Optimal control of finite dams: continuous output procedure
From MaRDI portal
Publication:4051371
DOI10.2307/1426187zbMath0297.60043OpenAlexW2325154853MaRDI QIDQ4051371
Publication date: 1974
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1426187
Optimal stochastic control (93E20) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Markov processes (60J99)
Related Items
On optimal control of a Brownian motion, On solvability of a two-sided singular control problem, An EPQ model with inflation in an imperfect production system, A general storage model with applications to energy systems, Optimal control of a Brownian storage system, A discrete approach to designing optimal hedging-point control policies for production-inventory systems with general stochastic behavior, On the control of a generalized storage model, A diffusion model for the control of a multipurpose reservoir system