A stochastic programming approach to manufacturing flow control

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Stochastic Programming Approach toManufacturing Flow Control

This paper proposes and tests an approximation of the solution of a class of piecewise deterministic control problems, typically used in the modeling of manufacturing ow processes. This approximation uses a stochastic programming approach on a suitably discretized and sampled system. The method proceeds through two stages: (i) the Hamilton-Jacobi-Bellman (HJB) dynamic programming equations for ...

متن کامل

A Numerical Approach to Stochastic Optimal Control via Dynamic Programming

This paper presents a strategy for finding optimal controls of nonlinear systems subject to random excitations. The method is capable to generate global control solutions when state and control constraints are present. The solution is global in the sense that controls for all initial conditions in a region of the state space are obtained. The approach is based on the Bellman’s Principle of opti...

متن کامل

Stochastic Approximation Approach to Stochastic Programming

In this paper we consider optimization problems where the objective function is given in a form of the expectation. A basic difficulty of solving such stochastic optimization problems is that the involved multidimensional integrals (expectations) cannot be computed with high accuracy. The aim of this paper is to compare two computational approaches based on Monte Carlo sampling techniques, name...

متن کامل

Robust Stochastic Approximation Approach to Stochastic Programming

In this paper we consider optimization problems where the objective function is given in a form of the expectation. A basic difficulty of solving such stochastic optimization problems is that the involved multidimensional integrals (expectations) cannot be computed with high accuracy. The aim of this paper is to compare two computational approaches based on Monte Carlo sampling techniques, name...

متن کامل

Infinite-dimensional Linear Programming Approach to Singular Stochastic Control

We consider a multidimensional singular stochastic control problem with statedependent diffusion matrix and drift vector and control cost depending on the position and direction of displacement of the controlled process. The objective is to minimize the total expected discounted cost. We write an equivalent infinite-dimensional linear programming problem on a subspace of the space conjugate to ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: IIE Transactions

سال: 2000

ISSN: 0740-817X,1545-8830

DOI: 10.1080/07408170008967449