The stochastic control model for use conversion of land

DOI10.1007/s11401-021-0260-yzbMath1470.93168OpenAlexW3144180943MaRDI QIDQ2044117

Manni Lv, Zhou Yang, Haisheng Yang

Publication date: 4 August 2021

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11401-021-0260-y

zbMATH Keywords

HJB equationfree boundaryoptimal stochastic controlland use

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Cites Work

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• A Variational Inequality Arising from European Installment Call Options Pricing
• Penalty methods for continuous-time portfolio selection with proportional transaction costs

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