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Showing 2020 · math.OCShow all
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math.OC2020★ 8 cited
Analytical and numerical solutions to ergodic control problems arising in environmental management
Hidekazu Yoshioka, Motoh Tsujimura, Yuta Yaegashi
Environmental management optimizing a long-run objective is an ergodic control problem whose resolution can be achieved by solving an associated non-local Hamilton-Jacobi-Bellman (…
math.OC2020★ 11 cited
HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation
H. Yoshioka, M. Tsujimura, K. Hamagami +2
We formulate a new two-variable river environmental restoration problem based on jump stochastic differential equations (SDEs) governing the sediment storage and nuisance benthic a…