Linear quadratic Gaussian problem with constraints applied to aggregated production planning

Author

Filho, O. S Silva

Author_Institution

Lab. of Production Manage. Technol., Nat. Inst. of Inf. Technol., Sao Paulo, Brazil

Volume

2

fYear

2001

fDate

2001

Firstpage

1363

Abstract

An aggregate production-planning problem is formulated as a stochastic linear quadratic problem with chance constraints on state and control variables. The stochastic model proposed extends the classical aggregate model developed by Holt, Modigliani, Muth and Simon (1960). As an example of application, an equivalent deterministic problem is developed from the stochastic model. This deterministic problem provides an open-loop solution that allows manager to get important insight about the use of the company´s material resources

Keywords

linear quadratic Gaussian control; management; planning; production control; quadratic programming; decision-making; linear-quadratic Gaussian control; make-to-stock system; optimal control; production control; production plan; quadratic programming; stochastic control; Aggregates; Cost function; Hidden Markov models; Information technology; Open loop systems; Production planning; Resource management; Stochastic processes; Stochastic systems; Strategic planning;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference, 2001. Proceedings of the 2001

Conference_Location

Arlington, VA

ISSN

0743-1619

Print_ISBN

0-7803-6495-3

Type

conf

DOI

10.1109/ACC.2001.945914

Filename

945914