Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge

DOI10.1016/j.camwa.2022.09.009zbMath1524.92129arXiv2204.05716WikidataQ115359466 ScholiaQ115359466MaRDI QIDQ6396298

Hidekazu Yoshioka, Motoh Tsujimura, Yumi Yoshioka, Ayumi Hashiguchi, Tomohiro Tanaka

Publication date: 12 April 2022

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Ecology (92D40) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Jets and cavities, cavitation, free-streamline theory, water-entry problems, airfoil and hydrofoil theory, sloshing (76B10)

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