Optimal Control of a Markovian Failure-Prone Manufacturing System under a Risk-Averse Cost Criterion

被引：0

作者：

Ahmadi-Javid, Amir ^{[1
]}

Malhame, Roland ^{[2
,3
]}

机构：

[1] Amirkabir Univ Technol, Dept Ind Engn, Tehran Polytech, Tehran, Iran

[2] Ecole Polytech Montreal, Gerad, Montreal, PQ, Canada

[3] Ecole Polytech Montreal, Dept Elect Engn, Montreal, PQ, Canada

来源：

2013 IEEE 52ND ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC) | 2013年

关键词：

HEDGING CONTROL POLICIES;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The optimality of a hedging control policy in a Markovian failure-prone manufacturing system subject to a constant rate of demand for parts is established for a long-run risk-averse criterion, which is the conditional value-at-risk of the steady-state instantaneous running cost. This extends the known classical result of optimality of hedging policies in failure prone manufacturing systems under the longrun average cost that is a risk-neutral criterion.

引用

页码：5474 / 5478

页数：5

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