Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge (Q2094349)

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scientific article; zbMATH DE number 7608996
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Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge
scientific article; zbMATH DE number 7608996

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    Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge (English)
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    28 October 2022
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    river management
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    superposition of Ornstein-Uhlenbeck processes
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    stochastic control
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    integral operator Riccati equation
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    Markovian lift
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