{"title":"当输入过程是非负的lsamvy过程时,使用策略控制大坝","authors":"M. Abdel-Hameed","doi":"10.1155/2011/916952","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":196477,"journal":{"name":"International Journal of Stochastic Analysis","volume":"53 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2011-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":"{\"title\":\"Control of Dams Using Policies When the Input Process Is a Nonnegative Lévy Process\",\"authors\":\"M. Abdel-Hameed\",\"doi\":\"10.1155/2011/916952\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":196477,\"journal\":{\"name\":\"International Journal of Stochastic Analysis\",\"volume\":\"53 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2011-09-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"3\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"International Journal of Stochastic Analysis\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1155/2011/916952\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Journal of Stochastic Analysis","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1155/2011/916952","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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.