In this paper we present a Nash equilibrium problem of linear quadratic zero-sum dynamic games for descriptor system. We assume that the players give a linear feedback to the game. For the game with finite planning horizon we derive a differential Riccati type equation. For the game with infinite planning horizon we consider an algebraic Riccati type equation. The connection of the game solutio...

This study aims to develop a multi-period distribution system design model that provides an integrated view of the various costs, service quality and budget concerns within the planning horizon, as well as computationally feasible methods for obtaining solutions in realistic situations. The key design decisions considered in each period are: the number and location of distribution centers in t...

In this paper, we study the e$cacy of alternative process improvement strategies for a container-"lling production process. Three types of improvement actions to modify process parameters are considered: reducing the process setup cost, reducing the arrival rate of the out-of-control state, and reducing the process variance. It is assumed that these process parameters can be changed with a one-...

We investigate the computability of problems in probabilistic planning and partially observable innnite-horizon Markov decision processes. The undecidability of the string-existence problem for probabilistic nite automata is adapted to show that the following problem of plan existence in probabilistic planning is undecidable: given a probabilistic planning problem, determine whether there exist...

We address a multi-item capacitated lot-sizing problem with setup times that arises in real-world production planning contexts. Demand cannot be backlogged, but can be totally or partially lost. Safety stock is an objective to reach rather than an industrial constraint to respect. The problem is NP-hard. We propose mixed integer programming heuristics based on a planning horizon decomposition s...