An approximation scheme for impulse control with random reaction periods
Year of publication: |
November 2017
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Authors: | Perera, Sandun ; Long, Hongwei |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 45.2017, 6, p. 585-591
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Subject: | Impulse control with random reaction periods | Optimal stopping problems | Central bank (or government) interventions | Forex market reactions | Zentralbank | Central bank | Geldpolitik | Monetary policy | Wechselkurspolitik | Exchange rate policy | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory |
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