论文标题
随机生产计划随制度切换
Stochastic production planning with regime switching
论文作者
论文摘要
本文考虑了与政权切换的随机生产计划问题。有两个与不同经济周期相对应的政权。一家工厂正在计划其生产，以最大程度地降低生产成本。我们通过价值函数方法分析了此问题。最佳产生的特征是通过偏微分方程的椭圆系统的解决方案来表征，该方程被证明具有解决方案。
This paper considers a stochastic production planning problem with regime switching. There are two regimes corresponding to different economic cycles. A factory is planning its production so as to minimize production costs. We analyze this problem through the value function approach. The optimal production is characterized through the solution of an elliptic system of partial differential equations which is shown to have a solution.
