{"title":"约束最优随机生产计划模型","authors":"A. Okoroafor, Gu Achi","doi":"10.4314/JONAMP.V12I1.45544","DOIUrl":null,"url":null,"abstract":"This paper considers the state of the system which is represented by a controlled stochastic process. We shall formulate a stochastic optimal control in which the stochastic differential equations of a type known as Ito equations are considered which are perturbed by Markov diffusion process. Our goal is to use the stochastic optimal control principle to completely solve production planning model for the demand rate.","PeriodicalId":402697,"journal":{"name":"Journal of the Nigerian Association of Mathematical Physics","volume":"157 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2009-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A constrained optimal stochastic production planning model\",\"authors\":\"A. Okoroafor, Gu Achi\",\"doi\":\"10.4314/JONAMP.V12I1.45544\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper considers the state of the system which is represented by a controlled stochastic process. We shall formulate a stochastic optimal control in which the stochastic differential equations of a type known as Ito equations are considered which are perturbed by Markov diffusion process. Our goal is to use the stochastic optimal control principle to completely solve production planning model for the demand rate.\",\"PeriodicalId\":402697,\"journal\":{\"name\":\"Journal of the Nigerian Association of Mathematical Physics\",\"volume\":\"157 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2009-09-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of the Nigerian Association of Mathematical Physics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.4314/JONAMP.V12I1.45544\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the Nigerian Association of Mathematical Physics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.4314/JONAMP.V12I1.45544","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A constrained optimal stochastic production planning model
This paper considers the state of the system which is represented by a controlled stochastic process. We shall formulate a stochastic optimal control in which the stochastic differential equations of a type known as Ito equations are considered which are perturbed by Markov diffusion process. Our goal is to use the stochastic optimal control principle to completely solve production planning model for the demand rate.
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