Ordonnancement dynamique d'une machine flexible Formulation en processus de Bandits-manchots

We explore the scheduling rules and the hedging levels that can be obtained by using a Restless Bandit Problem formulation of a make-to-stock production. The underlying dynamics are markov chain in continuous lime and the associate reward are piecewise linear. We observe that, the use of priority indices to sub-optimally solve the Restless Bandit problem yields, on a particular example, results close to the optimal.

Published in:
Journal Europeen des Systemes Automatises, 36, 1, 117-130
12696935 (ISSN)
Institut de Production Microtechnique (IPM), Département de Microtechnique EPFL, CH-1015 Lausanne Suisse, Switzerland
Export Date: 6 December 2012
Source: Scopus
Language of Original Document: French
Correspondence Address: Institut de Production Microtechnique (IPM), Département de Microtechnique EPFL, CH-1015 Lausanne Suisse, Switzerland
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Other identifiers:
Scopus: 2-s2.0-33751304511

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