Singular stochastic control in the presence of a state-dependent yield structure
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Publication:1411892
DOI10.1016/S0304-4149(99)00102-7zbMATH Open1028.60082WikidataQ127109594 ScholiaQ127109594MaRDI QIDQ1411892FDOQ1411892
Authors: Luis H. R. Alvarez 
Publication date: 3 November 2003
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
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Cited In (24)
- Comparison of optimal harvesting policies with general logistic growth and a general harvesting function
- On a class of singular stochastic control problems for reflected diffusions
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping
- OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS
- On singular control problems with state constraints and regime-switching: a viscosity solution approach
- On singular stochastic control and optimal stopping of spectrally negative jump diffusions
- Singular stochastic control model for algae growth management in dam downstream
- An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward
- An optimal extraction problem with price impact
- Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
- On singular control of reflected diffusions
- On a dual risk model perturbed by diffusion with dividend threshold
- Optimal harvesting strategies for stochastic competitive Lotka-Volterra ecosystems
- Asymptotic harvesting of populations in random environments
- The effects of random and seasonal environmental fluctuations on optimal harvesting and stocking
- Optimal exploitation for hybrid systems of renewable resources under partial observation
- Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation
- Optimal sustainable harvesting of populations in random environments
- Sustainable harvesting policies under long-run average criteria: near optimality
- Optimal multi-dimensional stochastic harvesting with density-dependent prices
- Harvesting and seeding of stochastic populations: analysis and numerical approximation
- Harvesting of interacting stochastic populations
- A constrained non-linear regular-singular stochastic control problem, with applications.
- Harvesting of a stochastic population under a mixed regular-singular control formulation
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