Optimal Control of a Large Dam

DOI10.1239/JAP/1175267176MaRDI QIDQ5443714zbMATH OpenOpenAlexFDO

Authors Vyacheslav Abramov

Publication date 22 February 2008

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

Full work available at URL https://arxiv.org/abs/math/0512118

zbMATH Keywords

asymptotic analysiscontrol problemdamstate-dependent queue

Mathematics Subject Classification ID

Tauberian theorems (40E05) Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Inventory, storage, reservoirs (90B05)

Abstract: A large dam model is an object of study of this paper. The parameters $L^{lower}$ and $L^{upper}$ are its lower and upper levels, $L=L^{upper}-L^{lower}$ is large, and if a current level of water is between these bounds, then the dam is assumed to be in normal state. Passage one or other bound leads to damage. Let $J_1$ $(J_2)$ denote the damage cost of crossing the lower (upper) level. It is assumed that input stream of water is described by a Poisson process, while the output stream is state-dependent (the exact formulation of the problem is given in the paper). Let $L_t$ denote the dam level at time $t$, and let $p_1=li{m}_{toinfty}mathbfP{L}_t=L^{lower}$, $p_2=li{m}_{toinfty}mathbfP{L}_t>L^{upper}$ exist. The long-run average cost $J=p_1{J}_1+p_2{J}_2$ is a performance measure. The aim of the paper is to choose the parameter of output stream (exactly specified in the paper) minimizing $J$.

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Cited in

(11)

• Numerical simulation of the optimal control evolution dam problem
• Regime-switching constrained viscosity solutions approach for controlling dam-reservoir systems
• Examples concerning Abel and Cesàro limits
• Statistical analysis of single-server loss queueing systems
• Optimal control of dams
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