Time‐average stochastic control based on a singular local Lévy model for environmental project planning under habit formation (Q6143573)
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scientific article; zbMATH DE number 7783875
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| English | Time‐average stochastic control based on a singular local Lévy model for environmental project planning under habit formation |
scientific article; zbMATH DE number 7783875 |
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Time‐average stochastic control based on a singular local Lévy model for environmental project planning under habit formation (English)
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5 January 2024
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(non-)ergodic time-average control
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finite difference method
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habit formation
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ratcheting
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sediment replenishment
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stochastic optimal control
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0.7304421067237854
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0.70872563123703
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0.7032345533370972
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0.7000449895858765
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