Global ETD Search
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Showing 1 to 2 of 2 for “"Stochastic dynamic system"”.
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On A Multi-Dimensional Singular Stochastic Control Problem: The Parabolic Case
<p>This dissertation considers a stochastic dynamic system which is governed by a multidimensional diffusion process with time dependent coefficients. The control acts additively on the state of the system. The objective is to minimize the expected cumulative cost associated with the position of …
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Integrated Tactical-Operational Supply Chain Planning with Stochastic Dynamic Considerations
Integrated robust planning systems that cover all levels of SC hierarchy have become increasingly important. Strategic, tactical, and operational SC plans should not be generated in isolation to avoid infeasible and conflicting decisions. On the other hand, enterprise planning systems contain over …