Ghosh, Mrinal K and Arapostathis, Aristotle and Marcus, Steven I (1993) Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems. In: SIAM Journal on Control and Optimization, 31 (5). pp. 1183-1204.
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A controlled switching diffusion model is developed to study the hierarchical control of flexible manufacturing systems. The existence of a homogeneous Markov nonrandomized optimal policy is established by a convex analytic method. Using the existence of such a policy, the existence of a unique solution in a certain class to the associated Hamilton-Jacobi-Bellman equations is established and the optimal policy is characterized as a minimizing selector of an appropriate Hamiltonian.
|Item Type:||Journal Article|
|Additional Information:||Copyright of this article belongs to Society for Industrial and Applied Mathematics|
|Keywords:||Flexible manufacturing system; Wiener process; Switching diffusion; Poisson measure; Markov policy; Dynamic programming equations|
|Department/Centre:||Division of Physical & Mathematical Sciences > Mathematics|
|Date Deposited:||01 Aug 2006|
|Last Modified:||19 Sep 2010 04:30|
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