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 proceedingOther chapter contribution

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 languageEnglish
Title of host publicationProceedings of the IEEE Conference on Decision and Control
Place of PublicationPiscataway, NJ
PublisherInstitute of Electrical and Electronics Engineers (IEEE)
Pages531-532
Number of pages2
Volume1
ISBN (Print)0780335902
DOIs
Publication statusPublished - 1996
Externally publishedYes
EventProceedings of the 1996 35th IEEE Conference on Decision and Control. Part 3 (of 4) - Kobe, Jpn
Duration: 11 Dec 199613 Dec 1996

Other

OtherProceedings of the 1996 35th IEEE Conference on Decision and Control. Part 3 (of 4)
CityKobe, Jpn
Period11/12/9613/12/96

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