Mathematical and numerical analyses of a stochastic impulse control model with imperfect interventions
Abstract A stochastic impulse control problem with imperfect controllability of interventions is formulated with an emphasis on applications to ecological and environmental management problems. The imperfectness comes from uncertainties with respect to the magnitude of interventions. Our model is ba...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2021-09-01
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| Series: | Journal of Mathematics in Industry |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s13362-021-00112-9 |