Shahran, Yekom Ave. Shikh Alle Seventh Alley No.3, Apartment9
10.22034/jcse.2026.580477.1082
Abstract
This manuscript first explores the application of optimal control theory in the formulation of arbitrage detection in exchange markets, addressing the approaches that price makers should take to derive the fair prices. The primary purpose of this study is to develop a robust optimal control model that enables price makers such as central banks to effectively manage macroeconomic factor exchange rate. We utilize methodologies that integrate stochastic control techniques and numerical simulations. In the second application, we apply the optimal control method to red-black game. To implement the game strategies, a Monte Carlo framework is advised.
Habibi,R . (2026). Two Monetary Applications of Optimal Control. (e247013). The CSI Journal on Computer Science and Engineering, (), e247013 doi: 10.22034/jcse.2026.580477.1082
MLA
Habibi,R . "Two Monetary Applications of Optimal Control" .e247013 , The CSI Journal on Computer Science and Engineering, , , 2026, e247013. doi: 10.22034/jcse.2026.580477.1082
HARVARD
Habibi R. (2026). 'Two Monetary Applications of Optimal Control', The CSI Journal on Computer Science and Engineering, (), e247013. doi: 10.22034/jcse.2026.580477.1082
CHICAGO
R Habibi, "Two Monetary Applications of Optimal Control," The CSI Journal on Computer Science and Engineering, (2026): e247013, doi: 10.22034/jcse.2026.580477.1082
VANCOUVER
Habibi R. Two Monetary Applications of Optimal Control. CSIonJCSE. 2026;():e247013. doi: 10.22034/jcse.2026.580477.1082
The CSI Journal on Computer Science and Engineering