HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation (Q2034924)
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scientific article; zbMATH DE number 7362379
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation |
scientific article; zbMATH DE number 7362379 |
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HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation (English)
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23 June 2021
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sediment-algae management problem
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jump process
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Hamilton-Jacobi-Bellman equation
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Fokker-Planck equation
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semi-Lagrangian scheme
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finite difference scheme
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