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Optimal stochastic intervention control with application to the exchange rate - MaRDI portal

Optimal stochastic intervention control with application to the exchange rate (Q1300406)

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scientific article; zbMATH DE number 1330497
Language Label Description Also known as
English
Optimal stochastic intervention control with application to the exchange rate
scientific article; zbMATH DE number 1330497

    Statements

    Optimal stochastic intervention control with application to the exchange rate (English)
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    1 September 1999
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    stochastic control
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    impulse control
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