Title :
The LQGP problem: a manufacturing application
Author :
Westman, J.J. ; Hanson, E.B.
Author_Institution :
Dept. of Math. Stat. & Comput. Sci., Illinois Univ., Chicago, IL, USA
Abstract :
The linear quadratic Gaussian Poisson (LQGP) problem denotes an optimal control problem with linear dynamics and quadratic costs with both Gaussian and Poisson noise disturbances. The LQGP problem provides a benchmark model with sufficient complexity while permitting formal solutions for testing both theoretical and computational methods. The problem is examined and is illustrated with a flexible, multistage manufacturing system application
Keywords :
Gaussian noise; dynamic programming; flexible manufacturing systems; linear quadratic Gaussian control; production control; stochastic processes; Gaussian noise disturbances; LQGP problem; Poisson noise disturbances; benchmark model; flexible multistage manufacturing system; linear dynamics; linear quadratic Gaussian Poisson problem; optimal control problem; quadratic costs; Application software; Computer science; Differential equations; Dynamic programming; Gaussian noise; Laboratories; Manufacturing; Mathematics; Optimal control; Statistics;
Conference_Titel :
American Control Conference, 1997. Proceedings of the 1997
Conference_Location :
Albuquerque, NM
Print_ISBN :
0-7803-3832-4
DOI :
10.1109/ACC.1997.611863
