Application of the impulsive control of piecewise deterministic processes to multi-item single machine stochastic scheduling

Annals of Operations Research

Volumn 88, Issue , 1999, Pages 139-159

  Jean Marie, Alain ^a   Tidball, Mabel M ^b  

^a INRIA   (France)

^b UNIVERSIDAD NACIONAL DE ROSARIO   (Argentina)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0043140327     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1023/a:1018970011223     Document Type: Article

References (15)

1. L. Aragone, Contributions to the numerical solution of some optimization problems in economics, Ph.D. Thesis, Universidad Nacional de Rosario, Argentina, 1993 (in Spanish).
2. D.H.M. Dempster and J.J. Ye, Necessary and sufficient optimality conditions for control of piecewise deterministic processes, Stochastics and Stochastics Reports 40(1992)125-145.
3. D.H.M. Dempster and J.J. Ye, Impulse control of piecewise deterministic processes, Ann. Appl. Prob. 4(1995)399-423.
4. I. Capuzzo Dolcetta and L.C. Evans, Optimal switching for ordinary differential equations, SIAM J. Control and Opt. 22(1984)143-161.
5. M.H.A. Davis, Markov Models and Optimization, Prentice-Hall, 1993.
6. W.H. Fleming and H.M. Soner, Controlled Markov Processes and Viscosity Solutions, Springer, 1993.
7. R.L.V. González, K. Muramatsu and E. Rofman, Quasi-variational inequality approach to a multi-item single machine lot scheduling problem, Proceedings of the 15th IFIP Conference on System Modeling and Optimisation, LNCS 180, Springer, 1992, pp. 885-893. Also: INRIA Research Report RR 2057, Oct. 1993.
8. R.L.V. González, K. Muramatsu and E. Rofman, Quasi-variational inequality approach to a multi- item single machine lot scheduling problem, Proceedings of the 15th IFIP Conference on System Modeling and Optimisation, LNCS 180, Springer, 1992, pp. 885-893. Also: INRIA Research Report RR 2057, Oct. 1993.
9. B. Hanouzet and J.-L. Joly, Sur l'ordre de convergence des solutions discrétisées en tempset en espace de l'équation de Hamilton-Jacobi, Comptes Rendus Acad. Sci. Paris, Série I, 314(1978) 479-482.
10. S.M. Lenhart, Viscosity solutions associated with switching control problems for piecewise deterministic processes, Houston J. of Math. 13(1987)405-426.
11. S.M. Lenhart and Y.C. Liao, Switching control of piecewise deterministic processes, J. of Optimization Theory and Applications 59(1988)99-115.
12. E.M. Mancinelli and R.L.V. González, Multi-item single machine scheduling optimization. The case with piecewise deterministic demands, INRIA Research Report RR 3144, March 1997.
13. H.M. Soner, Optimal control with state space constraints I, SIAM J. Control and Optimisation 24(1986)552-561.
14. H.M. Soner, Optimal control with state space constraints II, SIAM J. Control and Optimisation 24(1986)1100-1122.
15. J.J. Ye, Optimal control of piecewise deterministic processes, Ph.D. Thesis, Dalhousie University, 1990.