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
Descriptors:
Subject Categories:
- Statistics and Probability