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

DOI10.2307/3212740MaRDI QIDQ4095642zbMATH OpenOpenAlexFDO

Authors 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

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

Cited in

(5)

• Optimal control of a Brownian storage system
• 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
• A diffusion model for the control of a multipurpose reservoir system

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