| Publication | Date of Publication | Type |
|---|
Cost-efficient monitoring of continuous-time stochastic processes based on discrete observations
Applied Stochastic Models in Business and Industry | 2024-07-25 | Paper |
Numerical analysis of an extended mean field game for harvesting common fishery resource
Computers & Mathematics with Applications | 2024-06-04 | Paper |
Time‐average stochastic control based on a singular local Lévy model for environmental project planning under habit formation
Mathematical Methods in the Applied Sciences | 2024-01-05 | Paper |
Analytical and numerical solutions to ergodic control problems arising in environmental management
Mathematical Methods in the Applied Sciences | 2023-12-12 | Paper |
Modeling and computation of cost-constrained adaptive environmental management with discrete observation and intervention
Journal of Computational and Applied Mathematics | 2023-06-19 | Paper |
A robust consumption model when the intensity of technological progress is ambiguous
Mathematics and Financial Economics | 2023-03-15 | Paper |
Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge
Computers & Mathematics with Applications | 2022-10-28 | Paper |
Optimal sizing of the sediment replenishment capacity based on robust ergodic control of subordinator-driven dynamics
Optimization | 2022-10-24 | Paper |
Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge
(available as arXiv preprint) | 2022-04-12 | Paper |
Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty
Computers & Mathematics with Applications | 2022-04-07 | Paper |
Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty
(available as arXiv preprint) | 2021-07-26 | Paper |
A hybrid stochastic river environmental restoration modeling with discrete and costly observations
Optimal Control Applications & Methods | 2021-07-22 | Paper |
HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation
Computers & Mathematics with Applications | 2021-06-23 | Paper |
HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation
(available as arXiv preprint) | 2020-08-31 | Paper |
Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations
Journal of Computational and Applied Mathematics | 2019-11-05 | Paper |
Irreversible investment, operating flexibility, and time lags
Asia-Pacific Journal of Operational Research | 2010-06-10 | Paper |
Induced effects and technological innovation with strategic environmental policy
European Journal of Operational Research | 2008-06-11 | Paper |
An impulse control of a geometric Brownian motion with quadratic costs
European Journal of Operational Research | 2005-10-17 | Paper |
Optimal implementation of environmental improvement policy with implementation costs
Scientiae Mathematicae Japonicae | 2003-11-02 | Paper |
| scientific article; zbMATH DE number 1741245 (Why is no real title available?) | 2002-05-15 | Paper |
A rational logit dynamic for decision-making under uncertainty: well-posedness, vanishing-noise limit, and numerical approximation
(available as arXiv preprint) | N/A | Paper |
