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Solution to the problem of optimal control of a stochastic semi-Markov model of continuous supply of product management under the condition of constantly happening consumption
P. V. Shnurkov, A. Y. Egorov National Research University Higher School of Economics, 34 Tallinskaya Str., Moscow 123458, Russian
Federation
Abstract:
The solution of the optimal control problem in the semi-Markov model in question is theoretically
justified. To achieve this goal, formal analytic transformations of the integral representations obtained by the authors
earlier for the basic probabilistic characteristics of the model were carried out. These transformations made it
possible to use the theorem on the analytical representation of the stationary value of the management effectiveness
of a semi-Markov process in the form of a fractional-linear integral functional. In the sequel, the authors use the
general theorem on the extremum of a fractional-linear integral functional, proved by P. V. Shnurkov. This theorem
makes it possible to reduce the problem of optimal reserve management to the problem of investigating the global
extremum of a given function from a finite number of real nonnegative variables that can be effectively solved in
practice using the known numerical methods.
Keywords:
inventory management; semi-Markov stochastic process; stationary value index; optimal control of stochastic systems; fractional-linear integral functional.
Received: 19.02.2018
Citation:
P. V. Shnurkov, A. Y. Egorov, “Solution to the problem of optimal control of a stochastic semi-Markov model of continuous supply of product management under the condition of constantly happening consumption”, Inform. Primen., 12:2 (2018), 83–89
Linking options:
https://www.mathnet.ru/eng/ia536 https://www.mathnet.ru/eng/ia/v12/i2/p83
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