Risk-sensitive production planning of a stochastic manufacturing system

SIAM Journal on Control and Optimization

Volumn 36, Issue 4, 1998, Pages 1147-1170

  Fleming, W H ^a   Zhang, Q ^b  

^a BROWN UNIVERSITY   (United States)

^b UNIVERSITY OF GEORGIA   (United States)

Author keywords

Irreducible Markov chain; Logarithmic transformation; Production planning; Risk sensitive control

Indexed keywords

COMPUTATIONAL COMPLEXITY; CONTROL THEORY; GAME THEORY; MARKOV PROCESSES; MATHEMATICAL TRANSFORMATIONS;

HAMILTON JACOBI BELLMAN EQUATIONS; LOGARITHMIC TRANSFORMATIONS; RISK SENSITIVE CONTROL;

PRODUCTION CONTROL;

EID: 0032122858     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S036301299631034X     Document Type: Article

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