Optimal control of switching diffusions with application to flexible manufacturing systems

Optimal control of switching diffusions with application to flexible manufacturing systems

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Article ID: iaor1994697
Country: United States
Volume: 31
Issue: 5
Start Page Number: 1183
End Page Number: 1204
Publication Date: Sep 1993
Journal: SIAM Journal on Control and Optimization
Authors: , ,
Keywords: production: FMS, control processes
Abstract:

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.

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