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The control of a finite dam

Published online by Cambridge University Press:  14 July 2016

F. A. Attia  and
P. J. Brockwell
F. A. Attia*
Affiliation:
University of Kuwait
P. J. Brockwell*
Affiliation:
Colorado State University
*
∗ Postal address: Department of Mathematics, University of Kuwait, P.O. Box 5969, Kuwait. Work done while on sabbatical leave at Colorado State University.
∗∗ Postal address: Department of Statistics, Colorado State University, Fort Collins, CO 80523, U.S.A.
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Abstract

The long-run average cost per unit time of operating a finite dam controlled by a PlM policy (Faddy (1974), Zuckerman (1977)) is determined when the cumulative input process is (a) a Wiener process with drift and (b) the integral of a Markov chain. It is shown how the cost for (a) can be obtained as the limit of the costs associated with a sequence of input processes of the type (b).

Keywords

INTEGRAL OF MARKOV CHAINGENERATORFINITE DAMHITTING TIMECONTROL OF A DAMWIENER PROCESS
Type
Research Papers
Information
Journal of Applied Probability , Volume 19 , Issue 4 , December 1982 , pp. 815 - 825
Copyright
Copyright © Applied Probability Trust 1982 

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Footnotes

Research supported by NSF Grant No. MCS 78–00915–01.

References

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