OPTIMAL CONTROL OF A FINITE DAM: AVERAGE-COST CASE
OPTIMAL CONTROL OF A FINITE DAM: AVERAGE-COST CASE
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有限大坝的最优控制：平均成本案例
DOI：
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发表时间：
1985
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通讯作者：
R. Boundary
中科院分区：
文献类型：
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作者：
R. Boundary
我们考虑的问题，最小化长期运行的平均成本，每单位时间的经营有限水坝类的政策P“j，以下类型。假设大坝最初是空的，释放速率保持在0，直到大坝蓄水量增加到A，一旦发生这种情况，水以速率M释放，那么只要大坝蓄水量大于7，输出速率就保持在M，如果大坝蓄水量变为7，输出速率必须降低到0。我们假设有限坝的输入水量是一个非负漂移的维纳过程
We consider the problem of minimizing the long-run average cost per unit time of operating a finite dam in the class of the policies P"j, of the following type. Assume that the dam is initially empty, the release rate is kept at 0 until the dam storage increases to A, and as soon as this occurs, water is released at rate M, then the output rate is kept at M as long as the dam storage is more than 7 and it must be decreased to 0 if the dam storage becomes 7. We assume that the input of water into the finite dam is a Wiener process with non-negative drift