A Model for the Optimal Management of Inflation
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Cited by:
- Torben Koch & Tiziano Vargiolu, 2019.
"Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem,"
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1911.04223, arXiv.org.
- Koch, Torben & Vargiolu, Tiziano, 2019. "Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem," Center for Mathematical Economics Working Papers 627, Center for Mathematical Economics, Bielefeld University.
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More about this item
Keywords
singular stochastic control; Dynkin game; viscosity solution; free boundary; smooth-fit; inflation rate; interest rate;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2019-10-07 (Macroeconomics)
- NEP-MON-2019-10-07 (Monetary Economics)
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