Numerical Solutions for Optimal Control of Stochastic Kolmogorov Systems
نویسندگان
چکیده
This work is concerned with controlled stochastic Kolmogorov systems. Such systems have received much attention recently owing to the wide range of applications in biology and ecology. Starting basic premise that underlying system has an optimal control, this paper devoted designing numerical methods for approximation. Different from existing literature on controls, take values first quadrant. That is, each component state nonnegative. The appropriate discrete-time Markov chain be line (locally consistent) diffusion. authors demonstrate Kushner Dupuis approximation method still works. Convergence scheme proved under suitable conditions.
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ژورنال
عنوان ژورنال: Journal of Systems Science & Complexity
سال: 2021
ISSN: ['1009-6124', '1559-7067']
DOI: https://doi.org/10.1007/s11424-021-1170-5