Title :
Stochastic manufacturing systems under unknown demand and robust control criteria
Author :
Boukas, E.K. ; Zhang, Q. ; Yin, G.
Author_Institution :
Dept. of Mech. Eng., Ecole Polytech. de Montreal, Que., Canada
Abstract :
This paper is concerned with robust production and maintenance planning in stochastic manufacturing systems. The machine capacity is assumed to be a Markov chain with finite state space, whereas the demand rate is treated as a bounded disturbance that can be deterministic or stochastic as long as it is adapted with respect to the Markov chain representing the machine capacity. The control variables are the rate of maintenance and the rate of production, and the cost function has a minimax structure. It is shown that the value function is locally Lipschitz and satisfies a Hamilton-Jacobi-Isaacs equation. A sufficient condition for optimal control is obtained
Keywords :
Jacobian matrices; Markov processes; maintenance engineering; maximum principle; minimax techniques; production control; robust control; stochastic systems; uncertain systems; Hamilton-Jacobi-Isaacs equation; Markov chain; bounded disturbance; finite state space; locally Lipschitz value function; machine capacity; maintenance planning; minimax structure; optimal control; robust control criteria; robust production; stochastic manufacturing systems; unknown demand; Cost function; Equations; Manufacturing systems; Minimax techniques; Production planning; Production systems; Robustness; State-space methods; Stochastic processes; Stochastic systems;
Conference_Titel :
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
0-7803-2685-7
DOI :
10.1109/CDC.1995.478826
