Optimization under the PMλ,τ policy of a finite dam with both continuous and jumpwise inputs

DOI10.1239/JAP/1118777190zbMATH Open1075.60578OpenAlexW1982988772MaRDI QIDQ5697604FDOQ5697604

Kyung Eun Lim, Eui Yong Lee, Jee Seon Baek

Publication date: 18 October 2005

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

Full work available at URL: https://doi.org/10.1239/jap/1118777190

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• Optimal control of a finite dam using P^M_λΤ policies and penalty cost: total discounted and long run average cases
• Optimal control of dams using \(P_{\lambda,\tau}^{M}\) policies and penalty cost
• Optimal control of a dam using P_λ,τ^M policies and penalty cost when the input process is a compound Poisson process with positive drift
• Control of dams using \(P^M_{\lambda,\tau}\) policies when the input process is a nonnegative Lévy process
• P_λ^M-policy for a dam with input formed by a compound Poisson process
• Average cost under the P^M_{λ, τ} policy in a finite dam with compound Poisson inputs

zbMATH Keywords

Wiener processcompound Poisson processlong-run average cost

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Inventory, storage, reservoirs (90B05)

Cites Work

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• Title not available (Why is that?)
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• Optimal control of finite dams: discrete (2-stage) output procedure
• Optimal control of a finite dam: average-cost case
• Optimal control of a dam using P_λ,τ^M policies and penalty cost when the input process is a compound Poisson process with positive drift
• Optimal control of a finite dam: Wiener process input
• P_λ^M-policy for a dam with input formed by a compound Poisson process
• Average cost under the P^M_{λ, τ} policy in a finite dam with compound Poisson inputs

Cited In (6)

• A note on the expected discounted cost of operating a finite dam
• Optimal control of dams using \(P_{\lambda,\tau}^{M}\) policies and penalty cost
• Average cost under the P^M_{λ, τ} policy in a finite dam with compound Poisson inputs
• Control of dams using \(P^M_{\lambda,\tau}\) policies when the input process is a nonnegative Lévy process
• Title not available (Why is that?)
• Optimal control of a finite dam using P^M_λΤ policies and penalty cost: total discounted and long run average cases

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