Optimal control of a finite dam using PMλΤ policies and penalty cost: total discounted and long run average cases

DOI10.2307/3214831zbMath0726.60099OpenAlexW2330798974MaRDI QIDQ3350444

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Publication date: 1990

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214831

zbMATH Keywords

damMarkov processeslong term average costsoptimal control of diffusion process

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Transition functions, generators and resolvents (60J35) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (5)

Optimal control of dams using \(P_{\lambda,\tau}^{M}\) policies and penalty cost ⋮ Control of dams using \(P^M_{\lambda,\tau}\) policies when the input process is a nonnegative Lévy process ⋮ Takács' asymptotic theorem and its applications: a survey ⋮ Optimal control of a finite dam with diffusion input and state dependent release rates ⋮ Optimal Control of a Large Dam

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