Pollution control for switching diffusion models: approximation methods and numerical results

DOI10.3934/DCDSB.2018310MaRDI QIDQ2321079zbMATH OpenOpenAlexWikidataFDO

Authors Caojin Zhang, George Yin, Q. Zhang, Le Yi Wang

Publication date 28 August 2019

Published in Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/dcdsb.2018310

zbMATH Keywords

Markov chain approximationpollution controlswitching diffusionweak convergence

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Ecology (92D40) Optimal stochastic control (93E20)

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Cited in

(1)

• A numerical method for ergodic optimal control of switching diffusions with reflection

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