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Please use this identifier to cite or link to this item: http://hdl.handle.net/2328/26295

Title: Asymptotic analysis of stochastic manufacturing system with slow and fast machines
Authors: Bielecki, Tomasz R
Filar, Jerzy A
Gaitsgory, Vladimir
Keywords: Mathematics
Markov Decision Processes
Issue Date: 1996
Publisher: Institute of Electrical and Electronic Engineers
Citation: Bielecki, T.R., Filar, J.A. and Gaitsgory, V., 1996. Asymptotic analysis of stochastic manufacturing system with slow and fast machines. Proceedings of the 35th Conference on Decision and Control, vol. 1, 531-532.
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. The 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 might be satisfied.
URI: http://hdl.handle.net/2328/26295
ISBN: 0780335902
Appears in Collections:Computer Science, Engineering and Mathematics - Collected Works

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