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Robust Inventory-Production Control Problem With Stochastic Demand

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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