Limit equations of adaptive Erlangization and their application to environmental management (Q6052338): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Average-cost control of stochastic manufacturing systems. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controlled Markov processes and viscosity solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied stochastic control of jump diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second-order elliptic integro-differential equations: viscosity solutions' theory revisited / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Numerical Scheme for the Quantile Hedging Problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal exercise of American puts with transaction costs under utility maximization / rank
 
Normal rank
Property / cites work
 
Property / cites work: A differential game control problem with state constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Semi-Lagrangian Computation of Front Speeds of G-equation in ABC and Kolmogorov Flows with Estimation via Ballistic Orbits / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical approximation of a system of Hamilton-Jacobi-Bellman equations arising in innovation dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite element methods for isotropic Isaacs equations with viscosity and strong Dirichlet boundary conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical homogenization of a second order discrete model for traffic flow / rank
 
Normal rank
Property / cites work
 
Property / cites work: A non-local macroscopic model for traffic flow / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal scheduling of critically loaded multiclass \(GI/m/n+m\) queues in an alternating renewal environment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unified reinforcement Q-learning for mean field game and control problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate controllability and existence of mild solutions for Riemann-Liouville fractional stochastic evolution equations with nonlocal conditions of order \(1 < \alpha < 2\) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis and computation of a discrete costly observation model for growth estimation and management of biological resources / rank
 
Normal rank
Property / cites work
 
Property / cites work: On scale functions for Lévy processes with negative phase-type jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Double continuation regions for American options under Poisson exercise opportunities / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the randomized Schmitter problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: The least variable phase type distribution is erlang / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moments and polynomial expansions in discrete matrix-analytic models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A numerical approach for evaluating the time-dependent distribution of a quasi birth-death process / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimal stochastic jumps in multi server queue with impatient customers via stochastic control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Stopping Under Uncertainty in Drift and Jump Intensity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust optimal investment and reinsurance problems with learning / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simplified stochastic optimization model for logistic dynamics with control-dependent carrying capacity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Production control problem with semi-Markov jump under stochastic demands and deteriorating inventories / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotically optimal idling in the \(GI/GI/N+GI\) queue / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Ergodic Harvesting under Ambiguity / rank
 
Normal rank
Property / cites work
 
Property / cites work: The $\mathcal{H}_2$-optimal Control Problem of CSVIU Systems: Discounted, Counterdiscounted, and Long-Run Solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized entropy and model uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized entropic risk measures and related BSDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Harvesting of a stochastic population under a mixed regular-singular control formulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained stochastic differential games with additive structure: average and discount payoffs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic analysis of long‐term investment with two illiquid and correlated assets / rank
 
Normal rank
Property / cites work
 
Property / cites work: High order asymptotic preserving Hermite WENO fast sweeping method for the steady-state \(S_N\) transport equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fixation time of the rock-paper-scissors model: rigorous results in the well-mixed setting / rank
 
Normal rank
Property / cites work
 
Property / cites work: A classification of the dynamics of three-dimensional stochastic ecological systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic optimal execution in a mixed-market-impact Hawkes price model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A hybrid stochastic river environmental restoration modeling with discrete and costly observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust utility maximization under model uncertainty via a penalization approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some control problems with random intervention times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimax production planning in failure-prone manufacturing systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Newton-type Gauss-Seidel Lax-Friedrichs high-order fast sweeping methods for solving generalized eikonal equations at large-scale discretization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergent Difference Schemes for Degenerate Elliptic and Parabolic Equations: Hamilton--Jacobi Equations and Free Boundary Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Penalty method for indifference pricing of American option in a liquidity switching market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semismooth Newton methods with a shooting-like technique for solving a constrained free-boundary HJB equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Penalty and penalty-like methods for nonlinear HJB PDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modelling and computation of optimal multiple investment timing in multi-stage capacity expansion infrastructure projects / rank
 
Normal rank
Property / cites work
 
Property / cites work: A hybrid finite difference WENO-ZQ fast sweeping method for static Hamilton-Jacobi equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new finite difference mapped unequal-sized WENO scheme for Hamilton-Jacobi equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: User’s guide to viscosity solutions of second order partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations for finite state Markov jump processes with mean-field interaction via the comparison principle for an associated Hamilton-Jacobi equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3355178 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An efficient numerical method for the robust optimal investment problem with general utility functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3409967 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing equity-linked life insurance contracts with multiple risk factors by neural networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Volterra mortality model: actuarial valuation and risk management with long-range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimization of condition-based maintenance for multi-state deterioration systems under random shock / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities / rank
 
Normal rank

Revision as of 23:34, 2 August 2024

scientific article; zbMATH DE number 7741338
Language Label Description Also known as
English
Limit equations of adaptive Erlangization and their application to environmental management
scientific article; zbMATH DE number 7741338

    Statements

    Limit equations of adaptive Erlangization and their application to environmental management (English)
    0 references
    0 references
    0 references
    0 references
    21 September 2023
    0 references
    environmental management
    0 references
    adaptive Erlangization
    0 references
    model ambiguity
    0 references
    viscosity solution
    0 references
    limit equation
    0 references
    finite difference scheme
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references