A discrete optimality system for an optimal harvesting problem
Hacer Öz Bakan, Fikriye Yilmaz, Gerhard-Wilhelm Weber
| Year of publication: |
October 2017
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|---|---|
| Authors: | Bakan, Hacer Öz ; Yilmaz, Fikriye ; Weber, Gerhard-Wilhelm |
| Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 14.2017, 4, p. 519-533
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| Subject: | Stochastic optimal control | Optimal harvesting | Stochastic partial differential equations | Symplectic partitioned Runge-Kutta schemes | Mathematik | Mathematics | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Mathematische Optimierung | Mathematical programming | Analysis | Mathematical analysis | Dynamische Optimierung | Dynamic programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10287-017-0286-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011758945