Stochastic production planning with regime switching
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Publication:2097462
DOI10.3934/jimo.2022013OpenAlexW4212813168MaRDI QIDQ2097462
Traian A. Pirvu, Elena Cristina Canepa, Dragos-Patru Covei
Publication date: 14 November 2022
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.09724
Numerical computation of solutions to systems of equations (65H10) Production models (90B30) Maximum principles in context of PDEs (35B50) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Critical points of functionals in context of PDEs (e.g., energy functionals) (35B38)
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On a parabolic partial differential equation and system modeling a production planning problem ⋮ An alternative method for the optimal switching problem of linear quadratic switched system
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