Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: An implicit method for the finite time horizon Hamilton-Jacobi-Bellman
  quasi-variational inequalities   We propose a new numerical method for solving the Hamilton-Jacobi-Bellman
quasi-variational inequality associated with the combined impulse and
stochastic optimal control problem over a finite time horizon. Our method
corresponds to an implicit method in the field of numerical methods for partial
differential equations, and thus it is advantageous in the sense that the
stability condition is independent of the discretization parameters. We apply
our method to the finite time horizon optimal forest harvesting problem, which
considers exiting from the forestry business at a finite time. We show that the
behavior of the obtained optimal harvesting strategy of the extended problem
coincides with our intuition.

3
The categories of this paper are: physics
34
The categories of this paper are: chem-ph
14
The categories of this paper are: math-ph
36
The categories of this paper are: cmp-lg
17
The categories of this paper are: q-fin
4
The categories of this paper are: cond-mat
29
The categories of this paper are: funct-an
32
The categories of this paper are: atom-ph
0
The categories of this paper are: hep-ph
20
The categories of this paper are: acc-phys
6
The categories of this paper are: astro-ph
30
The categories of this paper are: q-alg
10
The categories of this paper are: q-bio
13
The categories of this paper are: quant-ph
23
The categories of this paper are: solv-int
1
The categories of this paper are: cs