Unique solvability of a singular stochastic control model for population management
type: Item
instance of: scholarly article
title: Unique solvability of a singular stochastic control model for population management
zbMATH Open document ID: 1417.93298
author: Yuta Yaegashi
author: Hidekazu Yoshioka
published in: Systems \& Control Letters
publication date: 2018-06-26T00:00:00Z
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 92D30
Mathematics Subject Classification ID: 49L25
Mathematics Subject Classification ID: 49J40
zbMATH DE Number: 6894574
zbMATH Keywords: indirect population control
zbMATH Keywords: singular stochastic control
zbMATH Keywords: variational inequality
zbMATH Keywords: viscosity solution
zbMATH Keywords: classical solution
MaRDI profile type: Publication
full work available at URL: j.sysconle.2018.03.009
OpenAlex ID: W2802149546
cites work: Optimal harvesting under stochastic fluctuations and critical depensation
cites work: Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems
cites work: On the stability of receding horizon control for continuous-time stochastic systems
cites work: On the option interpretation of rational harvesting planning
cites work: Optimal investment strategy under time-inconsistent preferences and high-water mark contract
cites work: Continuous-time stochastic control and optimization with financial applications
cites work: On Viscosity Solutions of Certain Hamilton–Jacobi Equations: Regularity Results and Generalized Sard's Theorems
DOI: 10.1016/J.SYSCONLE.2018.03.009
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description: scientific article; zbMATH DE number 6894574