Stochastic Control Modeling for Forest Stand Management under Uncertain Price Dynamics through Geometric Brownian Motion

Atsushi Yoshimoto

doi:10.1007/bf02762512

Stochastic Control Modeling for Forest Stand Management under Uncertain Price Dynamics through Geometric Brownian Motion

Journal of Forest Research ◽

10.1007/bf02762512 ◽

2002 ◽

Vol 7 (2) ◽

pp. 81-90 ◽

Cited By ~ 8

Author(s):

Atsushi Yoshimoto

Keyword(s):

Brownian Motion ◽

Stochastic Control ◽

Forest Stand ◽

Geometric Brownian Motion ◽

Price Dynamics ◽

Stand Management ◽

Control Modeling

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Stochastic Control Modelling for Forest Stand Management Under Uncertain Environments

FORMATH ◽

10.15684/formath.01.006 ◽

2002 ◽

Vol 1 (0) ◽

pp. 89-109

Author(s):

Atsushi Yoshimoto

Keyword(s):

Stochastic Control ◽

Forest Stand ◽

Uncertain Environments ◽

Stand Management

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A Comparative Analysis of A Stochastic Control Model based on Mean-Reverting Process for Forest Stand Management

FORMATH ◽

10.15684/formath.05.005 ◽

2006 ◽

Vol 5 (0) ◽

pp. 85-104

Author(s):

Atsushi Yoshimoto

Keyword(s):

Comparative Analysis ◽

Stochastic Control ◽

Control Model ◽

Forest Stand ◽

Stand Management ◽

Model Based ◽

Mean Reverting Process

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The generalization of a class of impulse stochastic control models of a geometric Brownian motion

Science in China Series F Information Sciences ◽

10.1007/s11432-009-0099-4 ◽

2009 ◽

Vol 52 (6) ◽

pp. 983-998 ◽

Cited By ~ 3

Author(s):

XiaoPeng Liu ◽

KunHui Liu

Keyword(s):

Brownian Motion ◽

Stochastic Control ◽

Geometric Brownian Motion ◽

Control Models ◽

Stochastic Control Models

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Effects of estimation length on parameter estimates of geometric Brownian motion for log price dynamics

Journal of Forest Research ◽

10.1007/s10310-004-0082-2 ◽

2004 ◽

Vol 9 (3) ◽

pp. 239-248

Author(s):

Atsushi Yoshimoto ◽

Takashi Kato

Keyword(s):

Brownian Motion ◽

Geometric Brownian Motion ◽

Parameter Estimates ◽

Price Dynamics ◽

Log Price

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THE RELIABILITY OF GEOMETRIC BROWNIAN MOTION FORECASTS OF S&P 500 INDEX VALUES

Journal of Forecasting ◽

10.1002/for.2775 ◽

2021 ◽

Author(s):

Amit K. Sinha

Keyword(s):

Brownian Motion ◽

Geometric Brownian Motion

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Beyond Geometric Brownian Motion Models

An Elementary Introduction to Mathematical Finance ◽

10.1017/cbo9780511921483.015 ◽

2012 ◽

pp. 265-284 ◽

Cited By ~ 1

Author(s):

Sheldon M. Ross

Keyword(s):

Brownian Motion ◽

Geometric Brownian Motion ◽

Motion Models

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Geometric Brownian motion with affine drift and its time-integral

Applied Mathematics and Computation ◽

10.1016/j.amc.2020.125874 ◽

2021 ◽

Vol 395 ◽

pp. 125874

Author(s):

Runhuan Feng ◽

Pingping Jiang ◽

Hans Volkmer

Keyword(s):

Brownian Motion ◽

Geometric Brownian Motion ◽

Time Integral

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Beyond Geometric Brownian Motion Models

An Elementary Introduction to Mathematical Finance ◽

10.1017/cbo9780511800634.013 ◽

2002 ◽

pp. 213-232

Keyword(s):

Brownian Motion ◽

Geometric Brownian Motion ◽

Motion Models

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A MAP estimator based on geometric Brownian motion for sample distances of laser triangulation data

Optics and Lasers in Engineering ◽

10.1016/j.optlaseng.2016.05.009 ◽

2016 ◽

Vol 86 ◽

pp. 98-105 ◽

Cited By ~ 4

Author(s):

Markus Herrmann ◽

Marius Otesteanu

Keyword(s):

Brownian Motion ◽

Geometric Brownian Motion ◽

Laser Triangulation ◽

Map Estimator

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Autocorrelated multivariate process control: A geometric Brownian motion approach

10.1063/1.4823979 ◽

2013 ◽

Cited By ~ 2

Author(s):

Revathi Sagadavan ◽

Maman A. Djauhari

Keyword(s):

Brownian Motion ◽

Process Control ◽

Geometric Brownian Motion ◽

Multivariate Process ◽

Multivariate Process Control

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