Control of dams using P^M_, policies when the input process is a nonnegative Lévy process

DOI10.1155/2011/916952MaRDI QIDQ655232zbMATH OpenOpenAlexWikidataFDO

Authors Mohamed Abdel-Hameed

Publication date 3 January 2012

Published in International Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1155/2011/916952

zbMATH Keywords

Poisson processcontrol of damspotential of dam contentLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Application models in control theory (93C95) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• P_λ^M-policy for a dam with input formed by a compound Poisson process
• A \(P_{\lambda}^M\)-policy for an \(M/G/1\) queueing system
• Average cost under the P^M_{λ, τ} policy in a finite dam with compound Poisson inputs
• On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum
• 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 using P^M_λΤ policies and penalty cost: total discounted and long run average cases
• Optimal control of a finite dam: Wiener process input
• Some remarks on first passage of Lévy processes, the American put and pasting principles
• Stochastic processes. A survey of the mathematical theory

Cited in

(4)

• Optimization under the P^M_λ,τ policy of a finite dam with both continuous and jumpwise inputs
• 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
• Average cost under the P^M_{λ, τ} policy in a finite dam with compound Poisson inputs
• Optimal control of dams using \(P_{\lambda,\tau}^{M}\) policies and penalty cost

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