constant gain state feedback stabilization of stochastic hybrid systems with Wiener process.
This paper considers the minimization of the -induced norm of the closed loop in linear multirate systems when full state information is available for feedback. A state-space approach is taken and concepts of viability theory and controlled invariance are utilized. The essential idea is to construct a set such that the state may be confined to that set and that such a confinement guarantees that the output satisfies the desired output norm conditions. Once such a set is computed, it is shown that...
A production inventory problem with limited backlogging and with stockouts is described in a discrete time, stochastic optimal control framework with finite horizon. It is proved by dynamic programming methods that an optimal policy is of (s,S)-type. This means that in every period the policy is completely determined by two fixed levels of the stochastic inventory process considered.