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INFINITESIMAL PERTURBATION ANALYSIS FOR MAKE-TO-STOCK MANUFACTURING SYSTEMS BASED ON STOCHASTIC FLUID MODELS

机译:基于随机流体模型的制造系统的无限扰动分析

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In this paper we study Make-To-Stock manufacturing systems and generalize the results obtained in Panayiotou et al. (2002). Specifically, we use the same modeling framework to derive sample derivatives of the objective function of interest with respect to buffer capacities (hedging points). In the earlier work, the input processes (machine processing and demand) were assumed piecewise constant. In this work, we generalize the results to piecewise differentiable processes. The derived estimates are unbiased and non-parametric, in the sense that they require no knowledge of the distributions of the underlying random processes. However, unlike the earlier results, these estimators require knowledge of some rates at certain points in time.
机译:在本文中,我们研究了储蓄制造系统,并概括了Panayiotou等人获得的结果。 (2002)。具体地,我们使用相同的建模框架来导出关于缓冲容量(套期保值点)的目标函数的样本衍生物。在早期的工作中,对分段常数假设输入流程(机器处理和需求)。在这项工作中,我们将结果概括为分段可分段的过程。导出的估计是无偏见和非参数的,因此它们不需要了解底层随机过程的分布。但是,与前面的结果不同,这些估算者需要在某些时间点上了解某些费率。

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