The LQGP problem: a manufacturing application
J.J. Westman, Floyd B. Hanson · 1997
The linear quadratic Gaussian Poisson (LQGP) problem denotes an optimal control problem with linear dynamics and quadratic costs with both Gaussian and Poisson noise disturbances. The LQGP problem provides a benchmark model with sufficient complexity while permitting formal solutions for testing both theoretical and computational methods. The problem is examined and is illustrated with a flexible, multistage manufacturing system application.