On a problem of optimal harvesting from a stochastic system with a jump component
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Publication:4799386
DOI10.1080/1045112021000025970zbMath1036.93067OpenAlexW2093373486MaRDI QIDQ4799386
Publication date: 2002
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1045112021000025970
stochastic differential equationstochastic controlverification theoremoptimal harvestingPoisson random measureBrownian motion with jumps
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