Regime-switching constrained viscosity solutions approach for controlling dam-reservoir systems (Q2212336)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regime-switching constrained viscosity solutions approach for controlling dam-reservoir systems |
scientific article |
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Regime-switching constrained viscosity solutions approach for controlling dam-reservoir systems (English)
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20 November 2020
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stochastic optimal control
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optimality equation
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finite difference discretization
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