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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