A diffusion process model for the optimal operation of a reservoir system

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Publication:4095642

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DOI10.2307/3212740zbMath0329.60048OpenAlexW4242654230MaRDI QIDQ4095642

Stanley R. Pliska

Publication date: 1975

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

Full work available at URL: https://doi.org/10.2307/3212740

Mathematics Subject Classification ID

Linear programming (90C05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (5)

A diffusion approximation for a network of reservoirs with power law release rule ⋮ Optimal control of a finite dam with a sample path constraint ⋮ N-Stage output procedure of a finite dam ⋮ Optimal control of a Brownian storage system ⋮ A diffusion model for the control of a multipurpose reservoir system

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