Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization

DOI10.1016/j.camwa.2018.12.004zbMath1442.92199OpenAlexW2904843011WikidataQ128719461 ScholiaQ128719461MaRDI QIDQ2203922

Hidekazu Yoshioka, Yumi Yoshioka, Yuta Yaegashi, Kunihiko Hamagami

Publication date: 2 October 2020

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2018.12.004

zbMATH Keywords

finite difference schemestochastic impulse controlsedimentalgae population controlHamilton-Jacobi-Bellman quasi-variational inequality (HJBQVI)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ecology (92D40) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (6)

Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty ⋮ Mathematical and numerical analyses of a stochastic impulse control model with imperfect interventions ⋮ Analytical and numerical solutions to ergodic control problems arising in environmental management ⋮ Stochastic optimal switching model for migrating population dynamics ⋮ HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation ⋮ Biological population management based on a Hamilton–Jacobi–Bellman equation with boundary blow up

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