A complete solution to a long-run sand augmentation problem under uncertainty

DOI10.1007/978-981-19-0836-1_10MaRDI QIDQ6636249zbMATH OpenFDO

Authors Hidekazu Yoshioka, Haruka Tomobe

Publication date 12 November 2024

Full work available at URL https://doi.org/10.1007/978-981-19-0836-1_10

zbMATH Keywords

ergodic controlsand managementviscosity solution

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Granular flows (76T25)

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Cites work

• HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation
• User’s guide to viscosity solutions of second order partial differential equations

Cited in

(1)

• Time‐average stochastic control based on a singular local Lévy model for environmental project planning under habit formation

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