Optimal control of a finite dam with diffusion input and state dependent release rates

DOI10.1016/j.camwa.2005.11.006zbMath1161.93329OpenAlexW2031014060MaRDI QIDQ2494796

Y. A. Nakhi, Mohamed Abdel-Hameed

Publication date: 30 June 2006

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2005.11.006

zbMATH Keywords

Long-run average costDiffusion processesPotentialControl policiesInfinitestimal generatorOptimal control of damsTotal discounted cost

Mathematics Subject Classification ID

Application models in control theory (93C95) Optimal stochastic control (93E20) Diffusion processes (60J60)

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Cites Work

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• Stochastic processes. A survey of the mathematical theory
• Optimal control of a finite dam using P^M_λΤ policies and penalty cost: total discounted and long run average cases
• Optimal control of finite dams: discrete (2-stage) output procedure
• Average cost under the P^M_{λ, τ} policy in a finite dam with compound Poisson inputs
• Optimal control of a dam using P_λ,τ^M policies and penalty cost when the input process is a compound Poisson process with positive drift

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