Periodic Storage Control Problem

نویسندگان

  • Ru-Shuo Sheu
  • Han-Hsin Chou
  • Te-Shyang Tan
چکیده

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 policyiteration algorithm also works for the PMDP. Then, with policyiteration 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. keywords—periodic Markov decision process, periodic state, policy-iteration algorithm.

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تاریخ انتشار 2012