Direct solution of Riccati equation arising in inventory production control in a Stochastic manufacturing system

被引：0

作者：

Baten, Md. Azizul ^{[1
]}

Kamil, Anton Abdulbasah ^{[1
]}

机构：

[1] Univ Sains Malaysia, Sch Distance Educ, Math Program, Usm 11800, Penang, Malaysia

来源：

INTERNATIONAL JOURNAL OF THE PHYSICAL SCIENCES | 2010年 / 5卷 / 07期

关键词：

Inventory production models; Stochastic differential equations; manufacturing systems;

D O I：

暂无

中图分类号：

O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

We studied the production inventory problem in a manufacturing system with degenerate Stochastic demand. We derived the dynamics of inventory-demand ratio that evolves according to Stochastic neoclassical differential equation through Ito's Lemma. We established the Riccati based solution of the Hamilton-Jacobi-Bellman (HJB) equation associated with this problem.

引用

页码：931 / 934

页数：4

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