Leninsky Ave, 14
Moscow, 119991
Russia
Russian Academy of Sciences (RAS)
SSRN RANKINGS
in Total Papers Citations
(s, S) policy, stochastic inventory model, EOQ model, compound Poisson process, average discounted-cost formula, dynamic programming, quasi-variational inequality
Dynamic programming, manufacturing systems, long-run average cost minimization, zero-inventory policy, just-in-time policy
Production Planning, Optimal Control, Stochastic Manufacturing System, Long-Run Average Cost, Dynamic Programming, Ergodic Problem, Feedback Controls, Flowshop
Optimal Control, production control, inventory model, unreliable machine, threshold control, variational analysis
Production planning, Optimal control, Dynamic programming, state constraints, feedback controls, inventory problem, jobshop, piecewise deterministic processes
Production Planning, Optimal Controls, Stochastic Manufacturing System, Long-Run Average Cost, Dynamic Programming, Ergodic Problem, Feedback Controls, flowshop, average cost optimality
Production Planning, Optimal feedback Control, Stochastic Manufacturing System, Dynamic Programming, Verification Theorem, Flow control, Markov Chains, State Constraints, Inventory Control
Production planning, Dynamic programming, state constraints, feedback controls, optimal control theory, long-run average cost
Consumption/portfolio problem, investment-consumption problem, dynamic programming, stochastic control, subsistence consumption, bankruptcy
Production Planning, Optimal Controls, Stochastic Manufacturing System, Long-Run Average Cost, Dynamic Programming, Ergodic Problem, Feedback Controls, flowshop
consumption/portfolio problem ,bankruptcy, subsistence consumption, stochastic control
production planning, stochastic dynamic programming, optimal control, long-run average cost
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: mafi.pdf Size: 1068K
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Risk Aversion, investment-consumption problem, consumption/portfolio problem, dynamic programming, stochastic control, bankruptcy
Optimal Production, Stochastic Jobshop
Manufacturing systems; optimal control: stochastic jump processes; feedback control; piecewise-deterministic processes; dynamic programming: flowshops