Robust inventory-production control problem with stochastic demand

El Kebir Boukas; P. Shi; A. Andijani

doi:10.1002/(SICI)1099-1514(199901/02)20:1<1::AID-OCA642>3.0.CO;2-L

Robust inventory-production control problem with stochastic demand

El Kebir Boukas, P. Shi, A. Andijani

King Fahd University of Petroleum & Minerals

Research output: Contribution to journal › Article › peer-review

25 Scopus citations

Abstract

This paper deals with the inventory-production control problem where the produced items are supposed to be deteriorating with a rate that depends on the stochastic demand rate. The inventory-production control problem is formulated as a jump linear quadratic control problem. The optimal policy that solves the optimal control problem is obtained in terms of a set of coupled Riccati equations. The guaranteed cost control problem is also investigated.

Original language	English
Pages (from-to)	1-20
Number of pages	20
Journal	Optimal Control Applications and Methods
Volume	20
Issue number	1
DOIs	https://doi.org/10.1002/(SICI)1099-1514(199901/02)20:1<1::AID-OCA642>3.0.CO;2-L
State	Published - Jan 1999

ASJC Scopus subject areas

Control and Systems Engineering
Software
Control and Optimization
Applied Mathematics

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10.1002/(SICI)1099-1514(199901/02)20:1<1::AID-OCA642>3.0.CO;2-L

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AB - This paper deals with the inventory-production control problem where the produced items are supposed to be deteriorating with a rate that depends on the stochastic demand rate. The inventory-production control problem is formulated as a jump linear quadratic control problem. The optimal policy that solves the optimal control problem is obtained in terms of a set of coupled Riccati equations. The guaranteed cost control problem is also investigated.

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Robust inventory-production control problem with stochastic demand

Abstract

ASJC Scopus subject areas

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