THE THEORY AND APPLICATIONS OF GENERALIZED LINEAR CONTROL PROCESSES.
STANFORD UNIV CALIF DEPT OF OPERATIONS RESEARCH
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A nonlinear continuous time optimal control model is formulated which we call a generalized linear control process. In this model the state equations are linear with respect to the state variables, but they are allowed to be nonlinear with respect to the control variables certain nonnegativity restrictions are also imposed upon the state variables. A theory is developed for this model, including necessary and sufficient conditions for optimality for both finite and infinite planning horizons. Applications of this theory are made to the following problems a maintenance model for a machine an investments and operations model of a firm the Markov decision process with both finite and infinite planning horizons a hiring and overtime scheduling model of production and a production and storage model for products subject to breakage, theft, or spoilage. Author
- Administration and Management
- Operations Research
- Manufacturing and Industrial Engineering and Control of Production Systems