An exact viscosity solution to a Hamilton–Jacobi–Bellman quasi-variational inequality for animal population management
Abstract We formulate a stochastic impulse control model for animal population management and a candidate of exact solutions to a Hamilton–Jacobi–Bellman quasi-variational inequality. This model has a qualitatively different functional form of the performance index from the existing monotone ones. S...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
SpringerOpen
2019-06-01
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Series: | Journal of Mathematics in Industry |
Subjects: | |
Online Access: | http://link.springer.com/article/10.1186/s13362-019-0062-y |