Abstract
A comprehensible and unified system control approach is presented to solve a class of production/inventory smoothing problems. A nonstationary, non-Gaussian, finite-time linear optimal solution with an attractive computation scheme is obtained for a general quadratic and linear cost structure. A complete solution to a classical production/inventory control problem is given as an example. A general solution to the discrete-time optimal regulator with arbitrary but known disturbance is provided and discussed in detail. A computationally attractive closed-loop suboptimal scheme is presented for problems with constraints or nonquadratic costs. Implementation and interpretation of the results are discussed.
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Communicated by L. A. Zadeh
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Tao, K.M., Zunde, P. A stochastic optimal control approach to a class of production and inventory problems. J Optim Theory Appl 49, 289–317 (1986). https://doi.org/10.1007/BF00940761
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DOI: https://doi.org/10.1007/BF00940761