Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge
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Publication:2094349
DOI10.1016/j.camwa.2022.09.009OpenAlexW4223454110WikidataQ115359466 ScholiaQ115359466MaRDI QIDQ2094349
Motoh Tsujimura, Tomohiro Tanaka, Yumi Yoshioka, Hidekazu Yoshioka, Ayumi Hashiguchi
Publication date: 28 October 2022
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2204.05716
stochastic controlintegral operator Riccati equationMarkovian liftriver managementsuperposition of Ornstein-Uhlenbeck processes
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
Related Items (2)
CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process ⋮ Stochastic optimization of a mixed moving average process for controlling non-Markovian streamflow environments
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