OPTIMAL EXPLOITATION OF RENEWABLE RESOURCES BY THE VISCOSITY SOLUTION METHOD

DOI10.1081/SAP-120014549zbMath1022.90012OpenAlexW1979172695MaRDI QIDQ4797319

Hiroaki Morimoto, Kazuhito Kawaguchi

Publication date: 12 March 2003

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-120014549

zbMATH Keywords

Hamilton-Jacobi-Bellman equationstochastic optimization

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items

Some results on Bellman equations of optimal production control in a stochastic manufacturing system ⋮ Optimal consumption in a stochastic Ramsey model with Cobb-Douglas production function ⋮ Optimal Production Control in Stochastic Manufacturing Systems with Degenerate Demand ⋮ Uniqueness of solution of production control problem in a manufacturing system with degenerate demand ⋮ Optimal Consumption in a Growth Model with the CES Production Function

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