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SAMPLE PATH OPTIMIZATION OF CONTINUOUS-FLOW TRANSFER LINES WITH DELAY

机译：时滞连续流传输线的样本路径优化

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摘要

Sample path optimization of failure-prone transfer lines with delays for material transfer and with constant demand is addressed in this paper. Machines are subject to time-dependent failures. Times to failure and times to repair are random variables with general distribution. Material flowing out a machine waits a period of time called delay for material transfer before arriving at its downstream buffer. We propose a simulationbased optimization method for determining optimal buffer levels in order to minimize the long run average cost including inventory holding cost and backordering cost. The optimization algorithm is based on the Infinitesimal Perturbation Analysis (IPA) technique for estimation of gradients along the simulation. The unbiasedness of the IPA estimators is established. Numerical results show that this paper is efficient.
机译：本文讨论了容易发生故障的传输线的样本路径优化问题，该传输线具有材料传输的延迟和恒定的需求。机器会遭受与时间有关的故障。故障时间和维修时间是具有一般分布的随机变量。流出机器的物料在到达其下游缓冲区之前等待一段时间（称为延迟），以进行物料传输。我们提出了一种基于仿真的优化方法来确定最佳缓冲区水平，以最大程度地减少包括库存持有成本和缺货成本在内的长期平均成本。该优化算法基于无穷微扰动分析（IPA）技术，用于沿仿真估算梯度。确定了IPA估算器的公正性。数值结果表明本文是有效的。

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