Optimal control of a finite dam with diffusion input and state dependent release rates
In this paper, we consider the optimal control of a finite dam using P λ,τ M policies; assuming that the dam has capacity v, the water input is a diffusion process reflected at 0, v. The release rates depend on the water content in the dam. There is a certain cost of maintaining the dam as well as a...
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| Veröffentlicht in: | Computers & mathematics with applications (1987) 2006, Vol.51 (2), p.317-324 |
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| container_end_page | 324 |
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| container_issue | 2 |
| container_start_page | 317 |
| container_title | Computers & mathematics with applications (1987) |
| container_volume | 51 |
| creator | Abdel-Hameed, M.S. Nakhi, Y.A. |
| description | In this paper, we consider the optimal control of a finite dam using
P
λ,τ
M
policies; assuming that the dam has capacity
v, the water input is a diffusion process reflected at 0,
v. The release rates depend on the water content in the dam. There is a certain cost of maintaining the dam as well as a reward received. We obtain an explicit formulas for the total discounted cost over the infinite horizon as well as the long-run average cost per a unit of time. |
| doi_str_mv | 10.1016/j.camwa.2005.11.006 |
| format | Article |
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P
λ,τ
M
policies; assuming that the dam has capacity
v, the water input is a diffusion process reflected at 0,
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P
λ,τ
M
policies; assuming that the dam has capacity
v, the water input is a diffusion process reflected at 0,
v. The release rates depend on the water content in the dam. There is a certain cost of maintaining the dam as well as a reward received. We obtain an explicit formulas for the total discounted cost over the infinite horizon as well as the long-run average cost per a unit of time.</description><subject>Control policies</subject><subject>Diffusion</subject><subject>Diffusion processes</subject><subject>Diffusion rate</subject><subject>Horizon</subject><subject>Infinitestimal generator</subject><subject>Long-run average cost</subject><subject>Mathematical analysis</subject><subject>Mathematical models</subject><subject>Moisture content</subject><subject>Optimal control</subject><subject>Optimal control of dams</subject><subject>Policies</subject><subject>Potential</subject><subject>Total discounted cost</subject><issn>0898-1221</issn><issn>1873-7668</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2006</creationdate><recordtype>article</recordtype><recordid>eNp9kMFqGzEQQEVIoU6aL-hFp5LLbkdarVY69BBM0hYCvrS5ClkaUZm1divJNf37rOOcfRoY3huYR8hnBi0DJr_uWmf3R9tygL5lrAWQV2TF1NA1g5TqmqxAadUwztlHclPKDgBEx2FFXjZzjXs7UjelmqeRToFaGmKKFam3e3qM9Q_1MYRDiVOiMc2HSm3ytFR7QnDG5DFVmnFEW5DmZV0-kQ_BjgXv3uct-f30-Gv9o3nefP-5fnhunGC8NlpLECDRb5n20Aduvd5qIbeonUXhNWgFTIfgpeWd7FVQgknZBxGwG1TX3ZIv57tznv4esFSzj8XhONqE06EYrvsOhOALeH8RZKA4GzgMJ7Q7oy5PpWQMZs5Lovx_gcwpt9mZt9zmlNswZpbci_XtbOHy7r-I2RQXMTn0MaOrxk_xov8KJVKJaw</recordid><startdate>2006</startdate><enddate>2006</enddate><creator>Abdel-Hameed, M.S.</creator><creator>Nakhi, Y.A.</creator><general>Elsevier Ltd</general><scope>6I.</scope><scope>AAFTH</scope><scope>AAYXX</scope><scope>CITATION</scope><scope>7SC</scope><scope>7TB</scope><scope>8FD</scope><scope>FR3</scope><scope>JQ2</scope><scope>KR7</scope><scope>L7M</scope><scope>L~C</scope><scope>L~D</scope><scope>7QF</scope><scope>JG9</scope></search><sort><creationdate>2006</creationdate><title>Optimal control of a finite dam with diffusion input and state dependent release rates</title><author>Abdel-Hameed, M.S. ; Nakhi, Y.A.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c412t-9960406edb19d05f2ad9b946be9cae4d9098019ffd6a23658f841665f4fe37833</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2006</creationdate><topic>Control policies</topic><topic>Diffusion</topic><topic>Diffusion processes</topic><topic>Diffusion rate</topic><topic>Horizon</topic><topic>Infinitestimal generator</topic><topic>Long-run average cost</topic><topic>Mathematical analysis</topic><topic>Mathematical models</topic><topic>Moisture content</topic><topic>Optimal control</topic><topic>Optimal control of dams</topic><topic>Policies</topic><topic>Potential</topic><topic>Total discounted cost</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Abdel-Hameed, M.S.</creatorcontrib><creatorcontrib>Nakhi, Y.A.</creatorcontrib><collection>ScienceDirect Open Access Titles</collection><collection>Elsevier:ScienceDirect:Open Access</collection><collection>CrossRef</collection><collection>Computer and Information Systems Abstracts</collection><collection>Mechanical & Transportation Engineering Abstracts</collection><collection>Technology Research Database</collection><collection>Engineering Research Database</collection><collection>ProQuest Computer Science Collection</collection><collection>Civil Engineering Abstracts</collection><collection>Advanced Technologies Database with Aerospace</collection><collection>Computer and Information Systems Abstracts Academic</collection><collection>Computer and Information Systems Abstracts Professional</collection><collection>Aluminium Industry Abstracts</collection><collection>Materials Research Database</collection><jtitle>Computers & mathematics with applications (1987)</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Abdel-Hameed, M.S.</au><au>Nakhi, Y.A.</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Optimal control of a finite dam with diffusion input and state dependent release rates</atitle><jtitle>Computers & mathematics with applications (1987)</jtitle><date>2006</date><risdate>2006</risdate><volume>51</volume><issue>2</issue><spage>317</spage><epage>324</epage><pages>317-324</pages><issn>0898-1221</issn><eissn>1873-7668</eissn><abstract>In this paper, we consider the optimal control of a finite dam using
P
λ,τ
M
policies; assuming that the dam has capacity
v, the water input is a diffusion process reflected at 0,
v. The release rates depend on the water content in the dam. There is a certain cost of maintaining the dam as well as a reward received. We obtain an explicit formulas for the total discounted cost over the infinite horizon as well as the long-run average cost per a unit of time.</abstract><pub>Elsevier Ltd</pub><doi>10.1016/j.camwa.2005.11.006</doi><tpages>8</tpages><oa>free_for_read</oa></addata></record> |
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| ispartof | Computers & mathematics with applications (1987), 2006, Vol.51 (2), p.317-324 |
| issn | 0898-1221 1873-7668 |
| language | eng |
| recordid | cdi_proquest_miscellaneous_29530442 |
| source | Elsevier ScienceDirect Journals; EZB-FREE-00999 freely available EZB journals |
| subjects | Control policies Diffusion Diffusion processes Diffusion rate Horizon Infinitestimal generator Long-run average cost Mathematical analysis Mathematical models Moisture content Optimal control Optimal control of dams Policies Potential Total discounted cost |
| title | Optimal control of a finite dam with diffusion input and state dependent release rates |
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