Optimal exchange rates management using stochastic impulse control for geometric Lévy processes.
Jinbiao WuPublished in: Math. Methods Oper. Res. (2019)
Keyphrases
- management system
- exchange rate
- optimal control
- decision support system
- control policies
- optimal solution
- control policy
- control system
- stochastic processes
- stochastic control
- dynamic programming
- foreign exchange
- decision making
- control strategy
- production processes
- fractional brownian motion
- text classification
- natural language
- reinforcement learning