SCOPUS 정보 검색 플랫폼 - 논문 보기

메뉴 건너뛰기

Mathematics of Operations Research

Volumn 26, Issue 2, 2001, Pages 401-420

Discounted stochastic fluid programs

(1) Bauerle N a

a UNIVERSITY OF ULM (Germany)

Author keywords

Approximating Markov chain approach; Markov decision process; Maximum principle; Piecewise deterministic Markov process; Stochastic fluid models

Indexed keywords

DECISION THEORY; OPTIMAL CONTROL SYSTEMS; RANDOM PROCESSES; STATE SPACE METHODS;

COST RATE FUNCTIONS; STOCHASTIC FLUID PROGRAMS (SFP);

STOCHASTIC PROGRAMMING;

EID: 0035351605 PISSN: 0364765X EISSN: None Source Type: Journal
DOI: 10.1287/moor.26.2.401.10560 Document Type: Article

Times cited : (11)

References (19)

1
- 0022667867
- Optimal control of production rate in a failure prone manufacturing system
- (1986) IEEE Trans. Automa. Control AC , vol.31 , pp. 116-126
- Akella, R.A.¹ Kumar, P.R.²

2
- 0020191755
- Stochastic theory of a datahandling system with multiple sources
- (1982) Bell System Tech. J. , vol.61 , pp. 1871-1894
- Anick, D.¹ Mitra, D.² Sondhi, M.M.³

3
- 0003923091
- Academic Press, New York
- (1978) Stochastic Optimal Control: The Discrete Time Case
- Bertsekas, D.P.¹ Shreve, S.E.²

4
- 0003611162
- Chapman & Hall, London, U.K.
- (1993) Markov Models and Optimization
- Davis, M.H.A.¹

5
- 85075781529
- Springer-Verlag, New York
- (1996) Discrete-Time Markov Control Processes
- Hernández-Lerma¹ Lasserre, O.J.B.²

6
- 0007680629
- Springer-Verlag, Berlin, Heidelberg, Germany
- (1984) Grundbegriffe der Wahrscheinlichkeitstheorie
- Hinderer, K.¹

7
- 0001511265
- Average optimal policies in Markov decision drift processes with applications to a queueing and a replacement model
- (1983) Adv. Appl. Probab. , vol.15 , pp. 274-303
- Hordijk, A.¹ Van der Duyn Schouten, F.A.²

8
- 0025484857
- Numerical methods for stochastic control problems in continuous time
- (1990) SIAM J. Control Optim. , vol.28 , pp. 999-1048
- Kushner, H.J.¹

9
- 0003924011
- Springer-Verlag, New York
- (1992) Numerical Methods for Stochastic Control Problems in Continuous Time
- Dupuis, P.G.¹

10
- 0029378614
- Optimal feedback production planning in a stochastic N-machine flowshop
- (1995) Automatica , vol.31 , pp. 1325-1332
- Presman, E.¹ Sethi, S.P.² Zhang, Q.³

11
- 0027694226
- An algorithm for a class of continuous linear programs
- (1993) SIAM J. Control Optim. , vol.31 , pp. 1558-1577
- Pullan, M.C.¹

12
- 0000380502
- Forms of optimal solutions for separated continuous linear programs
- (1995) SIAM J. Control Optim. , vol.33 , pp. 1952-1977

13
- 0003850068
- Ph.D. dissertation, University of North Carolina, Chapel Hill, NC
- (1995) Optimal Control of Stochastic Fluid-Flow Systems with Applications to Telecommunication and Manufacturing Systems
- Rajagopal, S.¹

14
- 0029378686
- Optimal flow control of stochastic fluid-flow systems
- (1995) IEEE J. Selected Areas Comm. , vol.13 , pp. 1219-1228
- Kulkarni, V.G.¹ Stidham, S.²

15
- 0004267646
- Princeton University Press, Princeton, NJ
- (1970) Convex Analysis
- Rockafellar, R.T.¹

16
- 0004054035
- North-Holland, Amsterdam, The Netherlands
- (1987) Optimal Control Theory with Economic Applications
- Seierstad, A.¹ Sydsæter, K.²

17
- 0004099650
- Birkhäuser, Boston, MA
- (1994) Hierarchical Decision Making in Stochastic Manufacturing Systems
- Sethi, S.P.¹ Zhang, Q.²

18
- 0000147314
- Turnpike sets and their analysis in stochastic production planning problems
- (1992) Math. Oper. Res. , vol.17 , pp. 932-950
- Soner, H.M.¹ Zhang, Q.² Jiang, J.³

19
- 0002145070
- On reducing a jump controllable Markov model to a model with discrete time
- (1980) Theory Probab. Appl. , vol.25 , pp. 58-69
- Yushkevich, A.A.¹

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.