# Optimal singular stochastic problem on harvesting system.

Applied Mathematics E-Notes [electronic only] (2004)

- Volume: 4, page 133-141
- ISSN: 1607-2510

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top## How to cite

topYang, Rui-cheng, and Liu, Kun-hui. "Optimal singular stochastic problem on harvesting system.." Applied Mathematics E-Notes [electronic only] 4 (2004): 133-141. <http://eudml.org/doc/51609>.

@article{Yang2004,

author = {Yang, Rui-cheng, Liu, Kun-hui},

journal = {Applied Mathematics E-Notes [electronic only]},

keywords = {singular control; stochastic differential equation; verification theorem; optimal harvesting strategy; optimal return function},

language = {eng},

pages = {133-141},

publisher = {Department of Mathematics, Tsing Hua University},

title = {Optimal singular stochastic problem on harvesting system.},

url = {http://eudml.org/doc/51609},

volume = {4},

year = {2004},

}

TY - JOUR

AU - Yang, Rui-cheng

AU - Liu, Kun-hui

TI - Optimal singular stochastic problem on harvesting system.

JO - Applied Mathematics E-Notes [electronic only]

PY - 2004

PB - Department of Mathematics, Tsing Hua University

VL - 4

SP - 133

EP - 141

LA - eng

KW - singular control; stochastic differential equation; verification theorem; optimal harvesting strategy; optimal return function

UR - http://eudml.org/doc/51609

ER -

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