论文信息 - The LQGP problem: a manufacturing application

The LQGP problem: a manufacturing application

The linear quadratic Gaussian Poisson (LQGP) problem denotes an optimal control problem with linear dynamics and quadratic costs with both Gaussian and Poisson noise disturbances. The LQGP problem provides a benchmark model with sufficient complexity while permitting formal solutions for testing both theoretical and computational methods. The problem is examined and is illustrated with a flexible, multistage manufacturing system application.

J. J. Westman | F. Hanson | Floyd B. Hanson

[1] Arthur E. Bryson,et al. Applied Optimal Control , 1969 .

[2] W. Wonham. Random differential equations in control theory , 1970 .

[3] E. Renshaw,et al. STOCHASTIC DIFFERENTIAL EQUATIONS , 1974 .

[4] Catherine Dupont-Gatelmand. A survey of flexible manufacturing systems , 1982 .

[5] Stanley B. Gershwin,et al. An algorithm for the computer control of a flexible manufacturing system , 1983 .

[6] R. Akella,et al. Optimal control of production rate in a failure prone manufacturing system , 1985, 1985 24th IEEE Conference on Decision and Control.

[7] F. Lewis. Optimal Estimation: With an Introduction to Stochastic Control Theory , 1986 .

[8] Panganamala Ramana Kumar,et al. Optimality of Zero-Inventory Policies for Unreliable Manufacturing Systems , 1988, Oper. Res..

[9] El-Kébir Boukas,et al. Manufacturing flow control and preventing maintenance: a stochastic control approach , 1988 .

[10] F B Hanson,et al. Mean and quasideterministic equivalence for linear stochastic dynamics. , 1989, Mathematical biosciences.

[11] M. Mariton,et al. Jump Linear Systems in Automatic Control , 1992 .

[12] El-Kébir Boukas,et al. Optimal control of manufacturing flow and preventive maintenance , 1996 .