On Optimal Harvesting Problems in Random Environments (Q3021277)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Optimal Harvesting Problems in Random Environments |
scientific article |
Statements
On Optimal Harvesting Problems in Random Environments (English)
0 references
22 July 2011
0 references
regime-switching diffusion
0 references
singular stochastic control
0 references
quasi-variational inequality
0 references
viscosity solution
0 references
verification theorem
0 references
