RT Journal Article
T1 Actions on Environment under uncertainty: stochastic formulation and the associated deterministic problem
A1 Díaz Díaz, Jesús Ildefonso
A1 Faghloumi, Ch.
AB An application of the results of this paper proves that there is not always an economic benefit when destroying the environment for planting an alternative industrial project. Our criterion, to act, to delay or to deny the industrial investment over the environment, is given in terms of the free boundary associated to a deterministic degenerate obstacle problem (on in unbounded domain) associated to the stochastic optimal control problem formulated, initially, in terms of some suitable stochastic diffusion processes. The localizing estimates on the free boundary are obtained through a suitable spatial change of variables and by working with a suitable distance associated to the coefficient of the elliptic operator.
PB Real Academia Ciencias Exactas Físicas Y Naturales
SN 1578-7303
YR 2008
FD 2008
LK https://hdl.handle.net/20.500.14352/49929
UL https://hdl.handle.net/20.500.14352/49929
LA eng
NO DGISGP (Spain)
NO CAM
NO UCM
DS Docta Complutense
RD 10 abr 2025