Risk-Sensitive Production Planning of a Stochastic Manufacturing System

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)

zbMATH Keywords

production planningrisk-sensitive controllogarithmic transformationirreducible Markov chain

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) System identification (93B30) Optimal stochastic control (93E20)

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