当输入过程是非负的lsamvy过程时,使用策略控制大坝

M. Abdel-Hameed
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引用次数: 3

摘要

我们考虑了一个大坝的政策,其中的水输入是一个增加的Levy过程。水的释放速率在水位上交叉时刻由0变为0,在水位下交叉时刻由0变为0。我们确定了大坝容量的潜力,并计算了总贴现和长期平均成本。我们还发现了坝体含量的平稳分布。我们的结果扩展了文献中的结果,假设水的输入是泊松过程。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Control of Dams Using Policies When the Input Process Is a Nonnegative Lévy Process
We consider policy of a dam in which the water input is an increasing Levy process. The release rate of the water is changed from 0 to and from to 0 at the moments when the water level upcrosses level and downcrosses level , respectively. We determine the potential of the dam content and compute the total discounted as well as the long-run average cost. We also find the stationary distribution of the dam content. Our results extend the results in the literature when the water input is assumed to be a Poisson process.
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