Scaling limit for stochastic control problems in population dynamics
DOI10.1007/S00245-023-09989-XOpenAlexW2987683133MaRDI QIDQ2701092FDOQ2701092
Authors: Paul Jusselin, Thibaut Mastrolia
Publication date: 27 April 2023
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1911.00672
Recommendations
- Control in probability for SDE models of growth population
- On the control of density-dependent stochastic population processes with time-varying behavior
- Optimal controls for stochastic partial differential equations with an application in population modeling
- Stochastic models for structured populations. Scaling limits and long time behavior
- Approximate controllability of population dynamics with size dependence and spatial distribution
- Scaling and saturation in infinite-dimensional control problems with applications to stochastic partial differential equations
- scientific article; zbMATH DE number 884848
- Existence of solutions and optimal control for reflecting stochastic differential equations with applications to population control theory*
- Stochastic population control and RSDE with jumps
stochastic controlpopulation modelsbackward stochastic differential equation (BSDE)birth and death processesmartingale propertiesstability of BSDEs
Population dynamics (general) (92D25) Methods involving semicontinuity and convergence; relaxation (49J45)
Cites Work
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- On Lewis' simulation method for point processes
- Nonparametric inference for a family of counting processes
- Title not available (Why is that?)
- On the robustness of backward stochastic differential equations.
- Random models in ecology and evolution
- Title not available (Why is that?)
- Backward stochastic differential equations and integral-partial differential equations
- Title not available (Why is that?)
- Title not available (Why is that?)
- Donsker-type theorem for BSDEs
- Stopping times and tightness
- Protected polymorphisms and evolutionary stability of patch-selection strategies in stochastic environments
- Title not available (Why is that?)
- Backward stochastic differential equations and optimal control of marked point processes
- Backward Stochastic Differential Equations Driven By Càdlàg Martingales
- On uncertain renewable resource stocks: Optimal harvest policies and the value of stock surveys
- Optimal escapement levels in stochastic and deterministic harvesting models
- Harvesting a renewable resource under uncertainty
- Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach
- Gamma-convergence and optimal control problems
- Existence and uniqueness for backward stochastic differential equations driven by a random measure, possibly non quasi-left continuous
- Optimal control of a birth-and-death process population model
- The Representation of Martingales of Jump Processes
- Stochastic models for structured populations. Scaling limits and long time behavior
- Optimal Novikov-type criteria for local martingales with jumps
- Completion by gamma-convergence for optimal control problems
- Existence and uniqueness results for BSDE with jumps: the whole nine yards
- Optimal control of branching diffusion processes: a finite horizon problem
- Stability results for martingale representations: the general case
Cited In (4)
- On the control of density-dependent stochastic population processes with time-varying behavior
- Scaling limit for stochastic control problems in population dynamics
- Stability of backward stochastic differential equations: the general Lipschitz case
- Numerical analysis of an extended mean field game for harvesting common fishery resource
This page was built for publication: Scaling limit for stochastic control problems in population dynamics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2701092)