Stochastic optimization of a mixed moving average process for controlling non-Markovian streamflow environments
DOI10.1016/j.apm.2022.11.009zbMath1515.93212arXiv2210.00747OpenAlexW4309580447MaRDI QIDQ6100032
Tomohiro Tanaka, Hidekazu Yoshioka, Ayumi Hashiguchi, Yumi Yoshioka
Publication date: 21 June 2023
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2210.00747
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Linear-quadratic optimal control problems (49N10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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