On a problem of optimal harvesting from a stochastic system with a jump component (Q4799386)
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scientific article; zbMATH DE number 1886344
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a problem of optimal harvesting from a stochastic system with a jump component |
scientific article; zbMATH DE number 1886344 |
Statements
On a problem of optimal harvesting from a stochastic system with a jump component (English)
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2002
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optimal harvesting
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stochastic differential equation
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stochastic control
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verification theorem
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Poisson random measure
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Brownian motion with jumps
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