Risk-Sensitive Production Planning of Stochastic Manufacturing Systems: A Singular Perturbation Approach
DOI10.1137/S0363012993243629zbMATH Open0834.90072MaRDI QIDQ4698797FDOQ4698797
Publication date: 11 May 1995
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
near-optimal controlsrisk-sensitive controlrobust production planningstochastic manufacturing systemviscosity solution to the Isaacs equationzero- sum, two-player differential game
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)
Cited In (11)
- The Dynkin game with regime switching and applications to pricing game options
- Hierarchical production control in a stochastic \(N\)-machine flowshop with limited buffers
- Singular Perturbations in Manufacturing
- Risk-Averse Production Planning
- Exponential bounds for discrete-time singularly perturbed Markov chains
- A central limit theorem for singularly perturbed nonstationary finite state Markov chains
- Minimax production planning in failure-prone manufacturing systems
- Optimal control of a multistate failure-prone manufacturing system under a conditional value-at-risk cost criterion
- A two-factor stochastic production model with two time scales
- Hybrid optimal impulse control
- Hierarchical production control in dynamic stochastic jobshops with long-run average cost
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