A two-factor stochastic production model with two time scales

DOI10.1016/S0005-1098(01)00123-6zbMath0991.90050OpenAlexW2064659463MaRDI QIDQ5947622

Alain B. Haurie, Jerzy A. Filar

Publication date: 16 October 2001

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(01)00123-6

zbMATH Keywords

manufacturing systemsstochastic controlsingular perturbationsproduction systemscontrolled diffusionstwo time scales

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Production models (90B30)

Related Items (3)

The control of a two-level Markov decision process by time aggregation ⋮ Robust stabilization of a class of state-dependent jump linear systems ⋮ On control of discrete-time state-dependent jump linear systems with probabilistic constraints: a receding horizon approach

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