Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A simple model on streamflow management with a dynamic risk measure   We present an exactly-solvable risk-minimizing stochastic differential game
for flood management in rivers. The streamflow dynamics follow stochastic
differential equations driven by a Levy process. An entropic dynamic risk
measure is employed to evaluate a flood risk under model uncertainty. The
problem is solved via a Hamilton-Jacobi-Bellman-Isaacs equation. We explicitly
derive an optimal flood mitigation policy along with its existence criteria and
the worst-case probability measure. A backward stochastic differential
representation as an alternative formulation is also presented.

19
The categories of this paper are: eess
0
The categories of this paper are: hep-ph
17
The categories of this paper are: q-fin
31
The categories of this paper are: ao-sci
1
The categories of this paper are: cs
11
The categories of this paper are: hep-lat
30
The categories of this paper are: q-alg
16
The categories of this paper are: stat
32
The categories of this paper are: atom-ph
6
The categories of this paper are: astro-ph
13
The categories of this paper are: quant-ph
36
The categories of this paper are: cmp-lg
35
The categories of this paper are: mtrl-th
12
The categories of this paper are: nucl-th
18
The categories of this paper are: econ
23
The categories of this paper are: solv-int