Mathematical and computational approaches for stochastic control of river environment and ecology: from fisheries viewpoint (2007.09978v2)

Abstract: We present a modern stochastic control framework for dynamic optimization of river environment and ecology. We focus on a fisheries problem in Japan, and show several examples of simplified optimal control problems of stochastic differential equations modeling fishery resource dynamics, reservoir water balance dynamics, benthic algae dynamics, and sediment storage dynamics. These problems concern different phenomena with each other, but they all reduce to solving degenerate parabolic or elliptic equations. Optimal controls and value functions of these problems are computed using finite difference schemes. Finally, we present a higher-dimensional problem of controlling a dam-reservoir system using a semi-Lagrangian discretization on sparse grids. Our contribution shows the state-of-art of modeling, analysis, and computation of stochastic control in environmental engineering and science, and related research areas.