An Optimal Stochastic Production Planning Problem with Randomly Fluctuating Demand
From MaRDI portal
Publication:3775456
DOI10.1137/0325082zbMath0635.93077OpenAlexW2062885817WikidataQ57636096 ScholiaQ57636096MaRDI QIDQ3775456
Wendell H. Fleming, Suresh P. Sethi, Halil Mete Soner
Publication date: 1987
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0325082
Dynamic programming in optimal control and differential games (49L20) Nonlinear boundary value problems for linear elliptic equations (35J65) Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Production models (90B30) Dynamic programming (90C39) Optimal stochastic control (93E20) Diffusion processes (60J60)
Related Items
Optimal feedback production planning in a stochastic two-machine flowshop, Hybrid optimal impulse control, Robust observers for neutral jumping systems with uncertain information, Minimax production planning in failure-prone manufacturing systems, Turnpike theorems for Markov games, Some results on Bellman equations of optimal production control in a stochastic manufacturing system, Time scale decomposition in production planning for unreliable flexible manufacturing systems, Turnpikes in flow control models of unreliable manufacturing systems, Optimal securitization of credit portfolios via impulse control, Asymptotic stability in the distribution of nonlinear stochastic systems with semi-Markovian switching, Optimal strategies in a production inventory control model, A fuzzy control system with application to production planning problems, A Stochastic production planning problem, Turnpike sets in stochastic manufacturing systems with finite time horizon, Ergodic control in stochastic manufacturing systems with constant demand, Optimal Production Control in Stochastic Manufacturing Systems with Degenerate Demand, A parametric optimization approach for uncertain linear quadratic models, Uniqueness of solution of production control problem in a manufacturing system with degenerate demand, An impulse control problem of a production model with interruptions to follow stochastic demand, Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes, Stochastic stability of linear systems with semi-Markovian jump parameters, A two-factor stochastic production model with two time scales, Turnpike properties for a class of piecewise deterministic systems arising in manufacturing flow control, A stochastic control model of economic growth with environmental disaster prevention, Optimal expulsion and optimal confinement of a Brownian particle with a switching cost, Internal supply chain coordination in the electric utility industry, Worst case control of uncertain jumping systems with multi-state and input delay information, Stochastic production planning with regime switching, Ergodic control problems for optimal stochastic production planning with production constraints.
