dc.date.accessioned | 2020-03-31T18:16:52Z | |
dc.date.available | 2020-11-25T23:46:06Z | |
dc.date.created | 2019-09-20T10:15:08Z | |
dc.date.issued | 2019 | |
dc.identifier.citation | Agram, Nacira Hilbert, Astrid Øksendal, Bernt . Singular control of SPDEs with space-mean dynamics. Mathematical Control and Related Fields. 2019 | |
dc.identifier.uri | http://hdl.handle.net/10852/74318 | |
dc.description.abstract | We consider the problem of optimal singular control of a stochastic partial differential equation (SPDE) with space-mean dependence. Such systems are proposed as models for population growth in a random environment. We obtain sufficient and necessary maximum principles for these control problems. The corresponding adjoint equation is a reflected backward stochastic partial differential equation (BSPDE) with space-mean dependence. We prove existence and uniqueness results for such equations. As an application we study optimal harvesting from a population modelled as an SPDE with space-mean dependence. | |
dc.language | EN | |
dc.title | Singular control of SPDEs with space-mean dynamics | |
dc.type | Journal article | |
dc.creator.author | Agram, Nacira | |
dc.creator.author | Hilbert, Astrid | |
dc.creator.author | Øksendal, Bernt | |
cristin.unitcode | 185,15,13,0 | |
cristin.unitname | Matematisk institutt | |
cristin.ispublished | false | |
cristin.fulltext | postprint | |
cristin.qualitycode | 1 | |
dc.identifier.cristin | 1727074 | |
dc.identifier.bibliographiccitation | info:ofi/fmt:kev:mtx:ctx&ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Mathematical Control and Related Fields&rft.volume=&rft.spage=&rft.date=2019 | |
dc.identifier.jtitle | Mathematical Control and Related Fields | |
dc.identifier.doi | https://doi.org/10.3934/mcrf.2020004 | |
dc.identifier.urn | URN:NBN:no-77443 | |
dc.type.document | Tidsskriftartikkel | |
dc.type.peerreviewed | Peer reviewed | |
dc.source.issn | 2156-8472 | |
dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/74318/1/%255BAHO%255D8.8.2019%252CSingular-SPDEspace-mean.pdf | |
dc.type.version | AcceptedVersion | |
dc.relation.project | NFR/250768 | |