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Application of the impulsive control of piecewisedeterministic processes to multi‐item single machinestochastic scheduling

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  • A. Jean-Marie
  • M.M. Tidball

Abstract

In this work, we study the optimization of a production system comprising a multi‐itemsingle machine with piecewise deterministic demands. We present a theoretical characterizationof the solution of the problem as the limit of penalized problems. We prove thatthe solution of the penalized problem is a Lipschitz continuous function that satisfies ageneralized quasi‐variational inequality with boundary conditions. We describe a numericalprocedure to compute this penalized optimal cost function. Copyright Kluwer Academic Publishers 1999

Suggested Citation

  • A. Jean-Marie & M.M. Tidball, 1999. "Application of the impulsive control of piecewisedeterministic processes to multi‐item single machinestochastic scheduling," Annals of Operations Research, Springer, vol. 88(0), pages 139-159, January.
    • Handle: RePEc:spr:annopr:v:88:y:1999:i:0:p:139-159:10.1023/a:1018970011223
    DOI: 10.1023/A:1018970011223
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    Cited by:

    1. Arruda, E.F. & do Val, J.B.R., 2008. "Stability and optimality of a multi-product production and storage system under demand uncertainty," European Journal of Operational Research, Elsevier, vol. 188(2), pages 406-427, July.

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