scientific article; zbMATH DE number 4039778

MaRDI QIDQ3778658zbMATH OpenFDO

Authors Yeh Lam

Publication date 1987

zbMATH Keywords

expected total discounted costfinite damlong-run average costoptimal policy

Mathematics Subject Classification ID

Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Optimal stochastic control (93E20)

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Cited in

(9)

• Geometric processes and replacement problem
• A note on the expected discounted cost of operating a finite dam
• Optimal control of a finite dam with a sample path constraint
• Time periodic optimal policy for operation of a water storage tank using the dynamic programming approach
• Optimal control of a finite dam using P^M_λΤ policies and penalty cost: total discounted and long run average cases
• Optimal control of a finite dam: Wiener process input
• Optimal control of a finite dam: average-cost case
• Optimal control of a finite dam: average-cost case
• Optimal control of dams using \(P_{\lambda,\tau}^{M}\) policies and penalty cost

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