Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge
H Yoshioka, M Tsujimura, T Tanaka, Y Yoshioka… - … & Mathematics with …, 2022 - Elsevier
We propose a linear-quadratic (LQ) control problem of streamflow discharge by optimizing
an infinite-dimensional jump-driven stochastic differential equation (SDE). Our SDE is a …
an infinite-dimensional jump-driven stochastic differential equation (SDE). Our SDE is a …