A turnpike improvement algorithm for piecewise deterministic control

DOI10.1002/OCA.4660120102MaRDI QIDQ3981749zbMATH OpenOpenAlexFDO

Authors K. Boukas, Christian van Delft, Alain Haurie

Publication date 26 June 1992

Published in Optimal Control Applications \& Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/oca.4660120102

zbMATH Keywords

Howard policy improvementinfinite time horizonmanufacturing flow controlrandom stopping timeturnpike improvement

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Dynamic programming in optimal control and differential games (49L20) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Production models (90B30) Markov and semi-Markov decision processes (90C40) Application models in control theory (93C95) Optimal stochastic control (93E20)

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• Optimal control of piecewise deterministic markov process
• Stochastic optimal control. The discrete time case

Cited in

(9)

• Boundedly optimal control of piecewise deterministic systems
• Time scale decomposition in production planning for unreliable flexible manufacturing systems
• Turnpikes in flow control models of unreliable manufacturing systems
• Turnpike properties for a class of piecewise deterministic systems arising in manufacturing flow control
• Computation of optimal production plans for manufacturing systems
• scientific article; zbMATH DE number 791278 (Why is no real title available?)
• Turnpike sets in stochastic manufacturing systems with finite time horizon
• Turnpikes and computation of piecewise open-loop equilibria in stochastic differential games
• Turnpikes and computation of piecewise open-loop equilibria in stochastic differential games

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