On Optimal Harvesting Problems in Random Environments
From MaRDI portal
Publication:3021277
DOI10.1137/100797333zbMath1217.93185arXiv1004.4250OpenAlexW2084891256MaRDI 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
viscosity solutionverification theoremsingular stochastic controlquasi-variational inequalityregime-switching diffusion
Variational inequalities (49J40) Population dynamics (general) (92D25) Optimal stochastic control (93E20) Diffusion processes (60J60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
Related Items
Optimal inventory control with path-dependent cost criteria ⋮ Hybrid optimal impulse control ⋮ Optimal harvesting policy of a stochastic food chain population model ⋮ On singular control problems with state constraints and regime-switching: a viscosity solution approach ⋮ Numerical methods for optimal harvesting strategies in random environments under partial observations ⋮ Optimal harvesting control and dynamics of two-species stochastic model with delays ⋮ The effects of random and seasonal environmental fluctuations on optimal harvesting and stocking ⋮ Analysis of a stochastic tri-trophic food-chain model with harvesting ⋮ Optimal sustainable harvesting of populations in random environments ⋮ On an ergodic two-sided singular control problem ⋮ Optimal Ergodic Harvesting under Ambiguity ⋮ Optimal harvesting policy of logistic population model in a randomly fluctuating environment ⋮ Optimal harvesting of a competitive n-species stochastic model with delayed diffusions ⋮ Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk ⋮ Two-player zero-sum stochastic differential games with regime switching ⋮ Optimal dividend policies for piecewise-deterministic compound Poisson risk models ⋮ Optimal stopping problem for jump-diffusion processes with regime-switching ⋮ Verification theory and approximate optimal harvesting strategy for a stochastic competitive ecosystem subject to Lévy noise ⋮ Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls ⋮ Optimal harvesting strategies for stochastic competitive Lotka-Volterra ecosystems ⋮ Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions ⋮ Wellposedness of viscosity solutions to weakly coupled HJB equations under Hölder \textit{continuous conditions} ⋮ Optimal control of the risk process in a regime-switching environment ⋮ Optimal harvesting policy of a stochastic predator-prey model with time delay ⋮ Optimal harvesting of a stochastic mutualism model with Lévy jumps ⋮ Sustainable harvesting policies under long-run average criteria: near optimality ⋮ A numerical approach to optimal dividend policies with capital injections and transaction costs ⋮ Optimal harvesting of a stochastic delay competitive model ⋮ A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables ⋮ Optimal exploitation for hybrid systems of renewable resources under partial observation ⋮ Harvesting of interacting stochastic populations ⋮ Nonzero-sum impulse games with regime switching ⋮ Harvesting and seeding of stochastic populations: analysis and numerical approximation ⋮ Optimal Singular Control Problem in Infinite Horizon for Stochastic Processes with Regime-Switching ⋮ Dynamics of a stochastic delay competitive model with harvesting and Markovian switching ⋮ Harvesting of a stochastic population under a mixed regular-singular control formulation ⋮ Optimal harvesting of a stochastic logistic model with time delay ⋮ Optimal harvesting policy for a stochastic predator-prey model
