Accession Number:

ADA030464

Title:

On the Time to First Overflow in Dams with Inputs Forming a Markov Chain.

Descriptive Note:

Technical rept.,

Corporate Author:

STANFORD UNIV CALIF DEPT OF OPERATIONS RESEARCH

Personal Author(s):

Report Date:

1976-08-01

Pagination or Media Count:

17.0

Abstract:

A finite dam is studied in which the net input in each period, i.e. the excess of input over demand, is a function of a Markov chain. By using a martingale, the joint distribution of the time to first overflow and the cumulative unsatisfied demand until overflow is investigated. The probability of overflow before the unsatisfied demand exceeds a fixed level is also considered. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE