Article Contents
Article Contents

# Pollution control for switching diffusion models: Approximation methods and numerical results

• * Corresponding author: George Yin

This research was supported in part by the Army Research Office under grant W911NF-15-1-0218. The research of Q. Zhang was also supported in part by the Simons Foundation under 235179

• This work focuses on optimal pollution controls. The main effort is devoted to obtaining approximation methods for optimal pollution control. To take into consideration of random environment and other random factors, the control system is formulated as a controlled switching diffusion. Markov chain approximation techniques are used to design the computational schemes. Convergence of the algorithms are obtained. To demonstrate, numerical experimental results are presented. A particular feature is that computation using real data sets is provided.

Mathematics Subject Classification: Primary: 65C20, 65C30, 60H35, 93E20.

 Citation:

• Figure 1.  The control actions in two states

Figure 2.  The value functions in two states

Figure 3.  The control actions and value functions in two states

Figure 4.  The histograms of distributions

Figure 5.  Value functions and optimal controls for NO2

Figure 6.  Control actions of NO2 on testing set based on optimal strategy

Figure 7.  Control actions of NOx on testing set based on optimal strategy

Figure 8.  Value functions and optimal controls for 2 dimension system

Figure 9.  Value functions and optimal controls for a 4 dimension case

Figure 10.  Control actions on testing set based on optimal strategy

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