An Optimal Stochastic Production Planning Problem with Randomly Fluctuating Demand
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Publication:3775456
DOI10.1137/0325082zbMath0635.93077WikidataQ57636096 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
49L20: Dynamic programming in optimal control and differential games
35J65: Nonlinear boundary value problems for linear elliptic equations
35K60: Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations
90B30: Production models
90C39: Dynamic programming
93E20: Optimal stochastic control
60J60: Diffusion processes
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