  We propose a linear-quadratic (LQ) control problem of streamflow discharge by
optimizing an infinite-dimensional jump-driven stochastic differential equation
(SDE). Our SDE is a superposition of Ornstein-Uhlenbeck processes (supOU
process), generating a sub-exponential autocorrelation function observed in
actual data. The integral operator Riccati equation is heuristically derived to
determine the optimal control of the infinite-dimensional system. In addition,
its finite-dimensional version is derived with a discretized distribution of
the reversion speed and computed by a finite difference scheme. The optimality
of the Riccati equation is analyzed by a verification argument. The supOU
process is parameterized based on the actual data of a perennial river. The
convergence of the numerical scheme is analyzed through computational
experiments. Finally, we demonstrate the application of the proposed model to
realistic problems along with the Kolmogorov backward equation for the
performance evaluation of controls.
