Robust control and hot spots in spatiotemporal economic systems

DOI10.1007/s13235-014-0109-zzbMath1303.93186OpenAlexW2050182288MaRDI QIDQ483899

Athanasios N. Yannacopoulos, Anastasios Xepapadeas, William A. Brock

Publication date: 17 December 2014

Published in: Dynamic Games and Applications (Search for Journal in Brave)

Full work available at URL: http://wpa.deos.aueb.gr/docs/BXY_robust_control_(subm26July2012).pdf

zbMATH Keywords

robust controlstochastic controlpattern formationRiccati equationhot spot formationdistance-dependent utilityHamilton-Jacobi Bellman equation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Special types of economic markets (including Cournot, Bertrand) (91B54) Spatial models in economics (91B72)

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