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Optimal control of a dam using <i>P</i><sub>λ,τ</sub><sup>M</sup> policies and penalty cost when the input process is a compound Poisson process with positive drift - MaRDI portal

Optimal control of a dam using <i>P</i><sub>λ,τ</sub><sup>M</sup> policies and penalty cost when the input process is a compound Poisson process with positive drift (Q4519104)

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scientific article; zbMATH DE number 1538492
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English
Optimal control of a dam using <i>P</i><sub>λ,τ</sub><sup>M</sup> policies and penalty cost when the input process is a compound Poisson process with positive drift
scientific article; zbMATH DE number 1538492

    Statements

    Optimal control of a dam using <i>P</i><sub>λ,τ</sub><sup>M</sup> policies and penalty cost when the input process is a compound Poisson process with positive drift (English)
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    6 October 2001
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    dam content
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    total discounted cost
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    long run average cost
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    compound Poisson process
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    Identifiers