Optimal control of a one-dimensional storage process
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Publication:1062595
DOI10.1007/BF01442206zbMath0572.90021WikidataQ57636112 ScholiaQ57636112MaRDI QIDQ1062595
Publication date: 1985
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
optimal strategyBellman equationfeedback strategiesmeasurable selectioncontrolled jump processdiscounted and ergodic control problemsone- dimensional storage process
Integro-ordinary differential equations (45J05) Inventory, storage, reservoirs (90B05) Optimal stochastic control (93E20)
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Cites Work
- Ergodic control problem for one-dimensional diffusions with near-monotone cost
- A local time for a storage process
- On a functional differential equation that arises in a Markov control problem
- Errata. Characterizations of semi-reflexivity and quasi-reflexivity
- Optimal Consumption and Exploration of Nonrenewable Resources under Uncertainty
- A stochastic integral in storage theory
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