Asymptotic analysis of stochastic manufacturing system with slow and fast machines

Author

Bielecki, T.R. ; Filar, J.A. ; Gaitsgory, V.

Author_Institution

Northeastern Illinois Univ., IL, USA

Volume

1

fYear

1996

fDate

11-13 Dec 1996

Firstpage

531

Abstract

A dynamic flow-shop is considered consisting of one slow and one fast machine. Production capacities of both machines vary randomly according to a Markov chain whose transition rates are consistent with the time scale of the fast machine. The problem of minimization of a discounted cost of manufacturing is formulated. A conjecture is presented regarding the asymptotic behaviour of the value function for the above problem when the separation of slow and fast time scales becomes singular. Natural conditions are formulated under which the conjecture might be satisfied

Keywords

manufacturing processes; minimisation; operations research; stochastic systems; asymptotic analysis; asymptotic behaviour; discounted cost; dynamic flow-shop; fast machines; minimization; natural conditions; production capacities; slow machines; stochastic manufacturing system; time scale; transition rates; value function; Australia; Books; Costs; Machinery production industries; Manufacturing industries; Manufacturing systems; Markov processes; Process control; Stochastic systems; Terminology;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1996., Proceedings of the 35th IEEE Conference on

Conference_Location

Kobe

ISSN

0191-2216

Print_ISBN

0-7803-3590-2

Type

conf

DOI

10.1109/CDC.1996.574371

Filename

574371