ISSN:
1573-2878
Keywords:
Control theory
;
disturbances
;
stochastic processes
;
production and inventory smoothing
;
optimization
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract A comprehensible and unified system control approach is presented to solve a class of production/inventory smoothing problems. A nonstationary, non-Gaussian, finite-time linear optimal solution with an attractive computation scheme is obtained for a general quadratic and linear cost structure. A complete solution to a classical production/inventory control problem is given as an example. A general solution to the discrete-time optimal regulator with arbitrary but known disturbance is provided and discussed in detail. A computationally attractive closed-loop suboptimal scheme is presented for problems with constraints or nonquadratic costs. Implementation and interpretation of the results are discussed.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00940761
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