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The Deterministic and Stochastic Shallow Lake Problem

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Author(s): George T. Kossioris , Michail Loulakis , Panagiotis E. Souganidis

Publication date Created: 12 December 2017

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Abstract

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.

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Most cited references 14

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MANAGEMENT OF EUTROPHICATION FOR LAKES SUBJECT TO POTENTIALLY IRREVERSIBLE CHANGE

S. R. Carpenter, D. Ludwig, W. Brock (1999)

0 comments Cited 189 times – based on 0 reviews      Review now

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Fast Marching Methods

J. A. Sethian (1999)

0 comments Cited 142 times – based on 0 reviews      Review now

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A Viscosity Solutions Approach to Shape-From-Shading

Elisabeth Rouy, Agnès Tourin (1992)

0 comments Cited 94 times – based on 0 reviews      Review now

Author and article information

Journal

Publication date Created: 12 December 2017

Article

ArXiV ID: 1712.04210

SO-VID: 5ffcc0cd-5268-48b0-bf3f-ec6e6b230374

License:

http://arxiv.org/licenses/nonexclusive-distrib/1.0/

History

Custom metadata

ACM classes 93E20, 60H10, 49L25

Comments 18 pages

Categories math.PR math.CA math.OC

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