Characterization of the optimal class of output policies in a control model of a finite dam

DOI10.2307/3213065zbMath0486.60095OpenAlexW2318877529MaRDI QIDQ3946936

Dror Zuckerman

Publication date: 1981

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

Full work available at URL: https://doi.org/10.2307/3213065

zbMATH Keywords

controlWiener processstrong Markov propertyhitting timefinite damswitching costsample pathstationary policy

Mathematics Subject Classification ID

Brownian motion (60J65) Optimal stochastic control (93E20) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (2)

A model in the theory of water reservoirs ⋮ Optimal control of a finite dam with a sample path constraint

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