Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations
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Publication:2332705
DOI10.1016/j.cam.2019.112399zbMath1429.93421OpenAlexW2970731638WikidataQ127364985 ScholiaQ127364985MaRDI QIDQ2332705
Motoh Tsujimura, Hidekazu Yoshioka
Publication date: 5 November 2019
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2019.112399
finite difference schemefixed point problemmodel ambiguityoptimality equationecological managementdiscrete and costly observations
Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20) Ecology (92D40) Stochastic systems in control theory (general) (93E03) Impulsive control/observation systems (93C27)
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