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首页> 外文期刊>Applied Mathematical Modelling >Uncertain dynamical system-based decision making with application to production-inventory problems
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Uncertain dynamical system-based decision making with application to production-inventory problems

机译：基于不确定性的动态系统决策，应用于生产库存问题

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摘要

Highlights•Firstly introduce uncertainty theory into constrained production-inventory problem.•A critical value model of uncertain optimal control is constructed for the problem.•A solving procedure for handling uncertain model is proposed.•The behavior of the value function is characterized.AbstractUncertainty theory is a new methodology to describe subjective indeterminacy. This paper discusses an infinite-horizon production-inventory problem with constraints that the production rates shall be restricted to an appropriate interval, and the indeterminacy of the decision system is extracted and analyzed through uncertainty theory. To solve such a problem, an uncertain linear quadratic control model is investigated with a critical value criterion. Applying the equation of optimality, it is shown that an optimal feedback control exists. In addition, the behavior of the value function that is characterized benefits from numerical illustrations. Furthermore, we compare these optimal solutions with the solutions of an unconstrained problem. Then some economic interpretations are provided to reveal the significance of the model to practical applications.
机译： 突出显示 • 首先将不确定性理论引入受约束的生产库存问题。 • 为此问题构造了不确定最优控制的临界值模型。 • 解决过程 • 行为值函数的特征是特征。 摘要 不确定性理论是一种描述主观不确定性的新方法。本文讨论了一个无限水平的生产库存问题，其约束条件是将生产率限制在适当的区间内，并通过不确定性理论来提取和分析决策系统的不确定性。为了解决这个问题，用临界值准则研究了不确定的线性二次控制模型。应用最优方程，表明存在最优反馈控制。另外，所表征的值函数的行为受益于数字插图。此外，我们将这些最佳解决方案与无约束问题的解决方案进行了比较。然后提供了一些经济学上的解释，以揭示该模型对实际应用的重要性。

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  • 来源
    《Applied Mathematical Modelling》 |2018年第4期|275-288|共14页
  • 作者

    Linxue Sheng; Yuanguo Zhu; Kai Wang;

  • 作者单位

    State Key Laboratory of Air Traffic Management System and Technology, The 28th Research Institute of China Electronics Technology Group Corporation,School of Science, Nanjing University of Science and Technology;

    School of Science, Nanjing University of Science and Technology;

    Science and Technology on Information Systems Engineering Laboratory, The 28th Research Institute of China Electronics Technology Group Corporation;

  • 收录信息 美国《科学引文索引》(SCI);美国《工程索引》(EI);
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

    Uncertainty theory; Production-inventory model; Optimal control; Control constraint; critical value;

    机译：不确定性理论;生产库存模型;最优控制;控制约束;临界值;

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