OPTIMAL-CONTROL OF SWITCHING DIFFUSIONS WITH APPLICATION TO FLEXIBLE MANUFACTURING SYSTEMS

Authors
GHOSH MK ARAPOSTATHIS A MARCUS SI
Citation
Mk. Ghosh et al., OPTIMAL-CONTROL OF SWITCHING DIFFUSIONS WITH APPLICATION TO FLEXIBLE MANUFACTURING SYSTEMS, SIAM journal on control and optimization, 31(5), 1993, pp. 1183-1204
Citations number
43
Categorie Soggetti
Controlo Theory & Cybernetics",Mathematics
Journal title
SIAM journal on control and optimization → ACNP
ISSN journal
03630129
Volume
31
Issue
5
Year of publication
1993
Pages
1183 - 1204
Database
ISI
SICI code
0363-0129(1993)31:5<1183:OOSDWA>2.0.ZU;2-L
Abstract
A controlled switching diffusion model is developed to study the hiera rchical control of flexible manufacturing systems. The existence of a homogeneous Markov nonrandomized optimal policy is established by a co nvex analytic method. Using the existence of such a policy, the existe nce of a unique solution in a certain class to the associated Hamilton -Jacobi-Bellman equations is established and the optimal policy is cha racterized as a minimizing selector of an appropriate Hamiltonian.