期刊论文

Chen, Pengyu

英文

IEEE Transactions on Automatic Control

0018-9286

2019

64

4

1627-1631

10.1109/TAC.2018.2866986

Manuscript received December 10, 2017; revised March 17, 2018; accepted June 18, 2018. Date of publication August 23, 2018; date of current version March 27, 2019. The work of Pengyu Chen was supported in part by the National Natural Science Foundation of China under Grant 71801107, in part by the China Postdoctoral Science Foundation under Grant 2017M622487, and in part by the self-determined research funds of CCNU from the colleges basic research and operation of MOE under Grant CCNU17XJ054. Recommended by Associate Editor Q.-S. Jia. (Corresponding author: Pengyu Chen.) H. Xu is with the School of Management, Guizhou University of Finance and Economics, Guiyang 550025, China (e-mail:, xuhe@mail. gufe.edu.cn).

本校为通讯机构

We consider a coproduction system that uses a common input to produce multiple products in multiple periods. The demands for these products are stochastic in every period. We determine the optimal production plan in order to minimize the total expected discounted cost over a finite time horizon. Using L-convexity, we demonstrate that the optimal production quantity is state dependent and obeys several structural properties, such as monotonici...