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Single machine with Wiener increment yield: optimal offline control

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Publication:5274219
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DOI10.1109/TAC.2005.858660zbMath1365.90127OpenAlexW2152678348MaRDI QIDQ5274219

Sheldon X. C. Lou, Konstantin Kogan

Publication date: 12 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2005.858660



Mathematics Subject Classification ID

Production models (90B30) Stochastic systems in control theory (general) (93E03)


Related Items (1)

On optimality of a class of dynamic myopic policies for continuous-time replenishment with periodic updates







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