Periodic Storage Control Problem
| Autor: | Ru-Shuo Sheu, Han-Hsin Chou, Te-Shyang Tan |
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| Jazyk: | angličtina |
| Rok vydání: | 2012 |
| DOI: | 10.5281/zenodo.1330528 |
| Popis: | Considering a reservoir with periodic states and different cost functions with penalty, its release rules can be modeled as a periodic Markov decision process (PMDP). First, we prove that policy- iteration algorithm also works for the PMDP. Then, with policy- iteration algorithm, we obtain the optimal policies for a special aperiodic reservoir model with two cost functions under large penalty and give a discussion when the penalty is small. |
| Databáze: | OpenAIRE |
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