Survival maximization for a Laguerre population
type: Item
instance of: scholarly article
title: Survival maximization for a Laguerre population
zbMATH Open document ID: 1043.92024
DOI: 10.1080/1024123021000061944
author: Mario Lefebvre
published in: Mathematical Problems in Engineering
publication date: 2004-06-14T00:00:00Z
full work available at URL: https://eudml.org/doc/50890
review text: The paper considers a certain one-dimensional diffusion process which is a generalization of the Laguerre process and is used in genetics to model the evolution of a certain population. The problems of forcing this diffusion process to take on the value \(d>0\) before \(0,\) and that of forcing the process to remain above \(0\) for at least a fixed time \(s,\) are studied in this paper. The aim of both problems is to maximize the survival time of the population. The risk sensitivity of the optimizer is taken into account in both problems.
reviewed by: Anatoliy Swishchuk
Mathematics Subject Classification ID: 92D15
Mathematics Subject Classification ID: 60J70
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 2074137
zbMATH Keywords: Brownian motion
zbMATH Keywords: diffusion processes
zbMATH Keywords: stochastic control
zbMATH Keywords: risk sensitivity
zbMATH Keywords: hitting time
zbMATH Keywords: stochastic differential equation
MaRDI profile type: Publication
OpenAlex ID: W2037429848
description: scientific article; zbMATH DE number 2074137