A note on the expected discounted cost of operating a finite dam

DOI10.1016/0304-4149(89)90109-9zbMath0668.60062OpenAlexW4254515104MaRDI QIDQ1118260

F. A. Attia

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0304-4149(89)90109-9

zbMATH Keywords

finite damlong-run average cost per unit timeexpected discounted costgeometric Wiener process

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (1)

On a reflected Ornstein-Uhlenbeck process with an application

Cites Work

• The control of a finite dam with penalty cost function: Markov input rate
• Optimal control of a finite dam: Wiener process input
• Two-stage output procedure of a finite dam
• Resolvent operators of Markov processes and their applications in the control of a finite dam
• Optimal control of a finite dam: average-cost case

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