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Diffusion approximation for controlled stochastic manufacturing system with setup costs

机译:控制随机制造系统具有设置成本的扩散近似

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The authors consider the control of a manufacturing system producing one product. Under a heavy traffic condition, i.e., when the production capacity is close to the average demand, this problem is approximated by an impulse control problem for Brownian motion, which is solved explicitly. The solution is then used to derive a control policy for the original system. The resulting control is characterized by three parameters 0q/sup 0/Q/sup 0/S/sup 0/ and is called the double band policy. When the inventory reaches S/sup 0/ the machine is turned off and it is turned on again when inventory decreases to level Q/sup 0/. An amount of q/sup 0/ units is purchased from the outside vendor if the inventory level drops to zero. It is proved that this policy is nearly optimal. That is, the relative difference between the cost under this policy and the optimal cost is small if traffic intensity is close to one.
机译:作者考虑控制生产一种产品的制造系统。 在繁重的交通状况下,即,当生产能力接近平均需求时,该问题是通过明确解决的布朗运动的脉冲控制问题来近似。 然后使用解决方案来导出原始系统的控制策略。 所得到的控制特征在于三个参数0& q / sup 0 /& q / sup 0 /& s / sup 0 /并且称为双频策略。 当库存到达S / SUP 0 /机器关闭时,当库存减少到级别Q / SUP 0 /时,再次打开它。 如果库存水平降至零,则从外部供应商购买Q / SUP 0 /单位的数量。 事实证明,这一政策几乎是最佳的。 也就是说,如果流量强度接近一个,则该策略下的成本与最佳成本之间的相对差异很小。

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