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

DOI10.1002/mma.8338zbMath1530.92315arXiv2012.14087MaRDI QIDQ6066349

Motoh Tsujimura, Yuta Yaegashi, Hidekazu Yoshioka

Publication date: 12 December 2023

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.14087

zbMATH Keywords

robust controlenvironmental managementintegro-ordinary differential equationsfast-sweep methodstochastic systems in control theory

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Ecology (92D40) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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