On an evolution problem associated to the modelling of incertitude into the environment
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Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Dynamic programming in optimal control and differential games (49L20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20) Random operators and equations (aspects of stochastic analysis) (60H25)
Recommendations
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- Environmental problems, uncertainty, and mathematical modeling
Cites work
- scientific article; zbMATH DE number 158461 (Why is no real title available?)
- Analysis of a degenerate obstacle problem on an unbounded set arising in the environment
- Optimal environment management in the presence of irreversibilities
- Problèmes unilateraux
- User’s guide to viscosity solutions of second order partial differential equations
Cited in
(4)- Actions on Environment under uncertainty: stochastic formulation and the associated deterministic problem
- Environmental problems, uncertainty, and mathematical modeling
- Monotone methods in counterparty risk models with nonlinear Black-Scholes-type equations
- Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects
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