Optimal control of switching diffusions with application to flexible manufacturing systems

Ghosh, Mrinal K. ; Arapostathis, Aristotle ; Marcus, Steven I. (1993) Optimal control of switching diffusions with application to flexible manufacturing systems SIAM Journal on Control and Optimization, 31 (5). pp. 1183-1204. ISSN 0363-0129

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Official URL: http://epubs.siam.org/sicon/resource/1/sjcodc/v31/...

Related URL: http://dx.doi.org/10.1137/0331056

Abstract

A controlled switching diffusion model is developed to study the hierarchical control of flexible manufacturing systems. The existence of a homogeneous Markov nonrandomized optimal policy is established by a convex analytic method. Using the existence of such a policy, the existence of a unique solution in a certain class to the associated Hamilton-Jacobi-Bellman equations is established and the optimal policy is characterized as a minimizing selector of an appropriate Hamiltonian.

Item Type:Article
Source:Copyright of this article belongs to Society for Industrial and Applied Mathematics.
Keywords:Flexible Manufacturing System; Wiener Process; Switching Diffusion; Poisson Measure; Markov Policy; Dynamic Programming Equations
ID Code:72601
Deposited On:29 Nov 2011 04:33
Last Modified:29 Nov 2011 04:33

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