A discrete optimality system for an optimal harvesting problem
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems,Management Information Systems
Link
http://link.springer.com/article/10.1007/s10287-017-0286-5/fulltext.html
Reference40 articles.
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4. Bismut JM (1978) An introductory approach to duality in optimal stochastic control. SIAM Rev 20(1):61–78
5. Bonnans JF, Laurent-Varin J (2006) Computation of order conditions for symplectic partitioned Runge–Kutta schemes with application to optimal control. Numerische Mathematik 103(1):1–10
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