Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty

DOI10.1016/j.camwa.2022.02.013OpenAlexW3185357470MaRDI QIDQ2122611

Motoh Tsujimura, Hidekazu Yoshioka

Publication date: 7 April 2022

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.12526

zbMATH Keywords

ergodic controlcontinuous-state branching with immigration-type processerlangizationrational inattention under uncertaintystreamflow-sediment dynamics

Mathematics Subject Classification ID

Related Items (7)

Stochastic streamflow and dissolved silica dynamics with application to the worst-case long-run evaluation of water environment ⋮ Limit equations of adaptive Erlangization and their application to environmental management ⋮ CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process ⋮ Modeling and computation of cost-constrained adaptive environmental management with discrete observation and intervention ⋮ Time‐average stochastic control based on a singular local Lévy model for environmental project planning under habit formation ⋮ A non-local Fokker-Planck equation with application to probabilistic evaluation of sediment replenishment projects ⋮ Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge

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