Existence of solutions and optimal control for reflecting stochastic differential equations with applications to population control theory*

DOI10.1080/07362999208809256MaRDI QIDQ3988924zbMATH OpenOpenAlexFDO

Authors

Publication date 28 June 1992

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999208809256

zbMATH Keywords

\(\varepsilon\)-optimal controloptimal controlreflecting stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

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Cites work

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• scientific article; zbMATH DE number 3720745 (Why is no real title available?)
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 3793150 (Why is no real title available?)
• scientific article; zbMATH DE number 3567644 (Why is no real title available?)
• Nonconvex minimization problems
• Stochastic differential equations for multi-dimensional domain with reflecting boundary
• Stochastic differential equations with reflecting boundary conditions
• The variational principle and stochastic optimal control

Cited in

(6)

• On solutions of backward stochastic differential equations with jumps and applications
• Unique solvability of a singular stochastic control model for population management
• On the existence of stochastic optimal control of distributed state system
• Scaling limit for stochastic control problems in population dynamics
• scientific article; zbMATH DE number 4159797 (Why is no real title available?)
• Stochastic population control and RSDE with jumps

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