Risk-sensitive production planning of a stochastic manufacturing system

被引：16

作者：

Fleming, WH ^{[1
]}

Zhang, Q

机构：

[1] Brown Univ, Div Appl Math, Providence, RI 02912 USA

[2] Univ Georgia, Dept Math, Athens, GA 30602 USA

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1998年 / 36卷 / 04期

关键词：

risk-sensitive control; production planning; logarithmic transformation; irreducible Markov chain;

D O I：

10.1137/S036301299631034X

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper is concerned with long-run average risk-sensitive control of production planning in a manufacturing system with machines that are subject to breakdown and repair. By using a logarithmic transformation, it is shown that the associated Hamilton-Jacobi-Bellman equation has a viscosity solution. The risk-sensitive control problem has a dynamic stochastic game interpretation. Finally, a limiting problem is obtained when the rates of machine breakdown and repair go to infinity.

引用

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页码：1147 / 1170

页数：24

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