Stochastic Models for the Amount of Overflow in a Finite Dam with Random Inputs, Random Outputs, and Exponential Release Policy

DOI10.1080/07362994.2011.564448zbMath1221.60134OpenAlexW2064349459MaRDI QIDQ3005160

V. Thangaraj, V. Muralidhar, P. R. Vittal

Publication date: 7 June 2011

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

Full work available at URL: https://doi.org/10.1080/07362994.2011.564448

zbMATH Keywords

beta functionsmaster equationsfinite damimbedding methodabsorbing and reflecting barriershyper geometric functions

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Continued fraction calculations (number-theoretic aspects) (11Y65)

Related Items (3)

A Novel Method of Solving a Quadratic Programming Problem Under Stochastic Conditions ⋮ First exit times and diffusion approximations for storage models with Poisson inputs, Poisson outputs and deterministic release rule ⋮ Stochastic Dynamics for Passage Times and Diffusion Approximations for Finite Capacity Storage Models with Different Kinds of Barriers

Cites Work

• Unnamed Item
• Storage problems in continuous time with random inputs, random outputs, and deterministic release
• On a first-passage problem for a cumulative process with exponential decay
• FIRST-EXIT TIMES FOR POISSON SHOT NOISE
• Application of Methods in Sequential Analysis to Dam Theory
• The First Passage Time Density for Homogeneous Skip-free Walks on the Continuum

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