Risk-Sensitive Production Planning of Stochastic Manufacturing Systems: A Singular Perturbation Approach (Q4698797)

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scientific article; zbMATH DE number 754134
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Risk-Sensitive Production Planning of Stochastic Manufacturing Systems: A Singular Perturbation Approach
scientific article; zbMATH DE number 754134

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    Risk-Sensitive Production Planning of Stochastic Manufacturing Systems: A Singular Perturbation Approach (English)
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    11 May 1995
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    risk-sensitive control
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    robust production planning
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    stochastic manufacturing system
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    viscosity solution to the Isaacs equation
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    zero- sum, two-player differential game
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    near-optimal controls
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