Description:
Optimal control theory, an extension of the calculus of variations, is a mathematical optimization method with solutions control policy. This
method largely inspired by the work of Lev Pontryagin and his colleagues in the Soviet Union and Richard Bellman in the United States.
Explicit optimal control is obtained for the two general inventory levels depend inventory production. Inventory is used more specifically
limited to the production of inventory problems. The mathematical model of the problem demand inventory can be deterministic and
probabilistic or stochastic models. In this research will be discussed how to model the stochastic demand as well as how to solve the
inventory model using optimal control techniques