HIERARCHICAL PRODUCTION CONTROL IN A STOCHASTIC MANUFACTURING SYSTEM WITH LONG-RUN AVERAGE COST

摘要

This paper presents an asymptotic analysis of a stochastic manufacturing system consisting of parallel machines subject to breakdown and repair and facing a constant demand, as the rates of change of the machine states approach infinity. This situation gives rise to a limiting problem in which the stochastic machine: availability is replaced by its equilibrium mean availability. The long-ran average cost for the original problem converges to the long-run average cost of the limiting problem. Open-loop and feedback controls for the original problem are constructed from optimal controls of the limiting problem in a way that guarantees their asymptotic optimality. The convergence rate of the long-run average cost for the original problem to that of the limiting problem is established. This helps in providing an error estimate for the constructed open-loop asymptotic optimal control. (C) 1997 Academic Press. [References: 17]