Optimal oil-owner behavior in piecewise deterministic models

DOI10.1155/2013/368096zbMath1298.49061OpenAlexW2108912627WikidataQ58919608 ScholiaQ58919608MaRDI QIDQ457924

Atle Seierstad

Publication date: 30 September 2014

Published in: Journal of Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/368096

zbMATH Keywords

optimal controloil productionpiecewise deterministic models

Mathematics Subject Classification ID

Applications of optimal control and differential games (49N90) Production theory, theory of the firm (91B38)

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Cites Work

• Applied stochastic control of jump diffusions.
• MDP algorithms for portfolio optimization problems in pure jump markets
• On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance
• Stochastic Control in Discrete and Continuous Time

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