Exact Solution for the Production Planning Problem with Several Regimes Switching over an Infinite Horizon Time
Author:
Affiliation:
1. Department of Applied Mathematics, The Bucharest University of Economic Studies, Piata Romana, 1st District, 010374 București, Romania
Abstract
Publisher
MDPI AG
Subject
General Mathematics,Engineering (miscellaneous),Computer Science (miscellaneous)
Link
https://www.mdpi.com/2227-7390/11/20/4307/pdf
Reference23 articles.
1. Stochastic production planning with production constraints;Bensoussan;SIAM J. Control,1984
2. Optimal production management when demand depends on the business cycle;Cadenillas;Oper. Res.,2013
3. Dong, J., Malikopoulos, A., Djouadi, S.M., and Kuruganti, T. (2016, January 6–8). Application of Optimal Production Control theory for Home Energy Management in a Micro Grid. Proceedings of the 2016 American Control Conference (ACC), Boston, MA, USA.
4. Investment-consumption with regime-switching discount rates;Pirvu;Math. Soc. Sci.,2014
5. Capponi, A., and Figueroa-López, J.E. (2012). Dynamic Portfolio Optimization with a Defaultable Security and Regime-Switching. Math. Financ., 207–249.
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