Optimal control of a finite dam: average-cost case

DOI10.2307/3213793zbMath0566.60096OpenAlexW2333555517MaRDI QIDQ5902760

Lam Yeh

Publication date: 1985

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

Full work available at URL: https://doi.org/10.2307/3213793

zbMATH Keywords

finite damoptimal policydam storageminimizing the long-run average cost

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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