1997
DOI: 10.1109/9.633837
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A numerical method in optimal production and setup scheduling of stochastic manufacturing systems

Abstract: In this paper, we consider optimal production and setup scheduling in a failure-prone manufacturing system consisting of a single machine. The system can produce several types of products, but at any given time it can only produce one type of product. A setup is required if production is to be switched from one type of product to another. The decision variables are a sequence of setups and a production plan. The objective of the problem is to minimize the costs of setup, production, and surplus. An approximate… Show more

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Cited by 74 publications
(44 citation statements)
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“…Stochastic manufacturing systems with setup costs and/or times have been considered by Sethi and Zhang (1994), Yan and Zhang (1997) and Boukas and Kenné (1997). The proposed models lead to the optimality conditions described by the Hamilton Jacobi Bellman equations (HJB).…”
Section: Introductionmentioning
confidence: 99%
“…Stochastic manufacturing systems with setup costs and/or times have been considered by Sethi and Zhang (1994), Yan and Zhang (1997) and Boukas and Kenné (1997). The proposed models lead to the optimality conditions described by the Hamilton Jacobi Bellman equations (HJB).…”
Section: Introductionmentioning
confidence: 99%
“…In the case of complex manufacturing systems, no analytical solution to HJB equations is currently possible. To find the optimal solution to the stochastic control optimization problem, Yan and Zhang [18] used a numerical method based on the Kushner approach [10] to manufacturing systems producing several parts. Addressing realistic manufacturing systems, Kenné and Nkeungoue [19] modeled machine failure and repair using non-homogenous Markov processes, showing that machine failure probability increases with machinery age.…”
Section: Introductionmentioning
confidence: 99%
“…This numerical method is based on the finite difference approximations and policy improvement technique, and is described in Kushner and Dupuis 13 as well as also in Yan and Zhang. 24 It consists in using an approximation for the gradient of the value function based on the numerical scheme of finite differences. Let ℎ and ℎ denote the length of the finite difference intervals of the state variables and .…”
Section: Optimality Conditions and Numerical Approachmentioning
confidence: 99%