文章基本信息

标题：Some Results on Bellman Equations of Optimal Production Control in a Stochastic Manufacturing System
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作者：Azizul Baten ; Anton Abdulbasah Kamil
期刊名称：Journal of Probability and Statistics
印刷版ISSN：1687-952X
电子版ISSN：1687-9538
出版年度：2009
卷号：2009
DOI：10.1155/2009/370217
出版社：Hindawi Publishing Corporation
摘要：The paper studies the production inventory problem of minimizing the expected discounted present value of production cost control in a manufacturing system with degenerate stochastic demand. We establish the existence of a unique solution of the Hamilton-Jacobi-Bellman (HJB) equations associated with this problem. The optimal control is given by a solution to the corresponding HJB equation.