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Extended optimal stochastic production control model with application to economics - MaRDI portal

Extended optimal stochastic production control model with application to economics

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Publication:4597755

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DOI10.3233/JIFS-16065zbMath1375.90106WikidataQ57725583 ScholiaQ57725583MaRDI QIDQ4597755

Azizul Baten, Ruzelan Khalid

Publication date: 14 December 2017

Published in: Journal of Intelligent & Fuzzy Systems (Search for Journal in Brave)

zbMATH Keywords

optimal control diffusion process Markov process stochastic demand stochastic Ito differential equation

Mathematics Subject Classification ID

Production models (90B30) Optimal stochastic control (93E20)

Related Items (3)

A production-inventory problem with price-sensitive demand ⋮ optimal control for semi‐Markov jump linear systems via TP‐free temporal difference () learning ⋮ Optimal pricing, production, and inventory for deteriorating items under demand uncertainty: the finite horizon case

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