Scaling limit for stochastic control problems in population dynamics
From MaRDI portal
Publication:2701092
DOI10.1007/s00245-023-09989-xOpenAlexW2987683133MaRDI QIDQ2701092
Thibaut Mastrolia, Paul Jusselin
Publication date: 27 April 2023
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1911.00672
stochastic controlbirth and death processesbackward stochastic differential equation (BSDE)stability of BSDEspopulation modelsmartingale properties
Population dynamics (general) (92D25) Methods involving semicontinuity and convergence; relaxation (49J45)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Random models in ecology and evolution
- Optimal Novikov-type criteria for local martingales with jumps
- Existence and uniqueness for backward stochastic differential equations driven by a random measure, possibly non quasi-left continuous
- Harvesting a renewable resource under uncertainty
- On uncertain renewable resource stocks: Optimal harvest policies and the value of stock surveys
- Optimal escapement levels in stochastic and deterministic harvesting models
- Gamma-convergence and optimal control problems
- Optimal control of a birth-and-death process population model
- Nonparametric inference for a family of counting processes
- Stopping times and tightness
- Completion by gamma-convergence for optimal control problems
- Existence and uniqueness results for BSDE with jumps: the whole nine yards
- Optimal control of branching diffusion processes: a finite horizon problem
- On the robustness of backward stochastic differential equations.
- Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach
- Protected polymorphisms and evolutionary stability of patch-selection strategies in stochastic environments
- Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes
- Backward stochastic differential equations and integral-partial differential equations
- Backward Stochastic Differential Equations Driven By Càdlàg Martingales
- On Lewis' simulation method for point processes
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- The Representation of Martingales of Jump Processes
- Stability results for martingale representations: The general case
- Stochastic Models for Structured Populations
- Donsker-type theorem for BSDEs
