“…One of the well-studied impulse control problems is the central bank intervention problem, where the bank intervenes in the foreign exchange market and continuously controls the domestic interest rate to keep the exchange rate close to a target value (see, e.g., [11] and [15]). The characterization of optimal impulse control in a one-decision-maker setting has been the topic of a long series of contributions in diverse fields, e.g, finance [16]; management [17,18,19,20,21]; and epidemiology [22]. In contrast, the literature in differential games with impulse controls has been very limited, and has predominantly dealt with zero-sum games (see, e.g., [23] and [24]).…”