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首页> 外文期刊>IEEE Transactions on Automatic Control >Production rate control for failure-prone production systems withno backlog permitted
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Production rate control for failure-prone production systems withno backlog permitted

机译：易于发生故障的生产系统的生产率控制，不允许积压

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摘要

In this paper, we consider systems in which backlog is not allowed. We show that the hedging point policy is still optimal. For systems with backlog, it is usually quite straightforward to show that their optimal cost-to-go functions are convex-a key property that is needed for the hedging point policy to be optimal. With no backlog permitted, it becomes much more difficult to establish the convexity property, and the explicit formulas for the optimal hedging point and the optimal cost-to-go functions have to be obtained, based on which the convexity property can then be verified. The method we use in this paper to derive these explicit formulas is mainly based on an interesting relationship between the inventory process of the system under the hedging point policy and some stochastic processes which are well studied in queueing theory
机译：在本文中，我们考虑不允许积压的系统。我们表明，对冲点策略仍然是最佳的。对于积压的系统，通常很容易就能证明它们的最佳成本函数是凸的，这是使对冲点策略最佳所需的关键属性。在没有积压的情况下，建立凸性变得更加困难，并且必须获得最优套期保值点和最优成本函数的显式公式，然后才能验证凸性。本文中用于得出这些显式公式的方法主要是基于对冲点策略下系统的库存过程与一些在排队论中得到很好研究的随机过程之间的有趣关系。

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