Resolvent operators of Markov processes and their applications in the control of a finite dam

DOI10.2307/3214038zbMATH Open0679.60076OpenAlexW2323584613MaRDI QIDQ4729124FDOQ4729124

Authors: F. A. Attia 

Publication date: 1989

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

Full work available at URL: https://doi.org/10.2307/3214038

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zbMATH Keywords

stopping timeresolvent operatorsoptimal policycost functionalbivariate Markov processlong-run average costgeometric Wiener process

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Transition functions, generators and resolvents (60J35)

Cited In (2)

• A note on the expected discounted cost of operating a finite dam
• On the control of an infinite capacity storage system

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