Systems and Means of Informatics
2021, Volume 31, Issue 3, pp 36-47
INVESTIGATION OF THE PROBLEM OF CONTINUOUS PRODUCT STOCK CONTROL IN A STOCHASTIC MODEL OF REGENERATION WITH TWO OPTIMIZATION PARAMETERS
- P. V. Shnurkov
- K. A. Adamova
Abstract
The paper proposes and analyzes anew stochastic model of regeneration of continuous product stock control. The volume of stock at an arbitrary moment of time is the status of the system. The control parameters are a maximum deterministic allowable stock volume and a random time from replenishment until control - medium specific profit, an explicit analytical representation was obtained. By its structure, this indicator is a fractional linear integral functional from the distribution of a random control parameter. The integrands in the numerator and the denominator of the specified functional depend on the second deterministic control parameter. A special form of the theorem on the extremum of a fractional linear integral functional is used to solve the optimization problem. An analytical study of the main function of this functional on the global extremum was conducted. Based on this study, analytical properties of the original characteristics of the model, under which there is an optimal solution of the management task, are established and a description of this solution is obtained.
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[+] About this article
Title
INVESTIGATION OF THE PROBLEM OF CONTINUOUS PRODUCT STOCK CONTROL IN A STOCHASTIC MODEL OF REGENERATION WITH TWO OPTIMIZATION PARAMETERS
Journal
Systems and Means of Informatics
Volume 31, Issue 3, pp 36-47
Cover Date
2021-11-10
DOI
10.14357/08696527210303
Print ISSN
0869-6527
Publisher
Institute of Informatics Problems, Russian Academy of Sciences
Additional Links
Key words
continuous product stock control; controlled regenerating process; linear-fractional integral functional
Authors
P. V. Shnurkov  and K. A. Adamova 
Author Affiliations
National Research University Higher School of Economics, 34 Tallinskaya Str., Moscow 123458, Russian Federation
Academician Pilugin Scientific-Production Center of Automatics and Instrument- Making, 1 Vvedenskogo Str., Moscow 117342, Russian Federation
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