Modeling stochastic operation of reservoir under ambiguity with an emphasis on river management

DOI10.1002/OCA.2510zbMath1425.93307OpenAlexW2943308306MaRDI QIDQ5241044

Yumi Yoshioka, Hidekazu Yoshioka

Publication date: 29 October 2019

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

Full work available at URL: https://doi.org/10.1002/oca.2510

zbMATH Keywords

viscosity solutionstochastic controlfinite difference schemeHamilton-Jacobi-Bellman-Isaacs equationreservoir operation

Mathematics Subject Classification ID

Hydrology, hydrography, oceanography (86A05) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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Mathematical and numerical analyses of a stochastic impulse control model with imperfect interventions ⋮ Regime-switching constrained viscosity solutions approach for controlling dam-reservoir systems ⋮ HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation ⋮ A simple model on streamflow management with a dynamic risk measure

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