Effective information for offline stochastic feedback and optimal control of dynamic systems

Journal of Optimization Theory and Applications

Volumn 116, Issue 2, 2003, Pages 283-310

  Herbon, A ^a   Khmelnitsky, E ^b   Blanchini, F ^c  

^a ARIEL UNIVERSITY   (Israel)

^b TEL AVIV UNIVERSITY   (Israel)

^c UNIVERSITY OF UDINE   (Italy)

Author keywords

information horizon; modeling dynamic systems; optimal control; Stochastic control

Indexed keywords

DYNAMICAL SYSTEMS; FEEDBACK; OPTIMAL CONTROL SYSTEMS; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC SYSTEMS; UNCERTAINTY ANALYSIS;

DECISIONS MAKINGS; INFORMATION HORIZON; MODEL DYNAMICS; MODELING DYNAMIC SYSTEM; OFFLINE; OPTIMAL CONTROLS; STOCHASTIC CONTROL; STOCHASTIC ENVIRONMENT; STOCHASTIC FEEDBACK CONTROLS; STOCHASTIC OPTIMAL CONTROL;

DECISION MAKING;

EID: 0037282299     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1022405904070     Document Type: Article

References (16)

1. BOUKAS, E. K., YANG, J., ZHANG, Q., and YIN, G., Periodic Maintenance and Repair Rate Control in Stochastic Manufacturing Systems, Journal of Optimization Theory and Applications, Vol. 91, pp. 347-361, 1996.
2. SETHI, S. P., SUO, W., TAKSAR, M. I., and YAN, H., Optimal Production Planning in a Multiproduct Stochastic Manufacturing System with Long-Run Average Cost, Discrete Event Dynamic Systems, Vol. 8, pp. 37-54, 1998.
3. NECK, R., Stochastic Control Theory and Operational Research, European Journal of Operational Research, Vol. 17, pp. 283-301, 1984.
4. RAVN, H. F., A Forward Maximum Principle Algorithm with Decision Horizon Results, Applied Mathematics and Computation, Vol. 24, pp. 57-65, 1987.
5. ARONSON, J. E., and CHEN, B. D., A Computational Study of Empirical Decision Horizons in Infinite Horizons, Multiperiod Network Flow Problems, IIE Transactions, Vol. 25, pp. 73-76, 1993.
6. BEAN, J. C., and SMITH, R. L., Conditions for the Discovery of Solution Horizons, Mathematical Programming, Vol. 59, pp. 215-229, 1993.
7. BHASKARAN, S., and SETHI, S. P., The Dynamic Lot-Size Model with Stochastic Demands: A Decision Horizons Study, INFOR, Vol. 26, pp. 213-224, 1988.
8. FEDERGRUEN, A., and TZUR, M., Detection of Minimal Forecast Horizons in Dynamic Programs with Multiple Indicators of the Future, Naval Research Logistics, Vol. 43, pp. 169-189, 1996.
9. JAIN, K., and SILVER, E. A., Lot Sizing for Product Subject to Obsolescence or Perishability, European Journal of Operational Research, Vol. 75, pp. 287-295, 1994.
10. MEHREZ, A., HUNG, M. S., and AHN, B. H., An Industrial Ocean-Cargo Shipping Problem, Decision Sciences, Vol. 26, pp. 395-423, 1995.
11. BAI, S. X., TSAI, Y. K., EL-HAFSI, M., and DENG, K., Production Scheduling in a Price Competition, Computers and Mathematics with Applications, Vol. 33, pp. 5-19, 1997.
12. BORONICO, J. S., and BLAND, D. J., Customer Service: The Distribution of Seasonal Food Products under Risk, International Journal of Physical Distribution and Logistics Management, Vol. 26, pp. 25-39, 1996.
13. SOUSA, J. F., and GUIMARAES, R. C., Setting the Length of the Planning Horizon in the Vehicle Replacement Problem, European Journal of Operational Research, Vol. 101, pp. 550-559, 1997.
14. THOMPSON, S. D., WATANABE, D. T., and DAVIS, W. J., A Comparative Study of Aggregate Production Planning Strategies under Conditions of Uncertainty and Cyclic Product Demands, International Journal of Production Research, Vol. 3, pp. 1957-1979, 1993.
15. ASH, R. B., Basic Probability Theory, John Wiley and Sons, New York, NY, 1970.
16. ROSS, P. J., Taguchi Techniques for Quality Engineering, McGraw-Hill, New York, NY, 1996.