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Singular control of...
Singular control of SPDEs with space-mean dynamics
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- Agram, Nacira, 1987- (författare)
- Linnéuniversitetet,Institutionen för matematik (MA),Stochastic analysis and stochastic processes;DISA-DSM
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- Hilbert, Astrid, 1955- (författare)
- Linnéuniversitetet,Institutionen för matematik (MA),Stochastic analysis and stochastic processes;DISA-DSM
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- Øksendal, Bernt (författare)
- University of Oslo, Norway
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(creator_code:org_t)
- American Institute of Mathematical Sciences, 2020
- 2020
- Engelska.
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Ingår i: Mathematical Control & Related Fields. - : American Institute of Mathematical Sciences. - 2156-8472 .- 2156-8499. ; 10:2, s. 425-441
- Relaterad länk:
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https://arxiv.org/ab...
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visa fler...
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https://www.aimscien...
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https://urn.kb.se/re...
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https://doi.org/10.3...
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Abstract
Ämnesord
Stäng
- We consider the problem of optimal singular control of a stochastic partial differential equation (SPDE) with space-mean dependence. Such systems are proposed as models for population growth in a random environment. We obtain sufficient and necessary maximum principles for such control problems. The corresponding adjoint equation is a reflected backward stochastic partial differential equation (BSPDE) with space-mean dependence. We prove existence and uniqueness results for such equations. As an application we study optimal harvesting from a population modelled as an SPDE with space-mean dependence.
Ämnesord
- NATURVETENSKAP -- Matematik -- Beräkningsmatematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Computational Mathematics (hsv//eng)
Nyckelord
- Matematik
- Mathematics
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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