On the control of an infinite capacity storage system
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Publication:1311656
DOI10.1007/BF01585598zbMath0785.76059OpenAlexW2083272324MaRDI QIDQ1311656
F. A. Attia, Peter J. Brockwell
Publication date: 21 January 1994
Published in: Stochastic Hydrology and Hydraulics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01585598
resolvent operatorinfinite damintegrated continuous-time Markov chainnon-decreasing Lévy processrelease rule
Hydrology, hydrography, oceanography (86A05) Stochastic analysis applied to problems in fluid mechanics (76M35) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
Cites Work
- Optimal design of a storage system with constant or linear release rate
- Optimal Consumption and Exploration of Nonrenewable Resources under Uncertainty
- Extreme values, range and weak convergence of integrals of Markov chains
- Stationary distributions for dams with additive input and content-dependent release rate
- The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule
- Resolvent operators of Markov processes and their applications in the control of a finite dam
- A stochastic integral in storage theory