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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