The control of a finite dam with penalty cost function: Wiener process input

DOI10.1016/0304-4149(87)90207-9zbMath0649.60086OpenAlexW1969735795MaRDI QIDQ1105919

F. A. Attia

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90207-9

zbMATH Keywords

finite damlong-run average cost per unit timepenalty costWiener process with a reflecting boundary

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (1)

On a reflected Ornstein-Uhlenbeck process with an application

Cites Work

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• The control of a finite dam with penalty cost function: Markov input rate
• Optimal control of a finite dam: Wiener process input
• The control of a finite dam
• Two-stage output procedure of a finite dam
• Optimal control of finite dams: discrete (2-stage) output procedure

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