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
Department:	College of Computing and Mathematics > lndustrial and Systems Engineering
Depositing User:	MR. ATIQ WALIULLAH SIDDIQUI
Date Deposited:	11 Jun 2008 08:36
Last Modified:	01 Nov 2019 13:44
URI:	http://eprints.kfupm.edu.sa/id/eprint/2443