Optimal Control of Inflation: A Central Bank Problem

DOI10.1137/S036301299630495XzbMath0909.90125MaRDI QIDQ4388950

Maria B. Chiarolla, Ulrich G. Haussmann

Publication date: 10 May 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

inflationstochastic differential gamecentral bankweak variational inequalitybounded variation stochastic controlstrong variational inequalitytwo-dimensional bounded variation control problem

Mathematics Subject Classification ID

Variational inequalities (49J40) Differential games (aspects of game theory) (91A23) Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators (35K85) Applications of game theory (91A80) Application models in control theory (93C95) Macroeconomic theory (monetary models, models of taxation) (91B64) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

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