Asymptotically optimal production policies in dynamic stochastic jobshops with limited buffers
文献类型：期刊论文
| 作者 | Hou, YM; Sethi, SP; Zhang, HQ ; Zhang, Q
|
| 刊名 | JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
 |
| 出版日期 | 2006-05-15 |
| 卷号 | 317期号:2页码:398-428 |
| 关键词 | optimal production policy stochastic manufacturing systems stochastic dynamic programming discounted cost asymptotic analysis |
| ISSN号 | 0022-247X |
| DOI | 10.1016/j.jmaa.2006.01.034 |
| 英文摘要 | 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. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000236295900002 |
| 出版者 | ACADEMIC PRESS INC ELSEVIER SCIENCE |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/2946]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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