Optimal control of a production-inventory system with state constraints and a quadratic cost criterion

J. Warschat

RAIRO - Operations Research - Recherche Opérationnelle (1985)

  • Volume: 19, Issue: 3, page 275-292
  • ISSN: 0399-0559

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Warschat, J.. "Optimal control of a production-inventory system with state constraints and a quadratic cost criterion." RAIRO - Operations Research - Recherche Opérationnelle 19.3 (1985): 275-292. <http://eudml.org/doc/104884>.

@article{Warschat1985,
author = {Warschat, J.},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {state constraints; production inventory model; quadratic cost criterion; optimal controls; minimum principle; optimal trajectory},
language = {eng},
number = {3},
pages = {275-292},
publisher = {EDP-Sciences},
title = {Optimal control of a production-inventory system with state constraints and a quadratic cost criterion},
url = {http://eudml.org/doc/104884},
volume = {19},
year = {1985},
}

TY - JOUR
AU - Warschat, J.
TI - Optimal control of a production-inventory system with state constraints and a quadratic cost criterion
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1985
PB - EDP-Sciences
VL - 19
IS - 3
SP - 275
EP - 292
LA - eng
KW - state constraints; production inventory model; quadratic cost criterion; optimal controls; minimum principle; optimal trajectory
UR - http://eudml.org/doc/104884
ER -

References

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  1. 1. W. G. BOLTJANSKI, Mathematische Methoden der optimalen Steuerung, Carl Hanser, Verlag, Münehen, 1972. Zbl0198.19902MR353084
  2. 2. A. BRADSHAW and Y. EROL, Control Policies for Production-Inventory Systems with Bounded Input, Int. J. Systems Sc, Vol 11, 1980, pp. 947-959. Zbl0451.49024MR587188
  3. 3. G. FEICHTINGER, Anwendungendes Maximumprinzips im Operations Research, OR Spektrum, Vol 4, 1982, Teil 1 : No. 3, pp. 171-190, Teil 2 : No. 4, pp. 195-212. Zbl0492.90038
  4. 4. R. GABASOV and F. M. KIRILLOVA, High OrderNecessary Conditions for Optimality, S.I.A.M. J. Control, Vol. 10, 1972, pp. 127-168. Zbl0236.49005MR686465
  5. 5. I. V. GIRSANOV, Lectures on Mathematical Theory of Extremum Problems, Springer-Verlag, Berlin, Heidelberg, New York, 1972. Zbl0234.49016MR464021
  6. 6. W. E. HAMILTON, On Nonexistence of Boundary Arcs in Control Problems with Bounded State Variables, I.E.E.E. Trans. Autom, Control, Vol. 17, 1972. Zbl0259.49004
  7. 7. C. HOLT, F. MODIGLIANI, J. MUTH and H. SIMON, Planning Production Inventories and Work Force, Prentice-Hall, Englewood Cliffs, 1969. 
  8. 8. D. H. JACOBSON M. M. LELE and J. L. SPEYER, New Necessary Conditions of Optimality for Control Problems with State-Variable Inequality Constraints, J. Math. Anal. Appl., Vol 35, 1971, pp. 255-283. Zbl0188.47203MR284905
  9. 9. Th. KAILATH, Linear Systems, Prentice-Hall, Englewood Cliffs, 1980. Zbl0454.93001MR569473
  10. 9. H. MAURER, On Optimal Control Problems with Bounded State Variables and Control Appearing Linearly, S.I.A.M. J. Control, Vol. 15, 1977, pp. 345-362. Zbl0358.49008MR464007
  11. 11. J. P. MCDANELL and W. F. POWERS, Necessary Conditions for Joining Optimal Singular and Nonsingular Subarcs, S.I.A.M. J. Control, Vol. 9, 1971, pp. 161-173. Zbl0226.49015MR294036
  12. 12. S. P. SETHI, A Survey of Management Science Applications of the Deterministic Maximum Principle, T.I.M.S. Studies in the Management Sciences, Vol. 9, 1978, pp. 33-67, North-Holland, Amsterdam, New York. Zbl0388.90021MR515704
  13. 13. J. WARSCHAT and H.-J. WUNDERLICH, Time-Optimal Control Policies for Cascaded Production-Inventory Systems with Control and State Constraints, Int. J. Systems Sc, Vol. 15, 1984, pp. 513-524. Zbl0531.90042MR748566
  14. 14. J. WARSCHAT and H.-J. WUNDERLICH, Output Maximization for Cascaded Production-Inventory Systems with Control and State Constraints, J.O.T.A., Submitted. Zbl0649.90063

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