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

DOI10.1080/07362990701567298MaRDI QIDQ5430131zbMATH OpenOpenAlexFDO

Authors Robert J. Elliott, A. 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 problemlog-normal diffusionssmooth pasting

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)

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Cites work

• Evaluating environmental investments: a real options approach
• Optimal environment management in the presence of irreversibilities
• Optimal timing problems in environmental economics.

Cited in

(2)

• Actions on Environment under uncertainty: stochastic formulation and the associated deterministic problem
• Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects

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