Boukas, EK and Shi, P and Andijani, A. A. Robust Inventory-Production Control Problem With Stochastic Demand. OPTIMAL CONTROL APPLICATIONS METHODS, 20. pp. 1-20.
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Abstract
This paper deals with the inventory-production control problem where the produced items are supposed to be deteriorating with a rate that depends on the stochastic demand rate. The inventory-production control problem is formulated as a jump linear quadratic control problem. The optimal policy that solves the optimal control problem is obtained in terms of a set of coupled Riccati equations. The guaranteed cost control problem is also investigated. Copyright (C) 1999 John Wiley Sons, Ltd.
| Item Type: | Article |
|---|---|
| Subjects: | Systems |
| Divisions: | College Of Computer Sciences and Engineering > Systems Engineering Dept |
| Creators: | Boukas, EK and Shi, P and Andijani, A. A. |
| Email: | UNSPECIFIED, UNSPECIFIED, andijani@kfupm.edu.sa |
| ID Code: | 2443 |
| Deposited By: | MR. ATIQ WALIULLAH SIDDIQUI |
| Deposited On: | 11 Jun 2008 11:36 |
| Last Modified: | 12 Apr 2011 13:13 |
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