Optimal control of finite dams: continuous output procedure

DOI10.2307/1426187MaRDI QIDQ4051371zbMATH OpenOpenAlexFDO

Authors Malcolm J. Faddy

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

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60) Markov processes (60J99) Optimal stochastic control (93E20)

Cited in

(8)

• A general storage model with applications to energy systems
• An EPQ model with inflation in an imperfect production system
• Optimal control of a Brownian storage system
• On solvability of a two-sided singular control problem
• On optimal control of a Brownian motion
• 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

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