Author:
Attia F. A.,Brockwell P. J.
Abstract
The long-run average cost per unit time of operating a finite dam controlled by a Pl
M
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).
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
6 articles.
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