Abstract

AbstractThis paper develops a model of control over a job sequence which drifts off schedule as the result of random variations in job processing times. Schedule integrity can be partially restored at extra cost by expediting jobs or halting production. The schedule deviation process is modelled as a Wiener process. Expediting production corresponds to a continually acting control on the process’ drift, while halting production corresponds either to an impulsive control or a non-stochastic drift control, depending on how the controller monitors the system. A complete solution to the average cost optimal policy is obtained for a class of cost functions in the impulsive representation of the problem. This is used to construct a partial solution to the problem in the more difficult mixed stochastic-deterministic representation.

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