Some Solvable Stochastic Control Problems With Delay

DOI10.1080/17442500008834259zbMath0999.93072OpenAlexW1993643789MaRDI QIDQ2706906

Ismail Elsanosi, Agnès Sulem, Bernt Øksendal

Publication date: 2 December 2002

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10852/10709

zbMATH Keywords

singular controloptimal harvestingstochastic differential delay equationsufficient variational inequality

Mathematics Subject Classification ID

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Cites Work

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• Optimal harvesting of stochastically fluctuating populations
• Optimal harvesting from a population in a stochastic crowded environment
• Functional Integration and Partial Differential Equations. (AM-109)
• Optimization of the flow of dividends
• Optimal harvesting from interacting populations in a stochastic environment

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