Optimal control of a finite dam with a sample path constraint
type: Item
instance of: scholarly article
title: Optimal control of a finite dam with a sample path constraint
zbMATH Open document ID: 0844.60083
DOI: 10.1016/0895-7177(95)00179-6
author: Sunji Osaki
author: Tadashi Dohi
author: N. Kaio
published in: Mathematical and Computer Modelling
publication date: 1996-08-14T00:00:00Z
Mathematics Subject Classification ID: 60K30
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 836462
zbMATH Keywords: finite dam
zbMATH Keywords: sample path constraint
zbMATH Keywords: Wiener process
zbMATH Keywords: optimal control
zbMATH Keywords: output policy
MaRDI profile type: Publication
full work available at URL: 0895-7177(95)00179-6
OpenAlex ID: W2058556920
cites work: Two-stage output procedure of a finite dam
cites work: Optimal control of finite dams: discrete (2-stage) output procedure
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cites work: N-Stage output procedure of a finite dam
cites work: Characterization of the optimal class of output policies in a control model of a finite dam
cites work: A diffusion process model for the optimal operation of a reservoir system
cites work: Q4076577
description: scientific article; zbMATH DE number 836462