Turnpike Sets and Their Analysis in Stochastic Production Planning Problems
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- Owen Q. Wu & Hong Chen, 2010. "Optimal Control and Equilibrium Behavior of Production-Inventory Systems," Management Science, INFORMS, vol. 56(8), pages 1362-1379, August.
- Dylan Possamai & H. Mete Soner & Nizar Touzi, 2012. "Homogenization and asymptotics for small transaction costs: the multidimensional case," Papers 1212.6275, arXiv.org, revised Jan 2013.
- Dylan Possamai & Nizar Touzi & H. Mete Soner, 2012. "Large liquidity expansion of super-hedging costs," Papers 1208.3785, arXiv.org, revised Apr 2015.
- Nicole Bäuerle, 2001. "Discounted Stochastic Fluid Programs," Mathematics of Operations Research, INFORMS, vol. 26(2), pages 401-420, May.
- H. Mete Soner & Nizar Touzi, 2012. "Homogenization and asymptotics for small transaction costs," Papers 1202.6131, arXiv.org, revised Jun 2013.
- Forgionne, Guisseppi & Guo, Zhiling, 2009. "Internal supply chain coordination in the electric utility industry," European Journal of Operational Research, Elsevier, vol. 196(2), pages 619-627, July.
- S. P. Sethi & W. Suo & M. I. Taksar & Q. Zhang, 1997. "Optimal Production Planning in a Stochastic Manufacturing System with Long-Run Average Cost," Journal of Optimization Theory and Applications, Springer, vol. 92(1), pages 161-188, January.
- S. P. Sethi & H. Yan & H. Zhang & Q. Zhang, 2002. "Optimal and Hierarchical Controls in Dynamic Stochastic Manufacturing Systems: A Survey," Manufacturing & Service Operations Management, INFORMS, vol. 4(2), pages 133-170.
- repec:dau:papers:123456789/5526 is not listed on IDEAS
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Keywordsstochastic production planning; turnpike sets; dynamic programming; viscosity solutions;
All these keywords.
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