Optimal control of a finite dam with a sample path constraint

DOI10.1016/0895-7177(95)00179-6zbMath0844.60083OpenAlexW2058556920MaRDI QIDQ1905847

Shunji Osaki, Naoto Kaio, Tadashi Dohi

Publication date: 14 August 1996

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(95)00179-6

zbMATH Keywords

optimal controlWiener processfinite damoutput policysample path constraint

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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Cites Work

• Unnamed Item
• N-Stage output procedure of a finite dam
• Characterization of the optimal class of output policies in a control model of a finite dam
• A diffusion process model for the optimal operation of a reservoir system
• The control of a multipurpose reservoir
• Two-stage output procedure of a finite dam
• Optimal control of finite dams: discrete (2-stage) output procedure

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