Ergodic control problems for optimal sto
β
M. Ohashi
π
Article
π
2000
π
Elsevier Science
π
English
β 516 KB
study the ergodic control problem related to stochastic production planning in a single product manufacturing system with production constraints. The existence of a solution to the corresponding Hamilton-Jacobi-Bellman equation and its properties are shown. Furthermore, the optimal control for the e