Optimal consumption and exploration: A case study in piecewise-deterministic Markov modelling
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Publication:1808218
DOI10.1023/A:1018918027153zbMath0959.91046OpenAlexW4776762MaRDI QIDQ1808218
Mohammad Farid, Mark H. A. Davis
Publication date: 2 December 1999
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1018918027153
Hamilton-Jacobi-Bellman equationviscosity solutionstochastic optimal controlnon-renewable resourcesoptimal decisionpiecewise-deterministic Markov process
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