Regime-switching constrained viscosity solutions approach for controlling dam-reservoir systems
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Publication:2212336
DOI10.1016/j.camwa.2020.09.005zbMath1453.76183arXiv2001.02070OpenAlexW3088220533MaRDI QIDQ2212336
Yumi Yoshioka, Hidekazu Yoshioka
Publication date: 20 November 2020
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.02070
Hydrology, hydrography, oceanography (86A05) Finite difference methods applied to problems in fluid mechanics (76M20) Stochastic analysis applied to problems in fluid mechanics (76M35) Optimal stochastic control (93E20)
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