Optimal Control of Switching Diffusions With Application to Flexible Manufacturing Systems

Abstract

A controlled switching diffusion model is developed to study the hierarchical control of flexible manufacturing systems. The existence of a homogeneous Markov non-randomized optimal policy is established by a convex analytic method. Using the existence of such a policy the existence of a unique solution in a certain class to the associated Hamilton-Jacobi-Bellman equations is established and the optimal policy is characterized as a minimizing selector of an appropriate Hamiltonian.

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Document Details

Document Type
Technical Report
Publication Date
Oct 18, 1991
Accession Number
ADA454850

Entities

People

  • Aristotle Arapostathis
  • Mrinal K. Ghosh
  • Steven I Marcus

Organizations

  • University of Texas at Austin

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Availability
  • Classification
  • Contracts
  • Cooperation
  • Diffusion
  • Equations
  • Information Operations
  • Instructions
  • Manufacturing
  • Maryland
  • Monitoring
  • Security
  • Switching
  • Universities

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Software Engineering