Stochastic impulse control of nonsmooth dynamics with partial observation and execution delay: Application to an environmental restoration problem

DOI10.1002/oca.2723zbMath1476.93165arXiv2006.16034OpenAlexW3145900829WikidataQ113109184 ScholiaQ113109184MaRDI QIDQ5159840

Hidekazu Yoshioka, Yuta Yaegashi

Publication date: 28 October 2021

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.16034

zbMATH Keywords

Hamilton-Jacobi-Bellman equation Fokker-Planck equation nonsmooth dynamics environmental restoration stochastic impulse control with random observations and execution delay

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20) Fokker-Planck equations (35Q84) Impulsive control/observation systems (93C27)

Related Items (5)

Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty ⋮ Optimal sizing of the sediment replenishment capacity based on robust ergodic control of subordinator-driven dynamics ⋮ 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

This page was built for publication: Stochastic impulse control of nonsmooth dynamics with partial observation and execution delay: Application to an environmental restoration problem