Díaz Díaz, Gregorio and Díaz Díaz, Jesús Ildefonso and Faghloumi, C. (2007) On an evolution problem associated to the modelling of incertitude into the environment. Nonlinear analysis. Real world applications : an international multidisciplinary journal, 8 (1). pp. 399-404. ISSN 1468-1218
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Official URL: http://www.sciencedirect.com/science/journal/14681218
Abstract
We consider a mathematical model, posed by J.E. Scheinkman, simulating that an industrial project takes place into the environment without destroying it. We introduce a change of variable leading the formulation to a nonlinear evolution problem which we study by means of L-infinity-accretive operator techniques. We prove that under suitable conditions there is extinction in finite time, which corresponds to some special behaviour of the solution of the original stochastic control problem.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Stochastic control problem, Incertitude environment, Unilateral problems |
| Subjects: | Sciences > Mathematics > Stochastic processes |
| ID Code: | 12432 |
| Deposited On: | 17 Mar 2011 09:30 |
| Last Modified: | 17 Mar 2011 09:30 |
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