Harvesting of a Stochastic Population Under a Mixed Regular-Singular Control Formulation.

Ky Quan Tran Bich T. N. Le George Yin

Published in: J. Optim. Theory Appl. (2022)

Keyphrases

stochastic control
control system
asset liability management
learning algorithm
monte carlo
control problems
control theory
brownian motion
optimal solution
feasible solution
population size