Optimal control of a finite dam: Wiener process input

DOI10.2307/3214070zbMATH Open0617.93078OpenAlexW2332751184MaRDI QIDQ3754550FDOQ3754550

Lou Jiann Hua, Lam Yeh

Publication date: 1987

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

Full work available at URL: https://doi.org/10.2307/3214070

zbMATH Keywords

Wiener processstochastic optimal controllong-run average costfinite damexpected total discounted cost

Mathematics Subject Classification ID

Brownian motion (60J65) Existence of optimal solutions to problems involving randomness (49J55) Application models in control theory (93C95) Optimal stochastic control (93E20)

Cited In (11)

• Optimal Control of a Large Dam
• A general storage model with applications to energy systems
• The control of a finite dam with penalty cost function: Wiener process input
• Continuous time inventory control for Wiener process demand
• A note on the expected discounted cost of operating a finite dam
• Optimization under the P^M_λ,τ policy of a finite dam with both continuous and jumpwise inputs
• Optimal control of a finite dam: average-cost case
• Takács' asymptotic theorem and its applications: a survey
• Control of dams using \(P^M_{\lambda,\tau}\) policies when the input process is a nonnegative Lévy process
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• Resolvent operators of Markov processes and their applications in the control of a finite dam

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