Stochastic Skiba Sets: An Example from Models of Illicit Drug Consumption

DOI10.1007/978-3-642-12535-5_27MaRDI QIDQ3068884zbMATH OpenOpenAlexFDO

Authors Roswitha Bultmann, Gustav Feichtinger, Gernot Tragler

Publication date 18 January 2011

Published in Large-Scale Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-12535-5_27

zbMATH Keywords

Australian heroin droughtDNSS pointdrug epidemicdrug policymarket disruptionstochastic optimal controlsupply shocktreatment

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Stochastic models in economics (91B70) Optimal stochastic control (93E20)

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• Small-noise asymptotics of Hamilton-Jacobi-Bellman equations and bifurcations of stochastic optimal control problems

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