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An Optimal Stopping Problem for Jump Diffusion Logistic Population Model
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2016, Issue 2016 (31 Dec. 2016), pp.1-5, 5 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2016-08-09
Country of Publication
Egypt
No. of Pages
5
Main Subjects
Abstract EN
This paper examines an optimal stopping problem for the stochastic (Wiener-Poisson) jump diffusion logistic population model.
We present an explicit solution to an optimal stopping problem of the stochastic (Wiener-Poisson) jump diffusion logistic population model by applying the smooth pasting technique (Dayanik and Karatzas, 2003; Dixit, 1993).
We formulate this as an optimal stopping problem of maximizing the expected reward.
We express the critical state of the optimal stopping region and the optimal value function explicitly.
American Psychological Association (APA)
Sun, Yang& Ai, Xiaohui. 2016. An Optimal Stopping Problem for Jump Diffusion Logistic Population Model. Mathematical Problems in Engineering،Vol. 2016, no. 2016, pp.1-5.
https://search.emarefa.net/detail/BIM-1112364
Modern Language Association (MLA)
Sun, Yang& Ai, Xiaohui. An Optimal Stopping Problem for Jump Diffusion Logistic Population Model. Mathematical Problems in Engineering No. 2016 (2016), pp.1-5.
https://search.emarefa.net/detail/BIM-1112364
American Medical Association (AMA)
Sun, Yang& Ai, Xiaohui. An Optimal Stopping Problem for Jump Diffusion Logistic Population Model. Mathematical Problems in Engineering. 2016. Vol. 2016, no. 2016, pp.1-5.
https://search.emarefa.net/detail/BIM-1112364
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1112364