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20202026
most citedHamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty

18 citations · 50 across the 14 of their papers we have counts for

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math.OC2022★ 5 cited

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…