Optimal control of inflation: A central bank problem

SIAM Journal on Control and Optimization

Volumn 36, Issue 3, 1998, Pages 1099-1132

  Chiarolla, Maria B ^a   Haussmann, Ulrich G ^b  

^a UNIVERSITY OF BARI   (Italy)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Bounded variation stochastic control; Central bank; Inflation; Stochastic differential game; Strong variational inequality; Weak variational inequality

Indexed keywords

ECONOMICS; FINANCE; GAME THEORY; MATHEMATICAL MODELS; STOCHASTIC CONTROL SYSTEMS; VARIATIONAL TECHNIQUES;

BOUNDED VARIATION STOCHASTIC CONTROL; CENTRAL BANK; INFLATION; STOCHASTIC DIFFERENTIAL GAME; VARIATIONAL INEQUALITY;

OPTIMAL CONTROL SYSTEMS;

EID: 0032069852     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S036301299630495X     Document Type: Article

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