Numerical methods for optimal harvesting strategies in random environments under partial observations (Q290829)
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scientific article; zbMATH DE number 6589235
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| English | Numerical methods for optimal harvesting strategies in random environments under partial observations |
scientific article; zbMATH DE number 6589235 |
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Numerical methods for optimal harvesting strategies in random environments under partial observations (English)
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3 June 2016
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harvesting problem
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controlled regime-switching diffusion
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singular control
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partial observation
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Wonham filter
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0.8018838167190552
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0.7814633250236511
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0.740787148475647
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0.7307314276695251
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0.7294361591339111
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