On Optimal Harvesting Problems in Random Environments

DOI10.1137/100797333zbMath1217.93185arXiv1004.4250MaRDI QIDQ3021277

Richard H. Stockbridge, Qingshuo Song, Chao Zhu

Publication date: 22 July 2011

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.4250

zbMATH Keywords

viscosity solution; verification theorem; singular stochastic control; quasi-variational inequality; regime-switching diffusion

Mathematics Subject Classification ID

49J40: Variational inequalities

92D25: Population dynamics (general)

93E20: Optimal stochastic control

60J60: Diffusion processes

49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games

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