Unique solvability of a singular stochastic control model for population management

DOI10.1016/J.SYSCONLE.2018.03.009zbMath1417.93298OpenAlexW2802149546MaRDI QIDQ1647443

Yuta Yaegashi, Hidekazu Yoshioka

Publication date: 26 June 2018

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2018.03.009

zbMATH Keywords

variational inequalityviscosity solutionclassical solutionsingular stochastic controlindirect population control

Mathematics Subject Classification ID

Epidemiology (92D30) Variational inequalities (49J40) Stochastic systems in control theory (general) (93E03) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (3)

Admissibility analysis of stochastic singular systems with Poisson switching ⋮ A simplified stochastic optimization model for logistic dynamics with control-dependent carrying capacity ⋮ Biological population management based on a Hamilton–Jacobi–Bellman equation with boundary blow up

Cites Work

• Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems
• Continuous-time stochastic control and optimization with financial applications
• Optimal harvesting under stochastic fluctuations and critical depensation
• On the option interpretation of rational harvesting planning
• Optimal investment strategy under time-inconsistent preferences and high-water mark contract
• On the stability of receding horizon control for continuous-time stochastic systems
• On Viscosity Solutions of Certain Hamilton–Jacobi Equations: Regularity Results and Generalized Sard's Theorems

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