Optimal Production Control in Stochastic Manufacturing Systems with Degenerate Demand

DOI10.4208/EAJAM.190609.190510AzbMath1302.90065OpenAlexW1969642476MaRDI QIDQ5406884

Md. Azizul Baten, Anton Abdulbasah Kamil

Publication date: 4 April 2014

Published in: East Asian Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/eajam.190609.190510a

zbMATH Keywords

optimal controlstochastic differential equationsinventoryproduction models

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Production models (90B30) Inventory, storage, reservoirs (90B05) Linear optimal control problems (49N05)

Cites Work

• Unnamed Item
• Unnamed Item
• Direct solution of a Riccati equation arising in stochastic control theory
• Optimal production planning in a stochastic manufacturing system with long-run average cost
• Quadratic Control for Linear Time-Varying Systems
• An Optimal Stochastic Production Planning Problem with Randomly Fluctuating Demand
• OPTIMAL EXPLOITATION OF RENEWABLE RESOURCES BY THE VISCOSITY SOLUTION METHOD
• Some Results on the Bellman Equation of Ergodic Control
• Stochastic Production Planning with Production Constraints
• An extension of the linear regulator for degenerate diffusions
• Optimal Consumption in a Growth Model with the CES Production Function

This page was built for publication: Optimal Production Control in Stochastic Manufacturing Systems with Degenerate Demand