Approximating an optimal production policy in a continuous flow line: Recurrence and asymptotic properties
成果类型：
Article
署名作者：
Yan, HM; Zhou, XY; Yin, G
署名单位：
Chinese University of Hong Kong; Wayne State University
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.47.4.535
发表日期：
1999
页码：
535-549
关键词：
摘要：
This work is concerned with manufacturing systems with two failure-prone tandem machines. The production is regulated by a continuous version of buffer control. Our goal is to obtain an optimal buffer-control policy to minimize a long-run average cost function. Concentrating on threshold type of control policies, our effort is devoted to parameter optimization problems for the continuous material produce-to-stock models. We estimate the gradients of the cost function with respect to the parameter using perturbation analysis techniques, and approximate the optimal value of the parameter via a constant step-size stochastic approximation algorithm. An analysis for error accumulation in perturbation propagation is undertaken, and a sufficient condition for breaking the propagation chain is derived. In addition, we show that the event of breaking the perturbation propagation chain is recurrent if the system has sufficient capacity, derive the consistency of the gradient estimators, and establish the convergence of the iterative algorithm. We also treat non-Markovian models with the machine repair time following an Erlang distribution, and provide numerical examples to illustrate the proposed algorithm.