• Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates (Q2311124) (← links)
• Optimal impulse control for a multidimensional cash management system with generalized cost functions (Q2378465) (← links)
• Optimal exchange rates management using stochastic impulse control for geometric Lévy processes (Q2417958) (← links)
• Vanishing central bank intervention in stochastic impulse control (Q2422127) (← links)
• On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
• A class of quadratic options for exchange rate stabilization (Q2654411) (← links)
• Classical and impulse stochastic control of the exchange rate using interest rates and reserves. (Q2707139) (← links)
• Weakly chained matrices, policy iteration, and impulse control (Q2805130) (← links)
• Optimality of refraction strategies for spectrally negative Lévy processes (Q2807401) (← links)
• A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
• Non-robustness with Respect to Intervention Costs in Optimal Control (Q3158140) (← links)
• Numerical computing for a class of free multipoint boundary value problem of O.D.E in the intervention of exchange rate (Q3368143) (← links)
• THE FOREST ROTATION PROBLEM WITH STOCHASTIC HARVEST AND AMENITY VALUE (Q3616585) (← links)
• Stochastic impulse control of exchange rates with Freidlin–Wentzell perturbations (Q4684836) (← links)
• NON-ROBUSTNESS OF SOME IMPULSE CONTROL PROBLEMS WITH RESPECT TO INTERVENTION COSTS (Q4797322) (← links)
• Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls (Q5076703) (← links)
• (Q5091317) (← links)
• On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes (Q5093270) (← links)
• Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions (Q5119840) (← links)
• Competition versus Cooperation: A Class of Solvable Mean Field Impulse Control Problems (Q5158384) (← links)
• Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
• Impulse control and expected suprema (Q5233166) (← links)
• A disutility-based drift control for exchange rates (Q5413884) (← links)
• Long swings in exchange rates: a stochastic control approach (Q5438562) (← links)
• Stochastic Control and Pricing Under Swap Measures (Q5746532) (← links)
• Protecting pegged currency markets from speculative investors (Q6078604) (← links)
• On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach (Q6142168) (← links)
• The solution to an impulse control problem motivated by optimal harvesting (Q6627020) (← links)