Optimal control of a finite dam: Wiener process input

DOI10.2307/3214070zbMath0617.93078OpenAlexW2332751184MaRDI QIDQ3754550

Lou Jiann Hua, Lam Yeh

Publication date: 1987

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

Full work available at URL: https://doi.org/10.2307/3214070

zbMATH Keywords

Wiener processstochastic optimal controllong-run average costfinite damexpected total discounted cost

Mathematics Subject Classification ID

Application models in control theory (93C95) Brownian motion (60J65) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (8)

The control of a finite dam with penalty cost function: Wiener process input ⋮ A note on the expected discounted cost of operating a finite dam ⋮ Control of dams using \(P^M_{\lambda,\tau}\) policies when the input process is a nonnegative Lévy process ⋮ Optimization under the P^M_λ,τ policy of a finite dam with both continuous and jumpwise inputs ⋮ A general storage model with applications to energy systems ⋮ Takács' asymptotic theorem and its applications: a survey ⋮ Optimal Control of a Large Dam ⋮ Continuous time inventory control for Wiener process demand

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