Risk-Sensitive Production Planning of Stochastic Manufacturing Systems: A Singular Perturbation Approach
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Publication:4698797
DOI10.1137/S0363012993243629zbMath0834.90072MaRDI QIDQ4698797
Publication date: 11 May 1995
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
risk-sensitive control; near-optimal controls; robust production planning; stochastic manufacturing system; viscosity solution to the Isaacs equation; zero- sum, two-player differential game
91A23: Differential games (aspects of game theory)
91A80: Applications of game theory
90B30: Production models
93E20: Optimal stochastic control
49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games
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