A stochastic optimal control approach to a class of production and inventory problems

DOI10.1007/BF00940761zbMath0573.90048MaRDI QIDQ1062904

P. Zunde, K. M. Tao

Publication date: 1986

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

disturbancestochastic processesclosed- loop suboptimal schemenonstationary non-Gaussian finite-time linear optimal solutionproduction/inventory smoothingsystem control approach

Mathematics Subject Classification ID

Production models (90B30) Inventory, storage, reservoirs (90B05) Optimal stochastic control (93E20)

Cites Work

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• Optimal control of nonlinear discrete time systems by mathematical programming
• Derivation of a Linear Decision Rule for Production and Employment
• Dynamic Programming Under Uncertainty with a Quadratic Criterion Function
• Optimal Production Smoothing and Safety Inventory
• Optimal linear control of linear production-inventory systems
• Dynamic certainty equivalents in production smoothing theory
• Modal control of production-inventory systems using piecewise-constant control policies
• On the Separation Theorem of Stochastic Control
• Discrete calculus of variations
• Accommodation of disturbances in optimal control problems†

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