Singular control of SPDEs with space-mean dynamics

DOI10.3934/MCRF.2020004zbMath1459.60135arXiv1902.06539OpenAlexW2990013799MaRDI QIDQ2197196

Nacira Agram, Astrid Hilbert, Bernt Øksendal

Publication date: 28 August 2020

Published in: Mathematical Control and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.06539

zbMATH Keywords

maximum principlestochastic partial differential equationsoptimal harvestingreflected backward stochastic partial differential equationsspace-mean dependencespace-mean reaction diffusion equation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (4)

SPDEs with space interactions and application to population modelling ⋮ On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach ⋮ A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator ⋮ On a Class of Infinite-Dimensional Singular Stochastic Control Problems

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