Stochastic optimal control and simulations with application to the cashew nut sector in Senegal
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Publication:2143541
DOI10.1016/j.rinam.2022.100272zbMath1492.91196MaRDI QIDQ2143541
Philip Ngare, Babacar Mbaye Ndiaye, Amadou Saikou Diallo, Steeven Belvinos Affognon
Publication date: 31 May 2022
Published in: Results in Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.rinam.2022.100272
93E20: Optimal stochastic control
60H30: Applications of stochastic analysis (to PDEs, etc.)
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
91B55: Economic dynamics
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