The Deterministic and Stochastic Shallow Lake Problem
The Deterministic and Stochastic Shallow Lake Problem
We study the welfare function of the deterministic and stochastic shallow lake problem. We show that the welfare function is the viscosity solution of the associated Bellman equation, we establish several properties including its asymptotic behaviour at infinity and we present a convergent monotone numerical scheme.
Michail Loulakis、George T. Kossioris、Panagiotis E. Souganidis
环境科学基础理论数学
Michail Loulakis,George T. Kossioris,Panagiotis E. Souganidis.The Deterministic and Stochastic Shallow Lake Problem[EB/OL].(2017-12-12)[2025-06-04].https://arxiv.org/abs/1712.04210.点此复制
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