Optimal Production Planning in a Multi-Product Stochastic Manufacturing System with Long-Run Average Cost

被引：0

作者：

S.P. Sethi

W. Suo

M.I. Taksar

H. Yan

机构：

[1] The University of Texas at Dallas,School of Managment

[2] University of Toronto,Faculty of Management

[3] SUNY at Stony Brook,Department of Applied Mathematics

[4] The Chinese University of Hong Kong,Department of System Engineering and Engineering Managment

来源：

Discrete Event Dynamic Systems | 1998年 / 8卷

关键词：

Production planning; stochastic dynamic programming; vanishing discount approach; optimal control; long-run average cost;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

This paper is concerned with the problem of production planning in a flexible manufacturing system consisting of a single or parallel failure-prone machines producing a number of different products. The objective is to choose the rates of production of the various products over time in order to meet their demands at the minimum long-run average cost of production and surplus. The analysis proceeds with a study of the corresponding problem with a discounted cost. It is shown using the vanishing discount approach for the average cost problem that the Hamilton-Jacobi-Bellman equation in terms of directional derivatives has a solution consisting of the minimal average cost and the so-called potential function. The result helps in establishing a verification theorem, and in specifying an optimal control policy in terms of the potential function. The results settle a hitherto open problem as well as generalize known results.

引用

页码：37 / 54

页数：17

共 28 条

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