Dec 5, 2014 · This paper considers optimization of the production law for a failure-prone manufacturing system under a conditional value-at-risk (CVaR) cost ...
Optimal Control of a Multistate Failure-Prone Manufacturing System ...
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The aim of this paper is to establish the optimality of a hedging-point control policy in a multistate Markovian failure-prone manufacturing system with a ...
The aim of this paper is to establish the optimality of a hedging-point control policy in a multistate Markovian failure-prone manufacturing system with a ...
The aim of this paper is to establish the optimality of a hedging-point control policy in a multistate Markovian failure-prone manufacturing system with a ...
Indeed, the paper extends the well-known classical theoretical result on the optimality of hedging-point control policies under risk-neutral criteria, which are ...
Optimal Control of a Multistate Failure-Prone Manufacturing System under a Conditional Value-at-Risk Cost Criterion. https://doi.org/10.1007/s10957-014-0668 ...
Amir Ahmadi-Javid , Roland P. Malhamé : Optimal Control of a Multistate Failure-Prone Manufacturing System under a Conditional Value-at-Risk Cost Criterion.
Optimal control of a multistate failure-prone manufacturing system under a conditional value-at-risk cost criterion. Amir Ahmadi-Javid et Roland P. Malhamé.
Oct 22, 2024 · The approach presented here can be used to specify optimal control policies in similar manufacturing systems with CVaR criteria. Read more.
Malhamé, Optimal control of a multistate failure-prone manufacturing system under a conditional value-at-risk cost criterion, J. Optim. Theory Appl., 167 ...