The control of a finite dam

DOI10.2307/3213834zbMATH Open0502.60082OpenAlexW2333861817MaRDI QIDQ3968271FDOQ3968271

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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