HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation (Q2034924)

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HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation
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    HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation (English)
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    23 June 2021
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    sediment-algae management problem
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    jump process
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    Hamilton-Jacobi-Bellman equation
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    Fokker-Planck equation
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    semi-Lagrangian scheme
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    finite difference scheme
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