Regular and exploratory resource extraction models considering sustainability
From MaRDI portal
Publication:6618284
DOI10.1016/j.rinam.2024.100484MaRDI QIDQ6618284
Publication date: 14 October 2024
Published in: Results in Applied Mathematics (Search for Journal in Brave)
Hamilton-Jacobi-Bellman equationresource extractionregular controlexploratory controlfully-implicit finite difference method
Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Hamilton-Jacobi equations in optimal control and differential games (49L12)
Cites Work
- Unnamed Item
- PDE and martingale methods in option pricing.
- Continuous-time stochastic control and optimization with financial applications
- On the Bellman equation for some unbounded control problems
- Alternating evolution methods for static Hamilton-Jacobi equations
- Viscosity solutions of HJB equations with unbounded data and characteristic points
- A model for a vector-borne disease with control based on mosquito repellents: a viability analysis
- Estimate of the domain of attraction for interconnected systems
- Zero-sum semi-Markov games with state-action-dependent discount factors
- Vortex formation for a non-local interaction model with Newtonian repulsion and superlinear mobility
- Viscosity solutions to an initial value problem for a Hamilton-Jacobi equation with a degenerate Hamiltonian occurring in the dynamics of peakons
- Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility
- Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates
- Controlled Markov processes and viscosity solutions
- Viability, viscosity, and storage functions in model-predictive control with terminal constraints
- Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds
- A dynamic programming approach for controlled fractional SIS models
- A fast regularisation of a Newtonian vortex equation
- An Introduction to the Theory of Viscosity Solutions for First-Order Hamilton–Jacobi Equations and Applications
- User’s guide to viscosity solutions of second order partial differential equations
- Existence of viscosity solutions with the optimal regularity of a two-peakon Hamilton–Jacobi equation
- Exploratory HJB Equations and Their Convergence
- State-Dependent Temperature Control for Langevin Diffusions
- When to sell an asset amid anxiety about drawdowns
- Error analysis of finite difference scheme for American option pricing under regime-switching with jumps
- Maximum Entropy Optimal Control of Continuous-Time Dynamical Systems
- Choquet Regularization for Continuous-Time Reinforcement Learning
- Optimal stopping and impulse control in the presence of an anticipated regime switch
- A review of the operations literature on real options in energy
- Some advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factors
- Optimal production and regulation of gold mining: a stochastic differential game approach
- Numerical analysis of an extended mean field game for harvesting common fishery resource
- Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market
- Convergent scheme for a non-local transport system modeling dislocations dynamics
- Optimal harvesting policy for biological resources with uncertain heterogeneity for application in fisheries management
This page was built for publication: Regular and exploratory resource extraction models considering sustainability