Risk-Sensitive Production Planning of a Stochastic Manufacturing System
From MaRDI portal
Publication:4210449
DOI10.1137/S036301299631034XzbMath0915.93069MaRDI QIDQ4210449
Wendell H. Fleming, Qing Zhang
Publication date: 21 September 1998
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Related Items
Continuous dependence estimates and homogenization of quasi-monotone systems of fully nonlinear second order parabolic equations, Dissipativity and risk-sensitivity in control problems, Optimal decision for selling an illiquid stock, Portfolio optimization in a semi-Markov modulated market, Risk-sensitive portfolio optimization problems with fixed income securities, Hierarchical production control in a stochastic manufacturing system with long-run average cost, Hierarchical production control in a stochastic \(N\)-machine flowshop with long-run average cost., Hierarchical production control in dynamic stochastic jobshops with long-run average cost