Pages that link to "Item:Q4372007"

The following pages link to Impulse Control Method and Exchange Rate (Q4372007):

Displaying 44 items.

• The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987) (← links)
• Maximum principle for stochastic recursive optimal control problems involving impulse controls (Q448783) (← links)
• On classical and restricted impulse stochastic control for the exchange rate (Q517931) (← links)
• Boolean-controlled systems via receding horizon and linear programing (Q661011) (← links)
• A central bank strategy for defending a currency peg (Q826751) (← links)
• On the singular control of exchange rates (Q827148) (← links)
• Optimal stochastic intervention control with application to the exchange rate (Q1300406) (← links)
• Optimal Central Bank intervention in the foreign exchange market (Q1306767) (← links)
• Classical and restricted impulse control for the exchange rate under a stochastic trend model (Q1657382) (← links)
• Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls (Q1666836) (← links)
• An approximation scheme for impulse control with random reaction periods (Q1728360) (← 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 fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games (Q2232775) (← links)
• The generalization of a class of impulse stochastic control models of a geometric Brownian motion (Q2267144) (← links)
• Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates (Q2311124) (← links)
• Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
• Impulsively-controlled systems and reverse dwell time: a linear programming approach (Q2344578) (← links)
• Optimal impulse control for a multidimensional cash management system with generalized cost functions (Q2378465) (← links)
• Optimal impulse and regular control strategies for proportional reinsurance problem (Q2386802) (← links)
• Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) (← 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)
• Impulse control of one-dimensional ito diffusions with an expected and a pathwise ergodic criterion (Q2432615) (← links)
• Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance (Q2514637) (← links)
• An impulse control of a geometric Brownian motion with quadratic costs (Q2569026) (← links)
• The general maximum principle for stochastic control problems with singular controls (Q2676620) (← links)
• Optimality of refraction strategies for spectrally negative Lévy processes (Q2807401) (← links)
• Impulse Control of Interest Rates (Q2935303) (← links)
• A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
• Optimal Index Tracking Under Transaction Costs and Impulse Control (Q4216117) (← links)
• Stochastic impulse control of exchange rates with Freidlin–Wentzell perturbations (Q4684836) (← links)
• Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients (Q5076720) (← links)
• Optimal stochastic impulse control with random coefficients and execution delay (Q5085830) (← links)
• An impulsive delay discrete stochastic neural network fractional-order model and applications in finance (Q5086845) (← links)
• Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions (Q5119840) (← links)
• Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
• A disutility-based drift control for exchange rates (Q5413884) (← 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 long-run average cost minimization problem of the stochastic production-inventory models (Q6536938) (← links)
• Semimartingale dynamics for a backward exchange rate process (Q6612337) (← links)