Risk-Sensitive Production Planning of Stochastic Manufacturing Systems: A Singular Perturbation Approach

DOI10.1137/S0363012993243629MaRDI QIDQ4698797zbMATH OpenFDO

Authors Q. Zhang

Publication date 11 May 1995

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

near-optimal controlsrisk-sensitive controlrobust production planningstochastic manufacturing systemviscosity solution to the Isaacs equationzero- sum, two-player differential game

Mathematics Subject Classification ID

Applications of game theory (91A80) Differential games (aspects of game theory) (91A23) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Production models (90B30) Optimal stochastic control (93E20)

Recommendations

• Risk-Sensitive Production Planning of a Stochastic Manufacturing System
• Singular Perturbations in Manufacturing
• Minimax production planning in failure-prone manufacturing systems
• Optimal production policy in a stochastic manufacturing system

Cited in

(11)

• A two-factor stochastic production model with two time scales
• The Dynkin game with regime switching and applications to pricing game options
• Exponential bounds for discrete-time singularly perturbed Markov chains
• Hierarchical production control in dynamic stochastic jobshops with long-run average cost
• A central limit theorem for singularly perturbed nonstationary finite state Markov chains
• Optimal control of a multistate failure-prone manufacturing system under a conditional value-at-risk cost criterion
• Risk-Averse Production Planning
• Minimax production planning in failure-prone manufacturing systems
• Singular Perturbations in Manufacturing
• Hybrid optimal impulse control
• Hierarchical production control in a stochastic \(N\)-machine flowshop with limited buffers

This page was built for publication: Risk-Sensitive Production Planning of Stochastic Manufacturing Systems: A Singular Perturbation Approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4698797)