On an evolution problem associated to the modelling of incertitude into the environment

DOI10.1016/J.NONRWA.2006.03.013zbMath1142.49014OpenAlexW2096999062MaRDI QIDQ864239

C. Faghloumi, Gregorio Díaz, Jesús Ildefonso Díaz

Publication date: 13 February 2007

Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)

Full work available at URL: https://eprints.ucm.es/id/eprint/12432/1/2006onanevolution-11.pdf

zbMATH Keywords

stochastic control problemunilateral problemsincertitude environment

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Random operators and equations (aspects of stochastic analysis) (60H25) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

Related Items (2)

Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects ⋮ Monotone methods in counterparty risk models with nonlinear Black-Scholes-type equations

Cites Work

• Unnamed Item
• Analysis of a degenerate obstacle problem on an unbounded set arising in the environment
• Problèmes unilateraux
• User’s guide to viscosity solutions of second order partial differential equations
• Optimal environment management in the presence of irreversibilities

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