On the control of an infinite capacity storage system
From MaRDI portal
Publication:1311656
DOI10.1007/BF01585598zbMath0785.76059MaRDI 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 operator; infinite dam; integrated continuous-time Markov chain; non-decreasing Lévy process; release rule
86A05: Hydrology, hydrography, oceanography
76M35: Stochastic analysis applied to problems in fluid mechanics
60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)
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