Dynamic Management Decision and Stochastic Control Processes

The following sections are included:

• CONTENTS

• PREFACE

The following sections are included:

• DYNAMIC MANAGEMENT DECISION
  • Introduction
  • Forces for Enhanced Planning and Control
  • Features
  • Complicating Factors

• OPTIMAL STOCHASTIC CONTROL THEORY
  • Introduction
  • Stochastic Control Theory
  • Dynamic Programming
  • Probability Criterion

• NUMERICAL SOLUTIONS
  • Introduction
  • Numerical Methods Based on Dynamic Programming
  • Methods for Solving Nonlinear Two-points Boundary-value Problems
  • Simulation

• REFERENCES

The following sections are included:

• Introduction

• Approach of N. Levinson

• Dynamic Programming Approach

• Comparison

• Discussion

• REFERENCES

The following sections are included:

• Introduction

• Quasi-linearization

• Invariant Imbedding

• Comparison between the Two Methods

• REFERENCES

The following sections are included:

• Introduction

• Principle of Balance
  • Principle of Optimality in Dynamic Programming
  • Principle of Balance in Information and Decision

• Information and Decision in Optimal Inventory Processes
  • Approximation of Observation
  • Approximation in Time
  • Approximation of Demand Information
    • Stochastic problem
    • Adaptive problems
    • Game theoretic problem
  • Approximation in Criterion
    • Multi-stage problem
    • Average cost per period
    • Probability criterion
  • System Structure Approximation

• Inventory System Design
  • Introduction
  • Optimal Inventory Equation Stability
  • Error Cost, Using Approximation Policies
  • Parameter Value Control

• Numerical Example

• Discussion

• Areas for Further Research
  • Approximately Optimal Policies
  • Large Scale Inventory System
  • Probability Criterion
  • Optimal Expansion of Capacity
  • Multi-objective Version
  • Water Management

• REFERENCES

The following sections are included:

• Introduction

• Stability Theorems

• Analytic Consideration

• Simulation

• Discussion

• REFERENCES

The following sections are included:

• Introduction

• The Deterministic Model
  • No Backlogs in Demand
  • Backlogs Considered

• Probabilistic Model

• Constrained Water Pricing
  • Introduction
  • Model Formulation
  • Case Study

• Conclusion

• REFERENCES

The following sections are included:

• Introduction

• Optimal Pumping Policies for Ground Water

• Conjunctive Surface and Ground Water

• An Empirical Application

• Turnpike Horizons
  • Deterministic Case
  • Stochastic Case

• Discussion

• ACKNOWLEDGMENTS

• REFERENCES

The following sections are included:

• Introduction

• Mathematical Formulation

• Fuzzy Control Processes

• Applications
  • Inventory Control (cf. Appendix I)
  • Statistical Quality Control (cf. Chapter 13)
  • Control Engineer (cf. Appendix II)
  • Miscellany

• Numerical Example

• Conclusion

• REFERENCES

• Appendix I AN ANALYSIS OF WATER CONSUMPTION AND STORAGE CAPACITY

• Appendix II ON SOME STOCHASTIC CONTROL PROCESSES

• REFERENCES

The following sections are included:

• Introduction

• Mathematical Model

• Existence and Uniqueness Theorem

• Optimal Policy

• Numerical Example

• Discussion

• REFERENCES

The following sections are included:

• Introduction

• Optimal Policy for Some Non-stationary Stochastic Control Processes

• Optimal Policy for an Adaptive Control Processes

• Example

• Discussion

• REFERENCES

The following sections are included:

• Introduction

• Mathematical Model

• Existence and Uniqueness Theorem

• Optimum Policy

• Numerical Results

• Discussion

• REFERENCES

The following sections are included:

• Introduction

• Mathematical Model

• Optimal Policy

• Numerical Example

• Discussion

• REFERENCES

The following sections are included:

• Introduction

• A STATISTICAL QUALITY CONTROL PROCESSES
  • Introduction
  • Mathematical Formulation
  • Optimal Control of Linear System
  • Problem on Quality Control in a Food Company

• THE STOCHASTIC BANG-BANG CONTROL
  • Introduction
  • The Minimization of Membership Function
  • Optimal Policy
  • The Combined Use of Runs

• ECONOMIC CRITERION AND PROBABILISTIC CRITERION
  • Introduction
  • Problem Definition
  • Results
  • Discussion
  • Conclusions

• REFERENCES

The following sections are included:

• Appendix FURTHER RESEARCH

• SUBJECT INDEX

• AUTHOR INDEX