The NLQGP problem: application to a multistage manufacturing system

The nonlinear quadratic Gaussian Poisson (NLQGP) problem denotes an optimal control problem with nonlinear dynamics and quadratic costs with both Gaussian and Poisson noise disturbances. The NLQGP problem provides a comprehensive model for many applications since the disturbances considered are quite robust and add extra realism to physical models. The problem is examined and is illustrated with an application to a multistage manufacturing system (MMS) in an uncertain environment.