2011/11/12 by Mohamed Abdel‐Hameed, Mohamed Abdel-Hameed, Abdel-Hameed, Mohamed
Computer Science · Engineering · Mathematics · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Stability and Controllability of Differential Equations #Statistics Theory (math.ST) #math.ST #stat.TH
paper · pdf · doi:10.48550/arxiv.1111.2923
18 pages
arxiv created 2011/11/12 · openalex publication_date 2011/11/12 · arxiv updated 2011/11/15 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Zuckermann [10] considers the problem of optimal control of a finite dam assuming that the input process is Wiener with positive drift term μ≥ 0. Lam and Lou [7] treat the case where the input is a Wiener process with a reflecting boundary at its infimum, with a positive drift term, using the long-run Average and total discounted cost criteria. Attia [3] obtains results similar to those of Lam and Lou, through simpler and more direct methods. Bae et al. [5] treat the long-run average cost case when the input process is a compound Poisson process with a negative drift. In this paper we unify and extend the results of these authors