论文信息 - Stochastic Production Planning with Production Constraints

Stochastic Production Planning with Production Constraints

This paper considers an infinite horizon stochastic production planning problem with the constraint that production rate must be nonnegative. It is shown that an optimal feedback solution exists for the problem. Moreover, this solution is characterized and is then compared with the solution of the unconstrained problem. Also obtained, by using a policy iteration procedure, are computational solutions to the related problems with upper bounds on the production rate.

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