One calls attention to the fact that the stochastic dynamic systems are not random completely. They have both random and regular components of their evolution. Determinitic dynamic system is considered to be a special case of dynamic system with vanishing stochastic component of evolution. Mathematical technique for description of regular evolution component of dynamic systems (stochastic and d...

the control problem and dynamic programming is a powerful tool in economics and management. we review the dynamic programming problem from its beginning up to its present stages. a problem which was involved in physics and mathematics in i 7” century led to a branch of mathematics called calculus of variation which was used in economic, and management at the end of the first quarter of the 20” ...

abstract morphological river models are designed to provide physical insight into the morphological response and to assist river engineers and managers in the design, operation and maintenance of river systems. here deterministic modeling weak for a dynamic and stochastic of nature river environment. specially, these could not predict the exact shape of the river bed, specially e.g. for braided...

In the controlled ovarian hyperstimulation (COH) cycle of the in vitro fertilizationembryo transfer (IVF-ET) therapy, the clinicians observe the patients’ responses to gonadotropin dosages through closely monitoring their physiological states, to balance the trade-off between pregnancy rate and ovarian hyperstimulation syndrome (OHSS) risk. In this paper, we model the clinical practice in the C...

Minimization of operation costs and the enhancement in product quality have been major concerns for all industrial processes. Predetermined operating conditions can help to achieve the goals for efficient production. These conditions can be determined using an optimal control analysis of batch crystallization process characterized by determination of the timevarying profiles for process paramet...

Available online 6 October 2008

In this paper, the single machine replacement problem is being modeled into the frameworks of stochastic dynamic programming and control threshold policy, where some properties of the optimal values of the control thresholds are derived. Using these properties and by minimizing a cost function, the optimal values of two control thresholds for the time between productions of two successive nonco...

Most interesting problems in process control and scheduling can be formulated as a Markov Decision Problem (MDP). This includes real-time decision problems (e.g., feedback control and information-based rescheduling) that involve significant amounts of stochastic uncertainty. Optimal policy for MDPs can be derived by solving an associated stochastic dynamic programming (DP) problem. However, the...