Numerical methods for optimal harvesting strategies in random environments under partial observations

DOI10.1016/j.automatica.2016.03.025zbMath1339.93102OpenAlexW2341741269MaRDI QIDQ290829

G. George Yin, Ky Quan Tran

Publication date: 3 June 2016

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2016.03.025

zbMATH Keywords

singular controlcontrolled regime-switching diffusionharvesting problempartial observationWonham filter

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) White noise theory (60H40) Stochastic systems in control theory (general) (93E03)

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Hybrid optimal impulse control, Stochastic Kolmogorov systems driven by wideband noises, Optimal harvesting of stochastic population models with periodic coefficients, A survey of numerical solutions for stochastic control problems: some recent progress, Analysis and computation of a discrete costly observation model for growth estimation and management of biological resources, Coexistence, extinction, and optimal harvesting in discrete-time stochastic population models, Optimal exploitation for hybrid systems of renewable resources under partial observation, Harvesting of interacting stochastic populations, Numerical solutions for optimal control of stochastic Kolmogorov systems, Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model

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