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  • 1990-1994  (2)
  • viscosity solutions  (2)
  • 1
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 80 (1994), S. 299-317 
    ISSN: 1573-2878
    Schlagwort(e): Stochastic manufacturing systems ; convex production planning ; hierarchical control ; dynamic programming ; viscosity solutions ; convergence rates ; error bounds
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper presents an extension of earlier research on heirarchical control of stochastic manufacturing systems with linear production costs. A new method is introduced to construct asymptotically optimal open-loop and feedback controls for manufacturing systems in which the rates of machine breakdown and repair are much larger than the rate of fluctuation in demand and rate of discounting of cost. This new approach allows us to carry out an asymptotic analysis on manufacturing systems with convex inventory/backlog and production costs as well as obtain error bound estimates for constructed open loop controls. Under appropriate conditions, an asymptotically optimal Lipschitz feedback control law is obtained.
    Materialart: Digitale Medien
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
  • 2
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 65 (1990), S. 363-373 
    ISSN: 1573-2878
    Schlagwort(e): Optimal control ; maximum principle ; dynamic programming ; viscosity solutions ; superdifferential ; subdifferential
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract Two major tools for studying optimally controlled systems are Pontryagin's maximum principle and Bellman's dynamic programming, which involve the adjoint function, the Hamiltonian function, and the value function. The relationships among these functions are investigated in this work, in the case of deterministic, finite-dimensional systems, by employing the notions of superdifferential and subdifferential introduced by Crandall and Lions. Our results are essentially non-smooth versions of the classical ones. The connection between the maximum principle and the Hamilton-Jacobi-Bellman equation (in the viscosity sense) is thereby explained by virtue of the above relationship.
    Materialart: Digitale Medien
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
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