Controlling inflation: The infinite horizon case
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Publication:1968770
DOI10.1007/S002459911003zbMath0954.91024OpenAlexW1986179630MaRDI QIDQ1968770
U. G. Hausmann, Maria B. Chiarolla
Publication date: 9 February 2001
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s002459911003
free boundarystochastic differential gameTaylor ruleoptimal monetary policyreflected diffusionbounded variation follower problem
Variational inequalities (49J40) Optimal stochastic control (93E20) Free boundary problems for PDEs (35R35) Probabilistic games; gambling (91A60)
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