Risk-sensitive production planning of a stochastic manufacturing system

被引：16
作者：
Fleming, WH [1 ]
Zhang, Q
机构：
[1] Brown Univ, Div Appl Math, Providence, RI 02912 USA
[2] Univ Georgia, Dept Math, Athens, GA 30602 USA
来源：
SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1998年 / 36卷 / 04期
关键词：
risk-sensitive control; production planning; logarithmic transformation; irreducible Markov chain;
D O I：
10.1137/S036301299631034X
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper is concerned with long-run average risk-sensitive control of production planning in a manufacturing system with machines that are subject to breakdown and repair. By using a logarithmic transformation, it is shown that the associated Hamilton-Jacobi-Bellman equation has a viscosity solution. The risk-sensitive control problem has a dynamic stochastic game interpretation. Finally, a limiting problem is obtained when the rates of machine breakdown and repair go to infinity.
引用
收藏
页码：1147 / 1170
页数：24
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