18 citations · 82 across the 23 of their papers we have counts for
3 papers · 1 filter
Stochastic optimization of a mixed moving average process for controlling non-Markovian streamflow environments
Hidekazu Yoshioka, Tomohiro Tanaka, Yumi Yoshioka +1
We investigated a cost-constrained static ergodic control problem of the variance of measure-valued affine processes and its application in streamflow management. The controlled sy…
A supCBI process with application to streamflow discharge and a model reduction
Hidekazu Yoshioka
We propose a new stochastic model for streamflow discharge timeseries as a jump-driven process, called a superposition of continuous-state branching processes with immigration (a s…
Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge
Hidekazu Yoshioka, Motoh Tsujimura, Tomohiro Tanaka +2
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 su…