Multistage Manufacturing System (MMS):
LQGP Problem Example
Performance Index for MMS
where
is the state vector.
- Minimize quadratic cost-to-go Performance index.
- Salvage or terminal cost matrix S is a symmetric, positive
semi-definite 2k X 2k matrix.
- Salvage cost is Just In Time or stockless production idea
(see Hall [Hall83]),
meaning penalty is imposed if surplus or shortfall of
production at end of planning horizon in any stage of
manufacturing system.
- Instantaneous quadratic cost coefficient R(t) is a symmetric,
positive definite, k X k matrix, meaning
performance index is quadratic in control.
Web Source: http://www.math.uic.edu/~hanson/SC96/MMS_Perf.html
Email Comments or Questions to
hanson@uic.edu
or
jwestman@math.uic.edu