Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems

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dc.contributor.authorGhosh, Mrinal K.en_US
dc.contributor.authorArapostathis, Aristotleen_US
dc.contributor.authorMarcus, Steven I.en_US
dc.contributor.departmentISRen_US
dc.date.accessioned2007-05-23T09:49:05Z
dc.date.available2007-05-23T09:49:05Z
dc.date.issued1991en_US
dc.description.abstractA 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.en_US
dc.format.extent1267063 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/5154
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 1991-108en_US
dc.subjectoptimal controlen_US
dc.subjectstochastic systemsen_US
dc.subjectflexible manufacturingen_US
dc.subjectSystems Integrationen_US
dc.titleOptimal Control of Switching Diffusions with Application to Flexible Manufacturing Systemsen_US
dc.typeTechnical Reporten_US

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