Optimal control of a finite dam: Wiener process input (Q3754550)
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scientific article; zbMATH DE number 4002019
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| English | Optimal control of a finite dam: Wiener process input |
scientific article; zbMATH DE number 4002019 |
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Optimal control of a finite dam: Wiener process input (English)
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1987
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Wiener process
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stochastic optimal control
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finite dam
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expected total discounted cost
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long-run average cost
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0.899543285369873
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0.8739525675773621
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0.8642288446426392
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