Optimal singular stochastic problem on harvesting system.

Yang, Rui-cheng; Liu, Kun-hui

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

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

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Yang, 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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