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Trudy Matematicheskogo Instituta imeni V.A. Steklova, 2008, Volume 262, Pages 64–72 (Mi tm765)  

This article is cited in 1 scientific paper (total in 1 paper)

Optimization of Two-Step Investment in a Production Process

N. L. Grigorenko, D. V. Kamzolkin, D. G. Pivovarchuk

M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Full-text PDF (165 kB) Citations (1)
References:
Abstract: We consider the problem of optimizing the control of a production process. The control parameters are the capacity utilization and the investment in the growth of the production capacity. We assume that the investments are divided into two parts: initial investment aimed at creating production facilities, and investment aimed at increasing the capacity during the production process. The initial and increased capacities and the moment of changing the capacity are variable parameters to be specified. The price of the product is assumed to be a random process. The problem is to optimize the production process and to construct a control strategy that maximizes the average discounted profit. We propose an approach to the construction of an optimal adaptive strategy for controlling the production. The approach is based on the dynamic programming method.
Received in May 2008
English version:
Proceedings of the Steklov Institute of Mathematics, 2008, Volume 262, Pages 58–65
DOI: https://doi.org/10.1134/S0081543808030061
Bibliographic databases:
UDC: 517.977+519.857.3
Language: Russian
Citation: N. L. Grigorenko, D. V. Kamzolkin, D. G. Pivovarchuk, “Optimization of Two-Step Investment in a Production Process”, Optimal control, Collected papers. Dedicated to professor Viktor Ivanovich Blagodatskikh on the occation of his 60th birthday, Trudy Mat. Inst. Steklova, 262, MAIK Nauka/Interperiodica, Moscow, 2008, 64–72; Proc. Steklov Inst. Math., 262 (2008), 58–65
Citation in format AMSBIB
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\paper Optimization of Two-Step Investment in a~Production Process
\inbook Optimal control
\bookinfo Collected papers. Dedicated to professor Viktor Ivanovich Blagodatskikh on the occation of his 60th birthday
\serial Trudy Mat. Inst. Steklova
\yr 2008
\vol 262
\pages 64--72
\publ MAIK Nauka/Interperiodica
\publaddr Moscow
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  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Труды Математического института имени В. А. Стеклова Proceedings of the Steklov Institute of Mathematics
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    References:75
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