The deterministic and stochastic shallow lake problem

DOI10.1007/978-3-030-15338-0_3zbMath1432.91090arXiv1712.04210OpenAlexW3105761636MaRDI QIDQ2290658

Michail Loulakis, Georgios T. Kossioris, Panagiotis E. Souganidis

Publication date: 29 January 2020

Full work available at URL: https://arxiv.org/abs/1712.04210

zbMATH Keywords

viscosity solutionoptimal stochastic controlshallow lake pollution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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Analytical and numerical solutions to ergodic control problems arising in environmental management

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