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math.OC2024
Optimal control, viscosity approximation and Arrhenius Law for the shallow lake problem
Angeliki Koutsimpela, Michail Loulakis
We prove existence of optimal control for the deterministic and stochastic shallow lake problem without any restrictions on the parameter space and we establish a generalization of…
math.OC2023
On the optimally controlled stochastic shallow lake
Angeliki Koutsimpela, Michail Loulakis
We consider the stochastic control problem of the shallow lake and continue the work of G. T. Kossioris, Loulakis, and Souganidis (2019) in three directions. First, we generalise t…