Impulse control with random reaction periods: a central bank intervention problem
type: Item
instance of: scholarly article
title: Impulse control with random reaction periods: a central bank intervention problem
zbMATH Open document ID: 1258.90030
author: Hongwei Long
author: Sandun Perera
author: Suresh P. Sethi
author: Alain Bensoussan
published in: Operations Research Letters
publication date: 2013-03-05T00:00:00Z
Mathematics Subject Classification ID: 90B25
Mathematics Subject Classification ID: 90C33
zbMATH DE Number: 6141216
zbMATH Keywords: impulse control
zbMATH Keywords: central bank interventions
zbMATH Keywords: market reactions
zbMATH Keywords: variational inequality
MaRDI profile type: Publication
full work available at URL: j.orl.2012.06.012
OpenAlex ID: W2108690814
cites work: Q4087842
cites work: Optimal Central Bank intervention in the foreign exchange market
cites work: Classical and impulse stochastic control of the exchange rate using interest rates and reserves.
cites work: Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time
cites work: Q4794126
cites work: Impulse Control Method and Exchange Rate
cites work: Optimal Impulse Control When Control Actions Have Random Consequences
cites work: Stochastic differential equations. An introduction with applications.
cites work: Optimal stochastic intervention control with application to the exchange rate
cites work: Dynamic Programming Models and Algorithms for the Mutual Fund Cash Balance Problem
DOI: 10.1016/J.ORL.2012.06.012
description: scientific article; zbMATH DE number 6141216