Dual stochastic descriptions of streamflow dynamics under model ambiguity through a Markovian embedding
DOI10.1186/S13362-023-00135-4zbMATH Open1537.93797MaRDI QIDQ6543319
Hidekazu Yoshioka, Yumi Yoshioka
Publication date: 24 May 2024
Published in: Journal of Mathematics in Industry (Search for Journal in Brave)
Hamilton-Jacobi-Bellman equationstochastic processesbackward stochastic differential equationnon-Markovian processesnumerical Markovian embeddingstreamflow management
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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