Asymptotically optimal production policies in dynamic stochastic jobshops with limited buffers

doi:10.1016/j.jmaa.2006.01.034

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	Asymptotically optimal production policies in dynamic stochastic jobshops with limited buffers
	Hou, YM ; Sethi, SP ; Zhang, HQ; Zhang, Q
	2006-05-15
发表期刊	JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
ISSN	0022-247X
卷号	317 期号:2 页码:398-428
摘要	We consider a production planning problem for a jobshop with unreliable machines producing a number of products. There are upper and lower bounds on intermediate parts and an upper bound on finished parts. The machine capacities are modelled as finite state Markov chains. The objective is to choose the rate of production so as to minimize the total discounted cost of inventory and production. Finding an optimal control policy for this problem is difficult. Instead, we derive an asymptotic approximation by letting the rates of change of the machine states approach infinity. The asymptotic analysis leads to a limiting problem in which the stochastic machine capacities are replaced by their equilibrium mean capacities. The value function for the original problem is shown to converge to the value function of the limiting problem. The convergence rate of the value function together with the error estimate for the constructed asymptotic optimal production policies are established. (C) 2006 Elsevier Inc. All rights reserved.
关键词	optimal production policy stochastic manufacturing systems stochastic dynamic programming discounted cost asymptotic analysis
DOI	10.1016/j.jmaa.2006.01.034
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000236295900002
出版者	ACADEMIC PRESS INC ELSEVIER SCIENCE
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/2947
专题	应用数学研究所
通讯作者	Sethi, SP
作者单位	1.Univ Texas, Sch Management, Richardson, TX 75083 USA 2.Acad Sinica, Acad Math & Syst Sci, Beijing 100080, Peoples R China 3.Univ Georgia, Dept Math, Athens, GA 30602 USA
推荐引用方式 GB/T 7714	Hou, YM,Sethi, SP,Zhang, HQ,et al. Asymptotically optimal production policies in dynamic stochastic jobshops with limited buffers[J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS,2006,317(2):398-428.
APA	Hou, YM,Sethi, SP,Zhang, HQ,&Zhang, Q.(2006).Asymptotically optimal production policies in dynamic stochastic jobshops with limited buffers.JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS,317(2),398-428.
MLA	Hou, YM,et al."Asymptotically optimal production policies in dynamic stochastic jobshops with limited buffers".JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS 317.2(2006):398-428.