Mathematical and numerical analyses of a stochastic impulse control model with imperfect interventions
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Publication:2138187
DOI10.1186/s13362-021-00112-9zbMath1490.93135OpenAlexW3203608366WikidataQ113179282 ScholiaQ113179282MaRDI QIDQ2138187
Yuta Yaegashi, Hidekazu Yoshioka
Publication date: 11 May 2022
Published in: Journal of Mathematics in Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13362-021-00112-9
finite difference schemepopulation dynamicsHamilton-Jacobi-Bellman quasi variational inequalityimperfect impulse controlODE-based method
Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Impulsive control/observation systems (93C27)
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