Optimization of Two-Step Investment in a Production Process

被引：0

作者：

Grigorenko, N. L. ^{[1
]}

Kamzolkin, D. V. ^{[1
]}

Pivovarchuk, D. G. ^{[1
]}

机构：

[1] Moscow MV Lomonosov State Univ, Fac Computat Math & Cybernet, Moscow 119991, Russia

来源：

PROCEEDINGS OF THE STEKLOV INSTITUTE OF MATHEMATICS | 2008年 / 262卷 / 01期

关键词：

Production Process; Optimal Control Problem; STEKLOV Institute; Capacity Utilization; Auxiliary Problem;

D O I：

10.1134/S0081543808030061

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider the problem of optimizing the control of a production process. The control parameters are the capacity utilization and the investment in the growth of the production capacity. We assume that the investments are divided into two parts: initial investment aimed at creating production facilities, and investment aimed at increasing the capacity during the production process. The initial and increased capacities and the moment of changing the capacity are variable parameters to be specified. The price of the product is assumed to be a random process. The problem is to optimize the production process and to construct a control strategy that maximizes the average discounted profit. We propose an approach to the construction of an optimal adaptive strategy for controlling the production. The approach is based on the dynamic programming method.

引用

页码：58 / 65

页数：8