The control of a finite dam

DOI10.2307/3213834MaRDI QIDQ3968271zbMATH OpenOpenAlexFDO

Authors F. A. Attia, Peter J. Brockwell

Publication date 1982

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

Full work available at URL https://doi.org/10.2307/3213834

zbMATH Keywords

stopping timecontrol of a damDynkin lemmagenerator of Markov processes

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Continuous-time Markov processes on general state spaces (60J25)

Cited in

(6)

• On a reflected Ornstein-Uhlenbeck process with an application
• A model in the theory of water reservoirs
• \(\mathcal{G}\)-inhomogeneous Markov systems of high order
• The control of a finite dam with penalty cost function: Wiener process input
• The Augmented Semi-Markov System in Continuous Time
• On singular control of reflected diffusions

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