The Solution of a Free Boundary Problem Related to Environmental Management Systems

DOI10.1080/07362990701567298zbMath1128.60044OpenAlexW2004465420MaRDI QIDQ5430131

Robert J. Elliott, A. I. Filinkov

Publication date: 12 December 2007

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

Full work available at URL: https://doi.org/10.1080/07362990701567298

zbMATH Keywords

free boundary problemimpulse control problemsmooth pastinglog-normal diffusions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic scheduling theory in operations research (90B36) Financial applications of other theories (91G80)

Cites Work

• Optimal timing problems in environmental economics.
• Evaluating Environmental Investments: A Real Options Approach
• Optimal environment management in the presence of irreversibilities

This page was built for publication: The Solution of a Free Boundary Problem Related to Environmental Management Systems