On the optimally controlled stochastic shallow lake

DOI10.1080/00207179.2023.2284861MaRDI QIDQ6666632

Michail Loulakis, Angeliki Koutsimpela

Publication date: 20 January 2025

Published in: International Journal of Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Cites Work

• Title not available (Why is that?)
• Small-noise asymptotics of Hamilton-Jacobi-Bellman equations and bifurcations of stochastic optimal control problems
• Skiba points and heteroclinic bifurcations, with applications to the shallow lake system
• Bifurcations of optimal vector fields in the shallow lake model
• Stochastic calculus. An introduction through theory and exercises
• Existence of the optimum in Shallow Lake type models with hysteresis effect
• Existence of solutions to shallow lake type optimal control problems
• The deterministic and stochastic shallow lake problem
• Discontinuous solutions of deterministic optimal stopping time problems
• Stability of dynamical systems
• Foundations of Modern Probability
• The value function of the shallow lake problem as a viscosity solution of a HJB equation
• Stochastic Processes and Applications
• Bifurcations of Optimal Vector Fields

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