Controlled Markov chains with weak and strong interactions: Asymptotic optimality and applications to manufacturing

DOI10.1023/A:1022667905086zbMath0886.90081OpenAlexW163948599MaRDI QIDQ1367793

Qing Zhang, El-Kébir Boukas, G. George Yin

Publication date: 19 April 1998

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022667905086

zbMATH Keywords

stochastic optimal controlproduction planningHJB equationstationary distributionsflexible manufacturingpiecewise-deterministic processesweak and strong interactionsaggregated Markov chainssingularly perturbed Markov chains

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Production models (90B30) Optimal stochastic control (93E20)

Related Items (2)

NEARLY OPTIMAL CONTROL OF NONLINEAR MARKOVIAN SYSTEMS SUBJECT TO WEAK AND STRONG INTERACTIONS ⋮ A stochastic multiscale model for electricity generation capacity expansion

Cites Work

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• Singular perturbations and time-scale methods in control theory: Survey 1976-1983
• A central limit theorem for singularly perturbed nonstationary finite state Markov chains
• Controlled Markov processes and viscosity solutions
• Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions
• Optimal control of production rate in a failure prone manufacturing system
• A State Aggregation Approach to Manufacturing Systems Having Machine States with Weak and Strong Interactions
• Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains

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