Ergodic Control Problems for Optimal Stochastic Production Planning with Production Constraints
نویسنده
چکیده
Abstract-we study the ergodic control problem related to stochastic production planning in a single product manufacturing system with production constraints. The existence of a solution to the corresponding Hamilton-Jacobi-Bellman equation and its properties are shown. Furthermore, the optimal control for the ergodic control problem and an example are given.@ 2000 Elsevier Science Ltd. All rights reserved.
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