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The Robust H∞ Control of a Stochastic Inventory—Production System
引用本文:ZHONGMai-ying,TANGBing-yong.The Robust H∞ Control of a Stochastic Inventory—Production System[J].系统科学与系统工程学报(英文版),2002,11(3):350-357.
作者姓名:ZHONGMai-ying  TANGBing-yong
作者单位:ZHONG Mai-ying,TANG Bing-yongBusiness andAdministration School,Donghua University,Shanghai 200051,China
摘    要:1  Introduction DealsMost inventory- production models assume that the demands are influenced by randomlyfluctuating environment.Under the assumption of probability distribution being known,many researches on inventory optimization and control problem ha…

关 键 词:inventory-production  system  Markov  process  robust  H    control  linear  matrix  inequality

The Robust H∞ Control of a Stochastic Inventory-Production System
ZHONG Mai-ying,TANG Bing-yong.The Robust H∞ Control of a Stochastic Inventory-Production System[J].Journal of Systems Science and Systems Engineering,2002,11(3):350-357.
Authors:ZHONG Mai-ying  TANG Bing-yong
Institution:Business andAdministration School, Donghua University, Shanghai 200051, China
Abstract:Considering both the stochastic demand rate and norm-bounded unknown demand uncertainty,this paper deals with the inventory-production control problem where the stocked products may deteriorate with a rate that depends on the stochastic demand rate. By using robust H∞ control technique, the existing conditions of state feedback control strategies is given and proved, and the robust optimal policy that solves this problem is obtained in terms of a set of linear matrix inequality (LMI). Finally, an example illustrates the usefulness of the proposed methods and shows that robust H∞ control inventory-production strategy could attenuate the influence of demand uncertainty more efficiently than linear quadratic optimal policy.
Keywords:inventory-production system  Markov process  linear matrix inequality
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