OPTIMAL EXPLOITATION OF RENEWABLE RESOURCES BY THE VISCOSITY SOLUTION METHOD

DOI10.1081/SAP-120014549zbMath1022.90012MaRDI QIDQ4797319

Hiroaki Morimoto, Kazuhito Kawaguchi

Publication date: 12 March 2003

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

zbMATH Keywords

Hamilton-Jacobi-Bellman equation; stochastic optimization

Mathematics Subject Classification ID

90C15: Stochastic programming

Related Items

Optimal Production Control in Stochastic Manufacturing Systems with Degenerate Demand, Optimal Consumption in a Growth Model with the CES Production Function, Some results on Bellman equations of optimal production control in a stochastic manufacturing system, Optimal consumption in a stochastic Ramsey model with Cobb-Douglas production function, Uniqueness of solution of production control problem in a manufacturing system with degenerate demand

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