Asymptotic analysis of stochastic manufacturing system with slow and fast machines

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

doi:10.1109/CDC.1996.574371

Asymptotic analysis of stochastic manufacturing system with slow and fast machines

T. R. Bielecki^*, J. A. Filar, V. Gaitsgory

^*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceeding › Other chapter contribution › peer-review

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. 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 is might be satisfied, hence this note is a report on work in progress.

Original language	English
Title of host publication	Proceedings of the IEEE Conference on Decision and Control
Place of Publication	Piscataway, NJ
Publisher	Institute of Electrical and Electronics Engineers (IEEE)
Pages	531-532
Number of pages	2
Volume	1
ISBN (Print)	0780335902
DOIs	https://doi.org/10.1109/CDC.1996.574371
Publication status	Published - 1996
Externally published	Yes
Event	Proceedings of the 1996 35th IEEE Conference on Decision and Control. Part 3 (of 4) - Kobe, Jpn Duration: 11 Dec 1996 → 13 Dec 1996

Other

Other	Proceedings of the 1996 35th IEEE Conference on Decision and Control. Part 3 (of 4)
City	Kobe, Jpn
Period	11/12/96 → 13/12/96

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10.1109/CDC.1996.574371

Cite this

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title = "Asymptotic analysis of stochastic manufacturing system with slow and fast machines",

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. 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 is might be satisfied, hence this note is a report on work in progress.",

author = "Bielecki, {T. R.} and Filar, {J. A.} and V. Gaitsgory",

year = "1996",

doi = "10.1109/CDC.1996.574371",

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booktitle = "Proceedings of the IEEE Conference on Decision and Control",

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note = "Proceedings of the 1996 35th IEEE Conference on Decision and Control. Part 3 (of 4) ; Conference date: 11-12-1996 Through 13-12-1996",

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Bielecki, TR, Filar, JA & Gaitsgory, V 1996, Asymptotic analysis of stochastic manufacturing system with slow and fast machines. in Proceedings of the IEEE Conference on Decision and Control. vol. 1, WM01, Institute of Electrical and Electronics Engineers (IEEE), Piscataway, NJ, pp. 531-532, Proceedings of the 1996 35th IEEE Conference on Decision and Control. Part 3 (of 4), Kobe, Jpn, 11/12/96. https://doi.org/10.1109/CDC.1996.574371

Asymptotic analysis of stochastic manufacturing system with slow and fast machines. / Bielecki, T. R.; Filar, J. A.; Gaitsgory, V.
Proceedings of the IEEE Conference on Decision and Control. Vol. 1 Piscataway, NJ: Institute of Electrical and Electronics Engineers (IEEE), 1996. p. 531-532 WM01.

Research output: Chapter in Book/Report/Conference proceeding › Other chapter contribution › peer-review

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AU - Filar, J. A.

AU - Gaitsgory, V.

PY - 1996

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N2 - 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. 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 is might be satisfied, hence this note is a report on work in progress.

AB - 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. 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 is might be satisfied, hence this note is a report on work in progress.

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M3 - Other chapter contribution

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BT - Proceedings of the IEEE Conference on Decision and Control

PB - Institute of Electrical and Electronics Engineers (IEEE)

CY - Piscataway, NJ

T2 - Proceedings of the 1996 35th IEEE Conference on Decision and Control. Part 3 (of 4)

Y2 - 11 December 1996 through 13 December 1996

ER -

Asymptotic analysis of stochastic manufacturing system with slow and fast machines

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