Survival maximization for a Laguerre population (Q1432043)
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scientific article; zbMATH DE number 2074137
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| English | Survival maximization for a Laguerre population |
scientific article; zbMATH DE number 2074137 |
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Survival maximization for a Laguerre population (English)
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14 June 2004
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The paper considers a certain one-dimensional diffusion process which is a generalization of the Laguerre process and is used in genetics to model the evolution of a certain population. The problems of forcing this diffusion process to take on the value \(d>0\) before \(0,\) and that of forcing the process to remain above \(0\) for at least a fixed time \(s,\) are studied in this paper. The aim of both problems is to maximize the survival time of the population. The risk sensitivity of the optimizer is taken into account in both problems.
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Brownian motion
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diffusion processes
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stochastic control
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risk sensitivity
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hitting time
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stochastic differential equation
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0.710986316204071
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0.6848642826080322
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0.6798505187034607
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0.6717938780784607
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0.6687405705451965
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