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Figure 2 | Journal of Mathematics in Industry

Figure 2

From: Mathematical and numerical analyses of a stochastic impulse control model with imperfect interventions

Figure 2

The numerical value function computed by the ODE-based method (green line) and the numerical solution by the finite difference scheme with 1,000 cells (blue line). The left vertical axis represents their values. The values of dashed vertical lines are \(x = \bar{x} - \bar{\xi } \) and \(x = \bar{x}\) from the left to the right, respectively. The lower-threshold \(\underline{x} = \underline{x} ( x )\) (\(\bar{x} \le x \le X_{\max } \)) is also plotted in the figure (red line). The right vertical axis represents its value

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