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

DOI10.3934/DCDSB.2018310zbMATH Open1478.93746OpenAlexW2899151523WikidataQ128961012 ScholiaQ128961012MaRDI QIDQ2321079FDOQ2321079

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

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zbMATH Keywords

weak convergenceMarkov chain approximationpollution controlswitching diffusion

Mathematics Subject Classification ID

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

Cited In (1)

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

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